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In this research, carbon emissions and carbon savings in the smart grid are modelled and quantified. Carbon emissions are defined as the product of the activity (energy) and the corresponding carbon factor. The carbon savings are estimated as the difference between the conventional and improved energy usage multiplied by the corresponding carbon factor. An adaptive seasonal model based on the hyperbolic tangent function (HTF) is developed to define seasonal and daily trends of electricity demand and the resultant carbon emissions. A stochastic model describing profiles of energy usage and carbon emissions for groups of consumers is developed. The flexibility of the HTF for modelling cycles of energy consumption is demonstrated and discussed with several case studies. The analytical description to determine electricity grid carbon intensity in the UK is derived, using the available fuel mix data from the Elexon portal. The uncertain realisation of energy data is forecasted and assimilated using the ensemble Kalman filter (EnKF). The numerical optimisation of carbon emissions and savings in the smart grid is further performed using the ensemble-based Closed-loop Production Optimisation Scheme (EnOpt). The EnOpt involves the optimisation of fuel costs and carbon emissions (maximisation of carbon savings) in the smart grid subject to the operational control constraints. The software codes for the based on the application of EnKF and EnOpt are developed, and the optimisation of energy, cost and emissions is performed. The numerical simulation shows the ability of EnKF in forecasting and assimilating the energy data, and the robustness of the EnOpt in optimising costs and carbon savings. The proposed approach addresses the complexity and diversity of the power grid and may be implemented at the level of the transmission operator in collaboration with the operational wholesale electricity market and distribution network operators. The final stage of work includes the quantification of carbon emissions and savings in demand response (DR) programmes. DR programmes such as Short Term Operating Reserve (STOR), Triad, Fast Reserve, Frequency Control by Demand Management (FCDM) and smart meter roll-out are included, with various types of smart interventions. The DR programmes are modelled with appropriate configurations and assumptions in power plants used in the energy industry. This enables the comparison of emissions between the business-as-usual (BAU) and the smart solutions applied, thus deriving the carbon savings. Several case studies involving the modelling and analysing DR programmes are successfully performed. Thus, the thesis represents novel analytical and numerical techniques applied in the fast-growing UK market of smart energy solutions.

Les inondations sont un risque naturel majeur pour les biens et les personnes. Prévoir celles-ci, informer le grand public et les autorités sont de la responsabilité des services de prévision des crues. Pour ce faire ils disposent d'observations in situ et de modèles numériques. Néanmoins les modèles numériques sont une représentation simplifiée et donc entachée d'erreur de la réalité. Les observations quant à elle fournissent une information localisée et peuvent être également entachées d'erreur. Les méthodes d'assimilation de données consistent à combiner ces deux sources d'information et sont utilisées pour réduire l'incertitude sur la description de l'état hydraulique des cours d'eau et améliorer les prévisisons. Ces dernières décennies l'assimilation de données a été appliquée avec succès à l'hydraulique fluviale pour l'amélioration des modèles et pour la prévision des crues. Cependant le développement de méthodes d'assimilation pour la prévision en temps réel est contraint par le temps de calcul disponible et par la conception de la chaîne opérationnelle. Les méthodes en question doivent donc être performantes, simples à implémenter et peu coûteuses. Un autre défi réside dans la combinaison des modèles hydrauliques de dimensions différentes développés pour décrire les réseaux hydrauliques. Un modèle 1D est peu coûteux mais ne permet pas de décrire des écoulement complexes, contrairement à un modèle 2D. Le simple chainage des modèles 1D et 2D avec échange des conditions aux limites n'assure pas la continuité de l'état hydraulique. Il convient alors de coupler les modèles, tout en limitant le coût de calcul. Cette thèse a été financée par la région Midi-Pyrénées et le SCHAPI (Service Central d'Hydrométéorolgie et d'Appui à la Prévisions des Inondations) et a pour objectif d'étudier l'apport de l'assimilation de données et du couplage de modèles pour la prévision des crues. Elle se décompose en deux axes : Un axe sur l'assimilation de données. On s'intéresse à l'émulation du filtre de Kalman d'Ensemble (EnKF) sur le modèle d'onde de crue. On montre, sous certaines hypothèses, qu'on peut émuler l'EnKF avec un filtre de Kalman invariant pour un coût de calcul réduit. Dans un second temps nous nous intéressons à l'application de l'EnKF sur l'Adour maritime avec un modèle Saint-Venant. Nous en montrons les limitations dans sa version classique et montrons les avantages apportés par des méthodes complémentaires d'inflation et d'estimation des covariances d'erreur d'observation. L'apport de l'assimilation des données in situ de hauteurs d'eau sur des cas synthétiques et sur des crues réelles a été démontré et permet une correction spatialisée des hauteurs d'eau et des débits. En conséquence, on constate que les prévisions à court terme sont améliorées. Nous montrons enfin qu'un système de prévisions probabilistes sur l'Adour dépend de la connaissance que l'on a des forçages amonts ; un axe sur le couplage de modèles hydrauliques. Sur l'Adour 2 modèles co-existent : un modèle 1D et un modèle 2D au niveau de Bayonne. Deux méthodes de couplage ont été implémentées. Une première méthode, dite de "couplage à interfaces", combine le 1D décomposé en sous-modèles couplés au 2D au niveau frontières liquides de ce dernier. Une deuxième méthode superpose le 1D avec le 2D sur la zone de recouvrement ; le 1D force le 2D qui, quand il est en crue, calcule les termes d'apports latéraux pour le 1D, modélisant les échanges entre lit mineur et lit majeur. Le coût de calcul de la méthode par interfaces est significativement plus élevé que celui associé à la méthode de couplage par superposition, mais assure une meilleure continuité des variables. En revanche, la méthode de superposition est immédiatement compatible avec l'approche d'assimilation de données sur la zone 1D. / Floods represent a major threat for people and society. Flood forecasting agencies are in charge of floods forecasting, risk assessment and alert to governmental authorities and population. To do so, flood forecasting agencies rely on observations and numerical models. However numerical models and observations provide an incomplete and inexact description of reality as they suffer from various sources of uncertianties. Data assimilation methods consists in optimally combining observations with models in order to reduce both uncertainties in the models and in the observations, thus improving simulation and forecast. Over the last decades, the merits of data assimilation has been greatly demonstrated in the field of hydraulics and hydrology, partly in the context of model calibration or flood forecasting. Yet, the implementation of such methods for real application, under computational cost constraints as well as technical constraints remains a challenge. An other challenge arises when the combining multidimensional models developed over partial domains of catchment. For instance, 1D models describe the mono-dimensional flow in a river while 2D model locally describe more complex flows. Simply chaining 1D and 2D with boundary conditions exchange does not suffice to guarantee the coherence and the continuity of both water level and discharge variables between 1D and 2D domains. The solution lies in dynamical coupling of 1D and 2D models, yet an other challenge when computational cost must be limited. This PhD thesis was funded by Midi-Pyrénées region and the french national agency for flood forecasting SCHAPI. It aims at demonstrating the merits of data assimilation and coupling methods for floof forecasting in the framework of operational application. This thesis is composed of two parts : A first part dealing with data assimilation. It was shown that, under some simplifying assumptions, the Ensemble Kalman filter algorithm (EnKF) can be emulated with a cheaper algorithm : the invariant Kalman filter. The EnKF was then implemented ovr the "Adour maritime" hydraulic network on top of the MASCARET model describing the shallow water equations. It was found that a variance inflation algorithm can further improve data assimlation results with the EnKF. It was shown on synthetical and real cases experiments that data assimilation provides an hydraulic state that is in great agreement with water level observations. As a consequence of the sequential correction of the hydraulic state over time, the forecasts were also greatly improved by data assimilation over the entire hydraulic network for both assimilated and nonassimilated variables, especially for short term forecasts. It was also shown that a probabilistic prediction system relies on the knowledge on the upstream forcings ; A second part focusses on hydraulic models coupling. While the 1D model has a great spatial extension and describes the mono-dimensional flow, the 2D model gives a focus on the Adour-Nive confluence in the Bayonne area. Two coupling methods have been implemented in this study : a first one based on the exchange of the state variables at the liquid boundaries of the models and a second one where the models are superposed. While simple 1D or chained 1D-2D solutions provide an incomplete or discontinuous description of the hydraulic state, both coupling methods provide a full and dynamically coherent description of water level and discharge over the entire 1D-2D domain. On the one hand, the interface coupling method presents a much higher computational cost than the superposition methods but the continuity is better preserved. On the other hand, the superposition methods allows to combine data assimilation of the 1D model and 1D-2D coupling. The positive impact of water level in-situ observations in the 1D domain was illustrated over the 2D domain for a flood event in 2014.

Title: Ensemble Kalman filter on high and infinite dimensional spaces Author: Mgr. Ivan Kasanický Department: Department of Probability and Mathematical Statistics Supervisor: doc. RNDr. Daniel Hlubinka, Ph.D., Department of Probability and Mathematical Statistics Consultant: prof. RNDr. Jan Mandel, CSc., Department of Mathematical and Statistical Sciences, University of Colorado Denver Abstract: The ensemble Kalman filter (EnKF) is a recursive filter, which is used in a data assimilation to produce sequential estimates of states of a hidden dynamical system. The evolution of the system is usually governed by a set of di↵erential equations, so one concrete state of the system is, in fact, an element of an infinite dimensional space. In the presented thesis we show that the EnKF is well defined on a infinite dimensional separable Hilbert space if a data noise is a weak random variable with a covariance bounded from below. We also show that this condition is su cient for the 3DVAR and the Bayesian filtering to be well posed. Additionally, we extend the already known fact that the EnKF converges to the Kalman filter in a finite dimension, and prove that a similar statement holds even in a infinite dimension. The EnKF su↵ers from a low rank approximation of a state covariance, so a covariance localization is required in...

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The development of fast and efficient computer hardware technology has resulted in the rapid development of numerous computational software tools for making statistical inferences. The computational algorithms, which are the backbone of these tools, originate from distinct areas in science, mathematics and engineering. The main focus of this thesis is on computational tools which can be employed for estimating unmeasured variables in a process using all the available prior information. Specifically, this thesis demonstrates the application of a variety of tools for soft sensing of process variables and uncertain parameters of physiochemical process models, using routine data available from the process. The application examples presented in this thesis come from broad areas where process uncertainty is inherent and includes petrochemical processes, mechanical valve actuators, and upstream production processes in petroleum reservoirs. The mathematical models that are employed in different domains vary significantly in their structure and their level of complexity. In the petrochemical domain, the focus was on developing empirical soft sensors which are essentially nonparametric mathematical models identified using routine data from the process. The Support Vector Regression technique was applied for identifying such nonparametric empirical models. On the other hand, in all the other application examples in this thesis the physical parametric models of the process were utilized. The latter application examples, which cover a major portion of this thesis, demonstrate the application of modern state and parameter estimation algorithms which are firmly grounded on Bayesian theory and Monte Carlo techniques. Prior to the chapters on the application of state and parameter estimation techniques, a tutorial overview of the Monte Carlo simulation based state estimation algorithms is provided with an attempt to throw new light on these techniques. The tutorial is aimed at making these techniques simple to visualize and understand. The application case studies serve to illustrate the performance of the different algorithms. All case studies presented in this thesis are performed on processes that exhibit significant nonlinearity in terms of the relationship between the process input variables and output variables. / Process Control

L'évolution des calottes polaires est régie à la fois par une dynamique d'écoulement complexe et par des mécanismes tel le glissement à la base, la température de la glace ou le bilan de masse en surface. De plus, de nombreuses boucles de rétroactions sont constatées entre les différents phénomènes impliquées. Tout ceci rend la modélisation de cette évolution complexe. Malgré tout, un certain nombre de modèles ont été développés dans cette optique. Ceux-ci font tous intervenir des paramètres influents qui dans certains cas sont peu ou pas connus. Ils nécessitent donc d'être correctement spécifiés. L'assimilation de données peut permettre une meilleure estimation de ces paramètres grâce à l'utilisation d'observations qui sont peu nombreuses en glaciologie. Dans cette thèse, nous nous intéressons à la mise en place de systèmes d'assimilation performants pour deux problèmes inverses concernant l'évolution des calottes polaires. Pour mieux nous concentrer sur ce point, nous avons travaillé avec un modèle d'évolution de calotte simplifié (appelé Winnie) qui, cependant, représente bien la plupart des processus complexes de la dynamique de la glace, et permet de travailler à différentes échelles de temps. Dans un premier temps, nous mettons en place une approche 4D-Var pour la reconstruction de l'évolution d'un paramètre climatique influant sur l'évolution d'une calotte sur une échelle de temps typique de 20 000 ans. Elle nécessite notamment l'écriture du code adjoint du modèle. Dans un second temps, nous nous intéressons au problème du spin-up. Ce problème de calibration du modèle pour des simulations à échelle de temps courtes (pas plus de 100 ans) consiste plus particulièrement en la reconstruction conjointe de l'état initial, de la topographie du socle rocheux et des paramètres de glissement basal. Nous développons ici une approche filtre de Kalman d'ensemble pour résoudre ce problème. / Ice sheet evolution is both driven by a complex flow dynamics and by physical mechanisms such as basal sliding, ice temperature or surface mass balance. In addition to those, many feedback loops are observed between the different implicated phenomena. That explains how complex is to model this evolution. However several models have been developed in that purpose. These models depend on influential parameters, which often are unfortunately poorly known. So they need to be correctly specified. Data assimilation can give a better estimation of these parameters thanks to observations which are quite rare in glaciology. In this thesis, we work on the setup of efficient data assimilation systems for two inverses problems involving ice sheet evolution. We work with a simplified ice sheet evolution model called Winnie in order to focus on the setup. Nevertheless Winnie takes into account the major complex processes of ice dynamics and can be used for studies with different time scales. The first part of the thesis focuses on developing a 4D-Var approach in order to retrieve the evolution of a climatic parameter for a typical time scale of 20 000 years. This approach require the implementation the adjoint code of the evolution model. In a second part, we focus on the spin-up problem. This calibration problem for short term (maximum 100 years) simulations involve retrieving jointly the initial state, the bedrock topography and basal sliding parameters. In order to solve this problem we develop an Ensemble Kalman Filter approach.

The ensemble Kalman filter (EnKF) is nowadays recognized as an excellent inverse method for hydraulic conductivity characterization using transient piezometric head data. and it is proved that the EnKF is computationally efficient and capable of handling large fields compared to other inverse methods. However, it is needed a large ensemble size (Chen and Zhang, 2006) to get a high quality estimation, which means a lots of computation time. Parallel computing is an efficient alterative method to reduce the commutation time. Besides, although the EnKF is good accounting for the non linearities of the state equation, it fails when dealing with non-Gaussian distribution fields. Recently, many methods are developed trying to adapt the EnKF to non-Gaussian distributions(detailed in the History and present state chapter). Zhou et al. (2011, 2012) have proposed a Normal-Score Ensemble Kalman Filter (NS-EnKF) to character the non-Gaussian distributed conductivity fields, and already showed that transient piezometric head was enough for hydraulic conductivity characterization if a training image for the hydraulic conductivity was available. Then in this work, we will show that, when without such a training image but with enough transient piezometric head information, the performance of the updated ensemble of realizations in the characterization of the non-Gaussian reference field. In the end, we will introduce a new method for parameterizing geostatistical models coupling with the NS-EnKF in the characterization of a Heterogenous non-Gaussian hydraulic conductivity field. So, this doctor thesis is mainly including three parts, and the name of the parts as below. 1, Parallelized Ensemble Kalman Filter for Hydraulic Conductivity Characterization. 2, The Power of Transient Piezometric Head Data in Inverse Modeling: An Application of the Localized Normal-score EnKF with Covariance Inflation in a Heterogenous Bimodal Hydraulic Conductivity Field. 3, Parameterizing geostatistical models coupling with the NS-EnKF for Heterogenous Bimodal Hydraulic Conductivity characterization. / Xu, T. (2014). Ensemble Kalman filtering for hydraulic conductivity characterization: Parallelization and non-Gaussianity [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/43769 / TESIS

Estimating large covariance matrices from small samples is an important problem in many fields. Among others, this includes spatial statistics and data assimilation. In this thesis, we deal with several methods of covariance estimation with emphasis on regula- rization and covariance models useful in filtering problems. We prove several properties of estimators and propose a new filtering method. After a brief summary of basic esti- mating methods used in data assimilation, the attention is shifted to covariance models. We show a distinct type of hierarchy in nested models applied to the spectral diagonal covariance matrix: explicit estimators of parameters are computed by the maximum like- lihood method and asymptotic variance of these estimators is shown to decrease when the maximization is restricted to a subspace that contains the true parameter value. A similar result is obtained for general M-estimators. For more complex covariance mo- dels, maximum likelihood method cannot provide explicit parameter estimates. In the case of a linear model for a precision matrix, however, consistent estimator in a closed form can be computed by the score matching method. Modelling of the precision ma- trix is particularly beneficial in Gaussian Markov random fields (GMRF), which possess a sparse precision matrix. The...

This thesis presents a method, Ensemble Kalman Filter (EnKF), applied to a highresolution, shallow water equations model (DG ADCIRC-2DDI) of the Lower St. Johns River with observation data at four gauging stations. EnKF, a sequential data assimilation method for non-linear problems, is developed for tidal flow simulation for estimation of state variables, i.e., water levels and depth-integrated currents for overland unstructured finite element meshes. The shallow water equations model is combined with observation data, which provides the basis of the EnKF applications. In this thesis, EnKF is incorporated into DG ADCIRC-2DDI code to estimate the state variables. Upon its development, DG ADCIRC-2DDI with EnKF is first validated by implementing to a low-resolution, shallow water equations model of a quarter annular harbor with synthetic observation data at six gauging stations. Second, DG ADCIRC-2DDI with EnKF is implemented to a high-resolution, shallow water equations model of the Lower St. Johns River with real observation data at four gauging stations. Third, four different experiments are performed by applying DG ADCIRC-2DDI with EnKF to the Lower St. Johns River.