arma-thesis

git clone https://git.igankevich.com/arma-thesis.git
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commit 2117859a70703cc2d8e02a6cf0835a537648a92e
parent bf003f2cd11b230948ccd480e0146ea6edf6f924
Author: Ivan Gankevich <igankevich@ya.ru>
Date:   Tue, 13 Jun 2017 10:21:56 +0300

Translate NIT verification.

Diffstat:
arma-thesis-ru.org | 76+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++---
arma-thesis.org | 223+++++++++++++++++++++++++++++++++++--------------------------------------------
2 files changed, 173 insertions(+), 126 deletions(-)

diff --git a/arma-thesis-ru.org b/arma-thesis-ru.org @@ -1333,6 +1333,9 @@ eqref:eq-solution-2d-full до * Численные методы и результаты экспериментов ** Форма АКФ для разных волновых профилей +:PROPERTIES: +:CUSTOM_ID: sec-wave-acfs +:END: **** Аналитический метод. Прямой способ нахождения АКФ, соответствующей заданному профилю морской волны, состоит в применении теоремы Винера---Хинчина. Согласно этой теореме @@ -1443,7 +1446,7 @@ eqref:eq-solution-2d-full до - Перенести максимум получившейся функции в начало координат, используя свойства тригонометрических функций для сдвига фазы. -** Дополните льные формулы, методы и алгоритмы для модели АРСС +** Дополнительные формулы, методы и алгоритмы для модели АРСС :PROPERTIES: :CUSTOM_ID: sec:arma-algorithms :END: @@ -1791,7 +1794,6 @@ for (i in seq(0, 4)) { поверхности. Одинаковая степень соответствия для подъема поверхности получается из-за того, что это характеристика поверхности (и соответствующего процесса АР или СС), и она не зависит от типа волн. - *** Верификация полей потенциалов скоростей :PROPERTIES: :CUSTOM_ID: sec:compare-formulae @@ -1917,6 +1919,72 @@ arma.plot_velocity( #+RESULTS: fig-velocity-field-2d [[file:build/large-and-small-amplitude-velocity-field-comparison-ru.pdf]] +*** Верификация нелинейного безынерционного преобразования +Для того чтобы измерить влияение НБП на форму результирующей взволнованной +пверхности, было сгенерировано три реализации: +- реализация с Гауссовым распределением (без НБП), +- реализация с распределением на основе ряда Грама---Шарлье + (с\nbsp{}\(\gamma_1=2.25,\gamma_2=0.4\)), и +- реализация с асимметричным нормальным распределением (с\nbsp{}\(\alpha=1\)). +Начальные состояния ГПСЧ были заданы одинаковыми для всех запусков программы, +чтобы модель АРСС выдавала одни и те же значения для каждой реализации. Было +проведено два эксперимента: для стоячих и прогрессивных волн с АКФ, заданными +формулами из разд.\nbsp{}[[#sec-wave-acfs]]. + +Результаты экспериментов двояки: в то время как эксперимент показал, что +применение НБП с распределением РГШ увеличивает крутизну волн, то же самое +нельзя сказать об асимметричном нормальном распределении (рис.\nbsp{}[[fig-nit]]). +Использование этого распределения приводит к взволнованной поверхности, в +которой аппликаты всегда больше или равны нулю. Таким образом, асимметричное +нормальное распределение не подходит для НБП. НБП увеличивает высоту и крутизну +как прогрессивных, так и стоячих волн. Увеличение параметра либо асимметрии, +либо эксцесса РГШ приводит в увеличению как высоты, так и крутизны волн. Ошибка +аппроксимации АКФ (ур.\nbsp{}eqref:eq-nit-error) принимает значения от 0.20 для +РГШ до 0.70 для асимметричного нормального распределения +(табл.\nbsp{}[[tab-nit-error]]). + +#+name: fig-nit +#+header: :width 5 :height 5 :pointsize 8 +#+begin_src R :file build/nit.pdf +source(file.path("R", "nonlinear.R")) +par(mfrow=c(2, 1), mar=c(4,4,4,0.5), family='serif') +args <- list( + graphs=c('Гауссово', 'РГШ', 'АНР'), + linetypes=c('solid', 'dashed', 'dotted') +) +args$title <- 'Прогрессивные волны' +arma.plot_nonlinear(file.path("build", "nit-propagating"), args) +args$title <- 'Стоячие волны' +arma.plot_nonlinear(file.path("build", "nit-standing"), args) +#+end_src + +#+label: fig-nit +#+caption: Срезы взволнованной поверхности с различными распределениями волновых аппликат (Гауссово, РГШ и асимметричное нормальное). +#+RESULTS: fig-nit +[[file:build/nit.pdf]] + +#+name: tab-nit-error +#+caption: Ошибка аппроксимации АКФ (разность дисперсий) для различных распределений волновых аппликат. +#+attr_latex: :booktabs t +| Тип волн | Распределение | Ошибка | Колич. коэф. | Высота волн | +|--------------+---------------+--------+--------------+-------------| +| | | <r> | | <r> | +| прогрессиные | Гауссово | | | 2,41 | +| прогрессиные | РГШ | 0,20 | 2 | 2,75 | +| прогрессиные | АНР | 0,70 | 3 | 1,37 | +| стоячие | Гауссово | | | 1,73 | +| стоячие | РГШ | 0,26 | 2 | 1,96 | +| стоячие | АНР | 0,70 | 3 | 0,94 | + +Таким образом, единственный тестовый сценарий, который показал приемлемые +результаты\nbsp{}--- это реализации с распределением на основе РГШ для +прогрессивных и стоячих волн. Распределение АНР искажает взволнованную +поверхность для обоих типов волн. Реализации с распределением на основе РГШ +характеризуются большой ошибкой аппроксимации АКФ, что приводит к увеличению +высоты волн. Причина большой ошибки заключается в неточность ошибка +аппроксимации ряда Грама---Шарлье, которая не сходится для всевозможных +функций\nbsp{}cite:wallace1958asymptotic. Несмотря на большую ошибку, изменение +высоты волн невелико (табл.\nbsp{}[[tab-nit-error]]). *** Нефизическая природа модели Благодаря своей нефизической природе модель АРСС не включает в себя понятие @@ -3468,7 +3536,9 @@ Emacs, предоставляющего вычислительное окруж - <<<BLAS>>> :: Basic Linear Algebra Sub-programmes. - <<<LAPACK>>> :: Linear Algebra Package. - <<<DNS>>> :: Dynamic name resolution. -- <<<HPC>>> :: High-performance computing. +- <<<HPC>>> :: High-performance computing. +- <<<РГШ>>> :: Распределение на основе ряда Грама---Шарлье. +- <<<АНР>>> :: Асимметричное нормальное распределение. #+begin_export latex \input{postamble} diff --git a/arma-thesis.org b/arma-thesis.org @@ -740,10 +740,6 @@ fixed_point_iteration:Iteration=146, var_wn=0.0710238 WN variance = 0.0710238 Partition size = (34,13,13) Finished part [1/96] Finished part [2/96] Finished part [3/96] Finished part [4/96] Finished part [5/96] Finished part [6/96] Finished part [7/96] Finished part [8/96] Finished 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second_function = 1780us -prfl window_function = 673751us 'zeta.csv' -> 'zeta-none.csv' Input file = /home/igankevich/workspace/arma-thesis/config/nit-propagating-gramcharlier Output grid size = (200,40,40) @@ -754,26 +750,26 @@ MA model = order=(20,10,10),acf.shape=(20,10,10),algorithm Velocity potential solver name = N4arma8velocity21High_amplitude_solverIdEE Velocity potential solver = wnmax=from (0,0) to (0,0.25) npoints (2,2),depth=12,domain=from (10,-12) to (10,3) npoints (1,128) NIT transform = dist=gram_charlier,skewness=2.25,kurtosis=0.4,interpolation_nodes=100,interpolation_order=12,gram_charlier_order=20 -err = 0.997239 -err = 0.195639 -err = 0.204665 -err = 3.3227 -err = 4.20064 -err = 41.2299 -err = 47.0536 -err = 366.08 -err = 406.6 -err = 2335.93 -err = 2527.49 -err = 11726.2 -err = 12492.8 -err = 49079.2 -err = 51692.6 -err = 177911 -err = 185800 -err = 573975 -err = 595540 -err = 1.68124e+06 +err = 0.999006 +err = 0.171001 +err = 0.25565 +err = 0.275353 +err = 6.34477e+26 +err = 7.61373e+26 +err = 4.86898e+32 +err = 4.86898e+32 +err = 7.03444e+34 +err = 7.03444e+34 +err = 7.03444e+34 +err = 7.03444e+34 +err = 7.03444e+34 +err = 7.03444e+34 +err = 7.03444e+34 +err = 7.03447e+34 +err = 7.03447e+34 +err = 7.03807e+34 +err = 7.03808e+34 +err = 7.26744e+34 trim = 2 ACF variance = 1 fixed_point_iteration:Iteration=0, var_wn=0.541662 @@ -926,10 +922,6 @@ fixed_point_iteration:Iteration=146, var_wn=0.0710238 WN variance = 0.0710238 Partition size = (34,13,13) Finished part [1/96] Finished part [2/96] Finished part [3/96] Finished part [4/96] Finished part [5/96] Finished part [6/96] Finished part [7/96] Finished part [8/96] Finished part [9/96] Finished part [10/96] Finished part [11/96] Finished part [12/96] Finished part [13/96] Finished part [14/96] Finished part [15/96] Finished part [16/96] Finished part [17/96] Finished part [18/96] Finished part [19/96] Finished part [20/96] Finished part [21/96] Finished part [22/96] Finished part [23/96] 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N4arma8velocity21High_amplitude_solverIdEE Velocity potential solver = wnmax=from (0,0) to (0,0.25) npoints (2,2),depth=12,domain=from (10,-12) to (10,3) npoints (1,128) NIT transform = dist=skew_normal,mean=0,stdev=1,alpha=1,interpolation_nodes=100,interpolation_order=12,gram_charlier_order=20 -err = 0.906446 -err = 0.711503 -err = 0.697377 -err = 1.8528 -err = 2.67306 -err = 40.4663 -err = 46.4794 -err = 364.63 -err = 404.774 -err = 2335.07 -err = 2527.48 -err = 11727.3 -err = 12493.9 -err = 49080.4 -err = 51693.7 -err = 177912 -err = 185801 -err = 573976 -err = 595541 -err = 1.68124e+06 -trim = 3 +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +err = inf +trim = 0 ACF variance = 1 fixed_point_iteration:Iteration=0, var_wn=0.541662 fixed_point_iteration:Iteration=1, var_wn=0.387581 @@ -1112,10 +1104,6 @@ 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Finished part [149/160] Finished part [150/160] Finished part [151/160] Finished part [152/160] Finished part [153/160] Finished part [154/160] Finished part [155/160] Finished part [156/160] Finished part [157/160] Finished part [158/160] Finished part [159/160] Finished part [160/160] Zeta size = (192,32,32) -prfl dev_to_host_copy = 0us -prfl fft = 120726us -prfl second_function = 2048us -prfl window_function = 963006us 'zeta.csv' -> 'zeta-none.csv' Input file = /home/igankevich/workspace/arma-thesis/config/nit-standing-gramcharlier Output grid size = (200,40,40) @@ -1146,36 +1130,32 @@ AR model = order=(7,7,7),acf.shape=(10,10,10) Velocity potential solver name = N4arma8velocity21High_amplitude_solverIdEE Velocity potential solver = wnmax=from (0,0) to (0,0.25) npoints (2,2),depth=12,domain=from (10,-12) to (10,3) npoints (1,128) NIT transform = dist=gram_charlier,skewness=3.25,kurtosis=2.4,interpolation_nodes=100,interpolation_order=12,gram_charlier_order=20 -err = 0.99983 -err = 0.260174 -err = 0.292255 -err = 3.33387 -err = 4.27093 -err = 41.4813 -err = 47.2428 -err = 366.116 -err = 406.773 -err = 2336.92 -err = 2528.49 -err = 11727.9 -err = 12494.5 -err = 49081 -err = 51694.3 -err = 177913 -err = 185801 -err = 573976 -err = 595542 -err = 1.68124e+06 +err = 0.995366 +err = 0.472576 +err = 0.608796 +err = 0.61584 +err = 0.639818 +err = 12.4501 +err = 9.45159e+10 +err = 1.08018e+11 +err = 3.05905e+13 +err = 3.39774e+13 +err = 1.70414e+14 +err = 1.82818e+14 +err = 1.83166e+14 +err = 2.11267e+25 +err = 9.15985e+25 +err = 2.75794e+29 +err = 2.79745e+29 +err = 3.63216e+31 +err = 3.64474e+31 +err = 2.32998e+33 trim = 2 ACF variance = 1 WN variance = 0.000519022 Partition size = (21,10,10) Finished part [1/160] Finished part [2/160] Finished part [3/160] Finished part [4/160] Finished part [5/160] Finished part [6/160] Finished part [7/160] Finished part [8/160] Finished part [9/160] Finished part [10/160] Finished part [11/160] Finished part [12/160] Finished part 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Finished part [142/160] Finished part [143/160] Finished part [144/160] Finished part [145/160] Finished part [146/160] Finished part [147/160] Finished part [148/160] Finished part [149/160] Finished part [150/160] Finished part [151/160] Finished part [152/160] Finished part [153/160] Finished part [154/160] Finished part [155/160] Finished part [156/160] Finished part [157/160] Finished part [158/160] Finished part [159/160] Finished part [160/160] Zeta size = (192,32,32) -prfl dev_to_host_copy = 0us -prfl fft = 88660us -prfl second_function = 1828us -prfl window_function = 720888us 'zeta.csv' -> 'zeta-gramcharlier.csv' Input file = /home/igankevich/workspace/arma-thesis/config/nit-standing-skewnormal Output grid size = (200,40,40) @@ -1186,36 +1166,32 @@ AR model = order=(7,7,7),acf.shape=(10,10,10) Velocity potential solver name = N4arma8velocity21High_amplitude_solverIdEE Velocity potential solver = wnmax=from (0,0) to (0,0.25) npoints (2,2),depth=12,domain=from (10,-12) to (10,3) npoints (1,128) NIT transform = dist=skew_normal,mean=0,stdev=1,alpha=1,interpolation_nodes=100,interpolation_order=12,gram_charlier_order=20 -err = 0.906446 -err = 0.711503 -err = 0.697377 -err = 1.8528 -err = 2.67306 -err = 40.4663 -err = 46.4794 -err = 364.63 -err = 404.774 -err = 2335.07 -err = 2527.48 -err = 11727.3 -err = 12493.9 -err = 49080.4 -err = 51693.7 -err = 177912 -err = 185801 -err = 573976 -err = 595541 -err = 1.68124e+06 -trim = 3 +err = 0.893011 +err = 0.269503 +err = 0.173329 +err = 0.0040605 +err = 2.82799e+09 +err = 4.3525e+25 +err = 4.3525e+25 +err = 7.2978e+33 +err = 2.7618e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +err = 3.06867e+44 +trim = 4 ACF variance = 1 WN variance = 0.000519022 Partition size = (21,10,10) Finished part [1/160] Finished part [2/160] Finished part [3/160] Finished part [4/160] 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Finished part [134/160] Finished part [135/160] Finished part [136/160] Finished part [137/160] Finished part [138/160] Finished part [139/160] Finished part [140/160] Finished part [141/160] Finished part [142/160] Finished part [143/160] Finished part [144/160] Finished part [145/160] Finished part [146/160] Finished part [147/160] Finished part [148/160] Finished part [149/160] Finished part [150/160] Finished part [151/160] Finished part [152/160] Finished part [153/160] Finished part [154/160] Finished part [155/160] Finished part [156/160] Finished part [157/160] Finished part [158/160] Finished part [159/160] Finished part [160/160] Zeta size = (192,32,32) -prfl dev_to_host_copy = 0us -prfl fft = 86923us -prfl second_function = 1889us -prfl window_function = 842185us 'zeta.csv' -> 'zeta-skewnormal.csv' #+end_example @@ -2818,8 +2794,7 @@ arma.plot_velocity( #+RESULTS: fig-velocity-field-2d [[file:build/large-and-small-amplitude-velocity-field-comparison.pdf]] -*** DONE Verification of nonlinear inertialess transformation -CLOSED: [2017-06-12 Пн 21:05] +*** Verification of nonlinear inertialess transformation In order to measure the effect of NIT on the shape of the resulting wavy surface, three realisations were generated: - realisation with Gaussian distribution (without NIT), @@ -2827,20 +2802,20 @@ surface, three realisations were generated: \(\gamma_1=2.25,\gamma_2=0.4\)), and - realisation with skew normal distribution (with \(\alpha=1\)). The seed of PRNG was set to be the same for all progrmme executions to make ARMA -model produce the same values for each realisation. There we two experiments: on -for standing and one for propagating waves with ACFs similar to the ones in +model produce the same values for each realisation. There we two experiments: +for standing and propagating waves with ACFs given by formulae from section\nbsp{}[[#sec-wave-acfs]]. The results of the experiments are twofold: while the experiment showed that -applying NIT with GCS-based distribution makes wave profiles steeper, the same -is not true for skew normal distribution (fig.\nbsp{}[[fig-nonlinear]]). Using this +applying NIT with GCS-based distribution increases wave steepness, the same is +not true for skew normal distribution (fig.\nbsp{}[[fig-nit]]). Using this distribution results in wavy surface each \(z\)-coordinate of which is always greater or equal to nought. So, skew normal distribution is unsuitable for NIT. -NIT increases the wave height and wave steepness for both standing and -propagating waves. Increasing either skewness or kurtosis parameter of GCS-based -distribution increases both wave steepness and wave height. The error of ACF +NIT increases the wave height and steepness of both standing and propagating +waves. Increasing either skewness or kurtosis parameter of GCS-based +distribution increases both wave height and steepness. The error of ACF approximation (eq.\nbsp{}eqref:eq-nit-error) ranges from 0.20 for GCS-based -distribution to 0.70 for skew normal distribution. +distribution to 0.70 for skew normal distribution (table\nbsp{}[[tab-nit-error]]). #+name: fig-nit #+header: :width 5 :height 5 :pointsize 8 @@ -2848,7 +2823,7 @@ distribution to 0.70 for skew normal distribution. source(file.path("R", "nonlinear.R")) par(mfrow=c(2, 1), mar=c(4,4,4,0.5), family='serif') args <- list( - graphs=c('No transform', 'Gram---Charlier', 'Skew normal'), + graphs=c('Gaussian', 'Gram---Charlier', 'Skew normal'), linetypes=c('solid', 'dashed', 'dotted') ) args$title <- 'Propagating waves' @@ -2863,7 +2838,8 @@ arma.plot_nonlinear(file.path("build", "nit-standing"), args) [[file:build/nit.pdf]] #+name: tab-nit-error -#+caption: Errors of ACF approximations (differences in variances) for different wave elevation distributions. +#+caption: Errors of ACF approximations (the difference of variances) for different wave elevation distributions. +#+attr_latex: :booktabs t | Wave type | Distribution | Error | No. of coef. | Wave height | |-------------+--------------+-------+--------------+-------------| | propagating | Gaussian | | | 2.41 | @@ -2875,12 +2851,12 @@ arma.plot_nonlinear(file.path("build", "nit-standing"), args) To summarise, the only test case that showed acceptable results is realisation with GCS-based distribution for both standing and propagating waves. Skew normal -distribution realisations have warped wavy surface for both types of waves. -GCS-based realisations have large error of ACF approximation, which results in -increase of wave height. The reason for the large error is that Gram---Charlier -series are not accurate as they do not converge for all possible +distribution warps wavy surface for both types of waves. GCS-based realisations +have large error of ACF approximation, which results in increase of wave height. +The reason for the large error is that approximations Gram---Charlier series are +not accurate as they do not converge for all possible functions\nbsp{}cite:wallace1958asymptotic. Despite the large error, the change -in wave height is small. +in wave height is small (table\nbsp{}[[tab-nit-error]]). **** Wave height :noexport: :PROPERTIES: @@ -4307,6 +4283,7 @@ Basic Research (projects no.\nbsp{}\mbox{16-07-01111}, \mbox{16-07-00886}, - <<<DNS>>> :: Dynamic name resolution. - <<<HPC>>> :: High-performance computing. - <<<GCS>>> :: Gram---Charlier series. +- <<<SN>>> :: Skew normal distribution. - Master/slave node :: - Principal/subordinate kernel ::