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Application of parallel computing to stochastic parameter estimation in environmental models

机译:并行计算在环境模型随机参数估计中的应用

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摘要

Parameter estimation or model calibration is a common problem in many areas of process modeling, both in on-line applications such as real-time flood forecasting, and in off-line applications such as the modeling of reaction kinetics and phase equilibrium. The goal is to determine values of model parameters that provide the best fit to measured data, generally based on some type of least-squares or maximum likelihood criterion. Usually, this requires the solution of a non-linear and frequently non-convex optimization problem. In this paper we describe a user-friendly, computationally efficient parallel implementation of the Shuffled Complex Evolution Metropolis (SCEM-UA) global optimization algorithm for stochastic estimation of parameters in environmental models. Our parallel implementation takes better advantage of the computational power of a distributed computer system. Three case studies of increasing complexity demonstrate that parallel parameter estimation results in a considerable time savings when compared with traditional sequential optimization runs. The proposed method therefore provides an ideal means to solve complex optimization problems. (c) 2005 Elsevier Ltd. All rights reserved.
机译:在过程建模的许多领域中,参数估计或模型校准都是一个常见问题,无论是在在线应用程序中,例如实时洪水预报,还是在离线应用程序中,例如反应动力学和相平衡建模。目标是通常根据某种类型的最小二乘或最大似然准则,确定最适合测量数据的模型参数值。通常,这需要解决非线性且经常是非凸的优化问题。在本文中,我们描述了一种随机的,复杂的,计算效率高的并行执行的Shuffled Complex Evolution Metropolis(SCEM-UA)全局优化算法,用于环境模型中参数的随机估计。我们的并行实现更好地利用了分布式计算机系统的计算能力。对复杂性不断增加的三个案例研究表明,与传统的顺序优化运行相比,并行参数估计可节省大量时间。因此,所提出的方法提供了解决复杂优化问题的理想方法。 (c)2005 Elsevier Ltd.保留所有权利。

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