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Applications of particle filters in moving frontier problems:
Wildfire spread forecasting
W. Da Silva, M. Rochoux, H. Orlande, M. Colaço, 
O. Fudym, M. El Hafi, B. Cuenot & S. Ricci
©	
  Pauline	
  Crombe/e	
  ©	
  Domingo	
  Viegas	
  
2	
  INTRODUCTION	
  	
  
Wildfire	
  modeling	
  challenges	
   2	
  	
  
Uncertain)es	
  in	
  large-­‐scale	
  fire	
  spread	
  predic)ons	
  due	
  to	
  
➔	
  large	
  range	
  of	
  length	
  scales	
  (pyrolysis	
  vegetaFon	
  scales	
  to	
  plume	
  dynamic	
  scales)	
  
➔	
  unknown	
  boundary	
  and	
  iniFal	
  condiFons	
  
• non-­‐homogeneous	
  and	
  poorly	
  defined	
  vegetal	
  fuels	
  
• atmospheric	
  external	
  forcing	
  
➔	
  difficult	
  validaFon	
  (lab-­‐scale	
  and	
  field-­‐scale	
  experiments)	
  
cm	
  
m	
  
km	
  
• Cost-­‐effecFve	
  	
  
• Front-­‐tracking	
  simulator	
  
• Empirical	
  model	
  of	
  the	
  
fire	
  front	
  spread-­‐rate	
  
OperaFonally-­‐oriented	
  
front-­‐tracking	
  simulator	
  	
  
©	
  ANR-­‐IDEA	
  
3	
  INTRODUCTION	
  	
  
Regional-­‐scale	
  wildfire	
  spread	
  modeling	
   3	
  	
  
➔	
  ParameterizaFon	
  of	
  the	
  rate	
  of	
  spread	
  (ROS)	
  as	
  a	
  
funcFon	
  of	
  the	
  local	
  condiFons:	
  
Weather	
  
•  Wind	
  velocity	
  and	
  direcFon	
  
•  Air	
  temperature	
  and	
  humidity	
  
•  Rainfall	
  
Terrain	
  	
  
•  Terrain	
  slope	
  
Vegetal	
  fuel	
  
•  Moisture	
  content	
  
•  Depth	
  of	
  the	
  vegetal	
  layer	
  
•  Packing	
  raFo	
  
•  Fuel	
  parFcles	
  (density,	
  size,	
  …)	
  
Front	
  topology	
  
©	
  Cheney	
  	
  
(CSIRO)	
  
➔	
  ISSUE	
  -­‐	
  Need	
  to	
  quanFfy	
  and	
  
reduce	
  uncertainFes	
  in	
  
• Model	
  formulaFon	
  
• Input	
  model	
  parameters	
  
• External	
  forcing	
  
R	
  
R(x, y, t) = f(uw, αsl, Mf , δf , βf , Σf ...)
FOCUS	
  
©	
  ANR-­‐IDEA	
  
INTRODUCTION	
  	
  
Why	
  parFcle	
  filters	
  for	
  tracking	
  wildfire	
  spread?	
   4	
  	
  
➔	
  In	
  principle,	
  parFcle	
  filters	
  can	
  handle	
  the	
  non-­‐lineariFes	
  present	
  in	
  a	
  physical	
  system	
  	
  
	
  	
  	
  	
  	
  (in	
  a	
  more	
  formal	
  way	
  than	
  the	
  Kalman	
  filter	
  and	
  its	
  extensions).	
  
• Time-­‐varying	
  wind	
  
• Highly	
  heterogeneous	
  vegetal	
  fuel	
  
properFes	
  that	
  change	
  over	
  Fme	
  
Normalizing	
  constant	
  
©	
  M.	
  Finney	
  (2011)	
  
Skewed	
  fire	
  size	
  
distribuFon	
  
5	
  OUTLINE	
  
Wildfire	
  spread	
  forecasFng	
  using	
  parFcle	
  filters	
   5	
  	
  
©	
  Horus	
  (SDIS	
  66)	
  
① 	
  Regional-­‐scale	
  wildfire	
  spread	
  simulaFon	
  capability	
  
② 	
  ParFcle	
  filter	
  algorithms	
  
③ 	
  ApplicaFon	
  to	
  a	
  controlled	
  burning	
  experiment	
  
Focus:	
  surface	
  fire	
  spread	
  
➔	
  Build	
  a	
  simplified	
  model	
  that	
  gives	
  the	
  Fme-­‐evoluFon	
  of	
  
the	
  flame	
  front	
  locaFon	
  
• Front-­‐tracking	
  strategy	
  
• 2-­‐D	
  propagaFon	
  within	
  the	
  vegetal	
  fuel	
  bed	
  (li/er)	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
InformaFon	
  at	
  regional-­‐scales:	
  model	
   6	
  	
  
➔	
  Level-­‐set-­‐based	
  front	
  propagaFon	
  solver	
  
	
  
• 2-­‐D	
  variable:	
  reacFon	
  progress	
  variable	
  c	
  
• Flame	
  front	
  marker:	
  isoline	
  c	
  =	
  0.5	
  
∂c
∂t
= R|∇c|
FIREFLY:	
  
c	
  =	
  1	
  
c	
  =	
  0	
  
➔	
  Issue:	
  How	
  to	
  accurately	
  
describe	
  uncertainFes	
  in	
  
input	
  parameters	
  of	
  the	
  
rate	
  of	
  spread	
  R?	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
InformaFon	
  at	
  regional-­‐scales:	
  data	
   7	
  	
  
➔	
  GeolocaFon	
  of	
  acFve	
  fire	
  areas	
  
• Middle	
  InfraRed	
  (MIR)	
  camera	
  aboard	
  
• FRP	
  (Fire	
  RadiaFve	
  Power)	
  measurements	
  
sensiFve	
  to	
  acFve	
  fire	
  areas	
  
Airborne-­‐based	
  thermal	
  infrared	
  imaging	
  	
  
➔	
  Requirements	
  for	
  inverse	
  problems	
  
• High-­‐spaFal	
  resoluFon	
  imagery	
  (<	
  30	
  m)	
  
• Short	
  revisit	
  period	
  
X (m)
Y(m)
0 0.5 1 1.5 2 2.5 3 3.5 4
0
0.5
1
1.5
2
2.5
3
3.5
4
©	
  Ronan	
  Paugam	
  
(King’s	
  College)	
  
Assume	
  iso-­‐	
  temperature	
  
for	
  fire	
  igniFon	
  (600K)	
  
Temperature	
  field	
  [K]	
   ReconstrucFon	
  of	
  fire	
  front	
  posiFon	
  
©	
  D.	
  Viegas	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
Inverse	
  problem	
  strategy	
   8	
  	
  
Why?	
  	
  	
  1-­‐	
  Uncertainty	
  on	
  inputs	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  Uncertainty	
  on	
  outputs	
  
	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  2-­‐	
  Find	
  best	
  esFmate	
  of	
  control	
  variables	
  given	
  available	
  observaFons	
  
➔	
  Which	
  input	
  model	
  parameters	
  	
  
	
  	
  	
  	
  	
  are	
  criFcal	
  to	
  control?	
  
• SensiFvity	
  analysis	
  of	
  Rothermel	
  spread-­‐rate	
  model	
  
• IllustraFon	
  of	
  the	
  non-­‐lineariFes	
  present	
  in	
  the	
  
wildfire	
  spread	
  model	
  	
  
R(x, y, t) = f(uw, Mf , δf , βf , Σf , ...)
Mf
[!]
![m/s]
0 0.05 0.1 0.15 0.2 0.25 0.3
0
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.1
R [m/s]
Mf [-]
Wind-­‐aided	
  fire	
  
spread	
  (1	
  m/s)	
  
Short	
  grass	
  
Long	
  grass	
  
Timber	
  li/er	
  
Control	
  parameters	
   Simulated	
  fronts	
  Firefly	
  simulator	
  
¤  level-­‐set	
  simulator	
  
	
  
¤ 	
  moisture	
  content	
  Mf
¤ 	
  fuel	
  parFcle	
  surface/volume	
  Σf
¤ 	
  wind	
  speed	
  uw
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  	
  	
  	
  	
  
Inverse	
  problem	
  strategy	
   9	
  	
  
Why?	
  	
  	
  1-­‐	
  Uncertainty	
  on	
  inputs	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  Uncertainty	
  on	
  outputs	
  
	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  2-­‐	
  Find	
  best	
  esFmate	
  of	
  control	
  variables	
  given	
  available	
  observaFons.	
  
➔	
  How	
  to	
  compare	
  simulated	
  fire	
  front	
  
posiFons	
  and	
  observaFons?	
  
Discrete	
  Fme-­‐evolving	
  
fire	
  front	
  posiFons	
  
Uncertainty	
  
range	
  for	
  each	
  
front	
  posiFon	
  
x	
  
y	
  
Fme	
  
Control	
  parameters	
   Simulated	
  fronts	
  Firefly	
  simulator	
  
¤  level-­‐set	
  simulator	
  
	
  
¤ 	
  moisture	
  content	
  Mf
¤ 	
  fuel	
  parFcle	
  surface/volume	
  Σf
¤ 	
  wind	
  speed	
  uw
ObservaFons	
  
	
  prior	
  distribuFon	
  
likelihood	
  DistribuFons	
  for	
  modeling	
  
and	
  observaFon	
  errors	
  
¤  selecFon	
  of	
  the	
  front	
  at	
  
the	
  assimilaFon	
  Fme	
  
xk zk
hkObserva)on	
  model	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  	
  	
  	
  	
  	
  
Inverse	
  problem	
  strategy	
   10	
  	
  
Why?	
  	
  	
  1-­‐	
  Uncertainty	
  on	
  inputs	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  Uncertainty	
  on	
  outputs	
  
	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  2-­‐	
  Find	
  best	
  esFmate	
  of	
  control	
  variables	
  given	
  available	
  observaFons.	
  
Control	
  parameters	
   Simulated	
  fronts	
  Firefly	
  simulator	
  
¤  level-­‐set	
  simulator	
  
	
  
¤ 	
  moisture	
  content	
  Mf
¤ 	
  fuel	
  parFcle	
  surface/volume	
  Σf
¤ 	
  wind	
  speed	
  uw
ObservaFons	
  
	
  prior	
  distribuFon	
  
Bayesian	
  filtering	
  
Data-­‐driven	
  feedback	
  
Simulated	
  front	
  
Observed	
  front	
  
(xf , yf )1
(xf , yf )p
(xf , yf )j
(xo
f , yo
f )j
(xo
f , yo
f )1
(xo
f , yo
f )p
Posterior	
  
distance	
  
Extended	
  state	
  es)ma)on	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
Inverse	
  problem	
  strategy	
   11	
  	
  
➔	
  Bayesian	
  filtering	
  in	
  2	
  steps:	
  
• PredicFon	
  of	
  the	
  physical	
  model	
  
• Update	
  of	
  the	
  control	
  parameters	
  based	
  on	
  Bayes’	
  theorem	
  
πposterior(xk) = π(xk|zk) =
πprior(xk)π(zk|xk)
π(zk)
Likelihood	
  	
  
(measurement	
  model	
  
including	
  uncertainFes)	
  
Normalizing	
  constant	
  
πprior(xk) = π(xk|xk−1)
➔	
  ISSUE:	
  How	
  to	
  describe	
  the	
  prior	
  model?	
  
• Is	
  represented	
  as	
  a	
  transiFon	
  probability	
  density	
  from	
  Fme	
  (k-­‐1)	
  to	
  Fme	
  k	
  
• Includes	
  a	
  random	
  walk	
  model	
  for	
  the	
  parameter	
  evoluFon	
  
➔	
  SOLUTION:	
  ParFcle	
  filters	
  to	
  obtain	
  the	
  posterior	
  
• Monte-­‐Carlo	
  technique:	
  representaFon	
  of	
  the	
  posterior	
  by	
  
a	
  set	
  of	
  random	
  samples	
  (parFcles)	
  with	
  associated	
  weights	
  
reality	
  
	
  
	
  
model	
  predicFon	
  
diagnosis	
  
	
  
	
  
	
  
	
  
	
  
measurements	
  
analysis	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
Inverse	
  problem	
  strategy	
   12	
  	
  
➔	
  Bayesian	
  filtering	
  in	
  2	
  steps:	
  
• PredicFon	
  of	
  the	
  physical	
  model	
  
• Update	
  of	
  the	
  control	
  parameters	
  based	
  on	
  Bayes’	
  theorem	
  
πposterior(xk) = π(xk|zk) =
πprior(xk)π(zk|xk)
π(zk)
Likelihood	
  	
  
(measurement	
  model	
  
including	
  uncertainFes)	
  
predicFon	
  
update	
  
predicFon	
  
➔	
  SequenFal	
  esFmaFon	
  
Normalizing	
  constant	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
Inverse	
  problem	
  strategy	
   13	
  	
  
➔	
  Sampling	
  Importance	
  Resampling	
  (SIR)	
  algorithm	
  
	
  
1	
   i	
   N	
  parFcles	
  
• Ref.	
  RisFc	
  et	
  al.	
  (2004),	
  Beyond	
  the	
  Kalman	
  filter	
  
1)	
  PredicFon	
  
π(xk|xi
k−1)
2)	
  Likelihood	
  
4)	
  Resampling	
  
(avoid	
  parFcles	
  with	
  
negligible	
  weight)	
  
3)	
  Update	
  
π(xk|zk)(xi
k, wi
k)
(xi∗
k , 1/N)
• LimitaFon	
  in	
  the	
  parallelizaFon	
  
• Loss	
  of	
  diversity	
  (sample	
  impoverishment)	
  
ISSUES	
  
wi
k = π(zk|xi
k)
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  
Inverse	
  problem	
  strategy	
   14	
  	
  
➔	
  New	
  algorithm:	
  Auxiliary	
  Sampling	
  Importance	
  Resampling	
  (ASIR)	
  
1	
   i	
   N	
  parFcles	
  
• Ref.	
  W.	
  Da	
  Silva	
  et	
  al.,	
  ApplicaFon	
  to	
  one-­‐dimensional	
  solidificaFon	
  problem,	
  COBEM	
  2011	
  
• Key	
  idea:	
  improve	
  the	
  prior	
  informaFon	
  based	
  on	
  some	
  point	
  esFmate	
  μi
k	
  using	
  an	
  auxiliary	
  
set	
  of	
  parFcles	
  
1)	
  PredicFon	
  
π(xk|xi
k−1)
2)	
  Likelihood	
  
4)	
  Resampling	
  
(avoid	
  parFcles	
  with	
  
negligible	
  weight)	
  
3)	
  Update	
  
π(xk|zk)(xi
k, wi
k)
wi
k = π(zk|µi
k) wi
k−1
wi
k = π(zk|xi
k)
(xi∗
k , wi∗
k )
• more	
  realisFc	
  parFcles	
  
• less	
  sensiFve	
  to	
  outliers	
  than	
  SIR	
  
ADDED-­‐VALUES	
  FOR	
  ASIR	
  
15	
  PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  
ApplicaFon	
  to	
  controlled	
  burning	
  experiment	
   15	
  	
  
Environmental	
  condi)ons	
  
➔	
  Reduced-­‐scale	
  fire:	
  4m	
  x	
  4m	
  
➔	
  Homogeneous	
  short	
  grass	
  vegetaFon	
  
•  Fuel	
  bed	
  depth:	
  8	
  cm	
  
•  Moisture	
  content:	
  22%	
  
➔	
  Mean	
  rate	
  of	
  spread:	
  1-­‐2	
  cm/s	
  (max.	
  5	
  cm/s)	
  
➔	
  ObservaFon:	
  	
  	
  
•  Error	
  due	
  to	
  the	
  resoluFon	
  of	
  the	
  MIR	
  camera	
  
•  Error	
  esFmaFon:	
  5	
  cm	
  (1%	
  burning	
  area)	
  
	
  
2min14s	
   3min10s	
  2min42s	
  1min28s	
   1min46s	
  
!
	
  	
  	
  	
  	
  Mean	
  wind	
  	
  
1	
  m/s,	
  307°	
  	
  
Time	
  series	
  of	
  surface	
  temperature	
  field	
  (Ronan	
  Paugam,	
  King’s	
  College	
  of	
  London)	
  
Time	
  
16	
  PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  
ApplicaFon	
  to	
  controlled	
  burning	
  experiment	
   16	
  	
  
3	
  control	
  parameters	
  
➔	
  Wind	
  magnitude	
  (fluctuaFons	
  between	
  0-­‐2	
  m/s)	
  
➔	
  Fuel	
  moisture	
  content	
  (22%)	
  
➔	
  Fuel	
  parFcle	
  surface/volume	
  (11500	
  m-­‐1)	
  
	
  
2min14s	
   3min10s	
  2min42s	
  1min28s	
   1min46s	
  
!
	
  	
  	
  	
  	
  Mean	
  wind	
  	
  
1	
  m/s,	
  307°	
  	
  
Time	
  series	
  of	
  surface	
  temperature	
  field	
  (Ronan	
  Paugam,	
  King’s	
  College	
  of	
  London)	
  
Time	
  
R(x, y, t) = f(uw, Mf , δf , βf , Σf , ...)
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  
ApplicaFon	
  to	
  controlled	
  burning	
  experiment	
   17	
  	
  
➔	
  Sequen)al	
  es)ma)on:	
  5	
  successive	
  esFmaFons	
  of	
  the	
  control	
  parameters	
  
SIR	
  algorithm	
  (N	
  =	
  200)	
   ASIR	
  algorithm	
  (N	
  =	
  50)	
  
Results:	
  
•  Consistent	
  results	
  of	
  the	
  SIR	
  and	
  ASIR	
  algorithms	
  
•  Good	
  tracking	
  of	
  the	
  observed	
  fire	
  front.	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  
ApplicaFon	
  to	
  controlled	
  burning	
  experiment	
   18	
  	
  
➔	
  Sequen)al	
  es)ma)on:	
  5	
  successive	
  esFmaFons	
  of	
  the	
  control	
  parameters	
  
SIR	
  algorithm	
  (N	
  =	
  200)	
   ASIR	
  algorithm	
  (N	
  =	
  50)	
  
Moisture	
  
content	
  
Fuel	
  parFcle	
  
surface/
volume	
  
99%	
  Confidence	
  interval	
  
Mean	
  value	
  
EKF	
  result	
  
PART.	
  1	
  	
  	
  	
  	
  PART.	
  2	
  	
  	
  	
  PART.	
  3	
  	
  	
  
ApplicaFon	
  to	
  controlled	
  burning	
  experiment	
   19	
  	
  
➔	
  Sequen)al	
  es)ma)on:	
  5	
  successive	
  esFmaFons	
  of	
  the	
  control	
  parameters	
  
Wind	
  
magnitude	
  
(m/s)	
  
SIR	
  algorithm	
  (N	
  =	
  200)	
   ASIR	
  algorithm	
  (N	
  =	
  50)	
  
Results:	
  
•  Same	
  level	
  accuracy	
  reached	
  by	
  the	
  SIR	
  and	
  ASIR	
  algorithms	
  
•  ValidaFon	
  against	
  independent	
  measurements	
  of	
  the	
  wind	
  velocity	
  magnitude,	
  even	
  
though	
  the	
  wind	
  is	
  subject	
  to	
  significant	
  fluctuaFons	
  
In-­‐situ	
  
measurements	
  of	
  
the	
  wind	
  magnitude	
  
In-­‐situ	
  
measurements	
  of	
  
the	
  wind	
  magnitude	
  
CONCLUSIONS	
  
ApplicaFons	
  of	
  parFcle	
  filters	
  to	
  moving	
  fronFer	
  problems	
  
	
  
	
  
• 	
  SIR	
  and	
  ASIR	
  par)cle	
  filters	
  able	
  to	
  	
  
➔	
  achieve	
  mulF-­‐parameter	
  esFmaFon	
  	
  
➔	
  reduce	
  fire	
  modeling	
  uncertainFes	
  
➔	
  track	
  fire	
  front	
  for	
  a	
  controlled	
  burning	
  experiment	
  
	
  
• 	
  Valida)on	
  of	
  the	
  ASIR	
  algorithm:	
  shown	
  to	
  be	
  less	
  
computaFonally	
  expensive	
  than	
  the	
  SIR	
  algorithm	
  in	
  a	
  wide	
  
range	
  of	
  experiments	
  
[W.	
  Da	
  Silva	
  et	
  al.,	
  ApplicaFon	
  to	
  one-­‐dimensional	
  solidificaFon	
  
problem,	
  COBEM	
  2011]	
  
 
	
  
• 	
  Comparison	
  to	
  Ensemble	
  Kalman	
  filter	
  algorithm	
  (CERFACS-­‐University	
  of	
  
Maryland,	
  M.	
  Rochoux’s	
  PhD	
  thesis)	
  
	
  
• 	
  	
  Applica)ons	
  of	
  ASIR	
  par)cle	
  filters	
  to	
  new	
  fields	
  of	
  applica)ons	
  (Wellington)	
  
➔	
  temperature	
  field	
  predicFon	
  of	
  a	
  mulF-­‐layer	
  composite	
  pipeline	
  
➔	
  reservoir	
  history	
  matching	
  problem	
  
PERSPECTIVES	
  
ApplicaFons	
  of	
  parFcle	
  filters	
  to	
  moving	
  fronFer	
  problems	
  
Parameter	
  esFmaFon	
   • CorrecFon	
  on	
  the	
  model	
  physics	
  (dynamic	
  learning)	
  
	
  
• Surrogate	
  model	
  of	
  the	
  fire	
  spread	
  simulator	
  to	
  
limit	
  computaFonal	
  cost	
  
	
  	
  	
  [Rochoux	
  et	
  al.	
  (2012),	
  CTR	
  Summer	
  Program]	
  
Polynomial	
  Chaos	
  
Thank	
  you	
  for	
  your	
  a/enFon!	
  
	
  
	
  
Acknowledgments	
  
	
  
	
  
• 	
  FAPERJ,	
  CAPES	
  and	
  CNPq,	
  Brazilian	
  agencies	
  and	
  French	
  Ministry	
  of	
  foreign	
  affairs.	
  
• 	
  Centre	
  NaFonal	
  pour	
  la	
  Recherche	
  ScienFfique	
  (CNRS).	
  
• 	
  Project	
  «11STIC06-­‐I3PE-­‐Inverse	
  Problems	
  in	
  Physical	
  Property	
  EsFmaFon».	
  
• 	
  Project	
  «IDEA	
  ANR-­‐09-­‐COSI-­‐006-­‐06,	
  Wilfires:	
  From	
  PropagaFon	
  to	
  Atmospheric	
  
Emissions»	
  
• 	
  Dept.	
  of	
  Geography,	
  King’s	
  College	
  of	
  London	
  (MarFn	
  Wooster	
  and	
  Ronan	
  Paugam	
  
for	
  the	
  data	
  of	
  the	
  controlled	
  burning	
  experiment).	
  	
  

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Bayesian Inference for front-tracking problems - 2013 IPDO conference

  • 1. Applications of particle filters in moving frontier problems: Wildfire spread forecasting W. Da Silva, M. Rochoux, H. Orlande, M. Colaço, O. Fudym, M. El Hafi, B. Cuenot & S. Ricci ©  Pauline  Crombe/e  ©  Domingo  Viegas  
  • 2. 2  INTRODUCTION     Wildfire  modeling  challenges   2     Uncertain)es  in  large-­‐scale  fire  spread  predic)ons  due  to   ➔  large  range  of  length  scales  (pyrolysis  vegetaFon  scales  to  plume  dynamic  scales)   ➔  unknown  boundary  and  iniFal  condiFons   • non-­‐homogeneous  and  poorly  defined  vegetal  fuels   • atmospheric  external  forcing   ➔  difficult  validaFon  (lab-­‐scale  and  field-­‐scale  experiments)   cm   m   km   • Cost-­‐effecFve     • Front-­‐tracking  simulator   • Empirical  model  of  the   fire  front  spread-­‐rate   OperaFonally-­‐oriented   front-­‐tracking  simulator     ©  ANR-­‐IDEA  
  • 3. 3  INTRODUCTION     Regional-­‐scale  wildfire  spread  modeling   3     ➔  ParameterizaFon  of  the  rate  of  spread  (ROS)  as  a   funcFon  of  the  local  condiFons:   Weather   •  Wind  velocity  and  direcFon   •  Air  temperature  and  humidity   •  Rainfall   Terrain     •  Terrain  slope   Vegetal  fuel   •  Moisture  content   •  Depth  of  the  vegetal  layer   •  Packing  raFo   •  Fuel  parFcles  (density,  size,  …)   Front  topology   ©  Cheney     (CSIRO)   ➔  ISSUE  -­‐  Need  to  quanFfy  and   reduce  uncertainFes  in   • Model  formulaFon   • Input  model  parameters   • External  forcing   R   R(x, y, t) = f(uw, αsl, Mf , δf , βf , Σf ...) FOCUS   ©  ANR-­‐IDEA  
  • 4. INTRODUCTION     Why  parFcle  filters  for  tracking  wildfire  spread?   4     ➔  In  principle,  parFcle  filters  can  handle  the  non-­‐lineariFes  present  in  a  physical  system              (in  a  more  formal  way  than  the  Kalman  filter  and  its  extensions).   • Time-­‐varying  wind   • Highly  heterogeneous  vegetal  fuel   properFes  that  change  over  Fme   Normalizing  constant   ©  M.  Finney  (2011)   Skewed  fire  size   distribuFon  
  • 5. 5  OUTLINE   Wildfire  spread  forecasFng  using  parFcle  filters   5     ©  Horus  (SDIS  66)   ①   Regional-­‐scale  wildfire  spread  simulaFon  capability   ②   ParFcle  filter  algorithms   ③   ApplicaFon  to  a  controlled  burning  experiment  
  • 6. Focus:  surface  fire  spread   ➔  Build  a  simplified  model  that  gives  the  Fme-­‐evoluFon  of   the  flame  front  locaFon   • Front-­‐tracking  strategy   • 2-­‐D  propagaFon  within  the  vegetal  fuel  bed  (li/er)   PART.  1          PART.  2        PART.  3   InformaFon  at  regional-­‐scales:  model   6     ➔  Level-­‐set-­‐based  front  propagaFon  solver     • 2-­‐D  variable:  reacFon  progress  variable  c   • Flame  front  marker:  isoline  c  =  0.5   ∂c ∂t = R|∇c| FIREFLY:   c  =  1   c  =  0   ➔  Issue:  How  to  accurately   describe  uncertainFes  in   input  parameters  of  the   rate  of  spread  R?  
  • 7. PART.  1          PART.  2        PART.  3   InformaFon  at  regional-­‐scales:  data   7     ➔  GeolocaFon  of  acFve  fire  areas   • Middle  InfraRed  (MIR)  camera  aboard   • FRP  (Fire  RadiaFve  Power)  measurements   sensiFve  to  acFve  fire  areas   Airborne-­‐based  thermal  infrared  imaging     ➔  Requirements  for  inverse  problems   • High-­‐spaFal  resoluFon  imagery  (<  30  m)   • Short  revisit  period   X (m) Y(m) 0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4 ©  Ronan  Paugam   (King’s  College)   Assume  iso-­‐  temperature   for  fire  igniFon  (600K)   Temperature  field  [K]   ReconstrucFon  of  fire  front  posiFon   ©  D.  Viegas  
  • 8. PART.  1          PART.  2        PART.  3   Inverse  problem  strategy   8     Why?      1-­‐  Uncertainty  on  inputs                        Uncertainty  on  outputs                              2-­‐  Find  best  esFmate  of  control  variables  given  available  observaFons   ➔  Which  input  model  parameters              are  criFcal  to  control?   • SensiFvity  analysis  of  Rothermel  spread-­‐rate  model   • IllustraFon  of  the  non-­‐lineariFes  present  in  the   wildfire  spread  model     R(x, y, t) = f(uw, Mf , δf , βf , Σf , ...) Mf [!] ![m/s] 0 0.05 0.1 0.15 0.2 0.25 0.3 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1 R [m/s] Mf [-] Wind-­‐aided  fire   spread  (1  m/s)   Short  grass   Long  grass   Timber  li/er   Control  parameters   Simulated  fronts  Firefly  simulator   ¤  level-­‐set  simulator     ¤   moisture  content  Mf ¤   fuel  parFcle  surface/volume  Σf ¤   wind  speed  uw
  • 9. PART.  1          PART.  2        PART.  3               Inverse  problem  strategy   9     Why?      1-­‐  Uncertainty  on  inputs                        Uncertainty  on  outputs                              2-­‐  Find  best  esFmate  of  control  variables  given  available  observaFons.   ➔  How  to  compare  simulated  fire  front   posiFons  and  observaFons?   Discrete  Fme-­‐evolving   fire  front  posiFons   Uncertainty   range  for  each   front  posiFon   x   y   Fme   Control  parameters   Simulated  fronts  Firefly  simulator   ¤  level-­‐set  simulator     ¤   moisture  content  Mf ¤   fuel  parFcle  surface/volume  Σf ¤   wind  speed  uw ObservaFons    prior  distribuFon   likelihood  DistribuFons  for  modeling   and  observaFon  errors   ¤  selecFon  of  the  front  at   the  assimilaFon  Fme   xk zk hkObserva)on  model  
  • 10. PART.  1          PART.  2        PART.  3                 Inverse  problem  strategy   10     Why?      1-­‐  Uncertainty  on  inputs                        Uncertainty  on  outputs                              2-­‐  Find  best  esFmate  of  control  variables  given  available  observaFons.   Control  parameters   Simulated  fronts  Firefly  simulator   ¤  level-­‐set  simulator     ¤   moisture  content  Mf ¤   fuel  parFcle  surface/volume  Σf ¤   wind  speed  uw ObservaFons    prior  distribuFon   Bayesian  filtering   Data-­‐driven  feedback   Simulated  front   Observed  front   (xf , yf )1 (xf , yf )p (xf , yf )j (xo f , yo f )j (xo f , yo f )1 (xo f , yo f )p Posterior   distance   Extended  state  es)ma)on  
  • 11. PART.  1          PART.  2        PART.  3   Inverse  problem  strategy   11     ➔  Bayesian  filtering  in  2  steps:   • PredicFon  of  the  physical  model   • Update  of  the  control  parameters  based  on  Bayes’  theorem   πposterior(xk) = π(xk|zk) = πprior(xk)π(zk|xk) π(zk) Likelihood     (measurement  model   including  uncertainFes)   Normalizing  constant   πprior(xk) = π(xk|xk−1) ➔  ISSUE:  How  to  describe  the  prior  model?   • Is  represented  as  a  transiFon  probability  density  from  Fme  (k-­‐1)  to  Fme  k   • Includes  a  random  walk  model  for  the  parameter  evoluFon   ➔  SOLUTION:  ParFcle  filters  to  obtain  the  posterior   • Monte-­‐Carlo  technique:  representaFon  of  the  posterior  by   a  set  of  random  samples  (parFcles)  with  associated  weights  
  • 12. reality       model  predicFon   diagnosis             measurements   analysis   PART.  1          PART.  2        PART.  3   Inverse  problem  strategy   12     ➔  Bayesian  filtering  in  2  steps:   • PredicFon  of  the  physical  model   • Update  of  the  control  parameters  based  on  Bayes’  theorem   πposterior(xk) = π(xk|zk) = πprior(xk)π(zk|xk) π(zk) Likelihood     (measurement  model   including  uncertainFes)   predicFon   update   predicFon   ➔  SequenFal  esFmaFon   Normalizing  constant  
  • 13. PART.  1          PART.  2        PART.  3   Inverse  problem  strategy   13     ➔  Sampling  Importance  Resampling  (SIR)  algorithm     1   i   N  parFcles   • Ref.  RisFc  et  al.  (2004),  Beyond  the  Kalman  filter   1)  PredicFon   π(xk|xi k−1) 2)  Likelihood   4)  Resampling   (avoid  parFcles  with   negligible  weight)   3)  Update   π(xk|zk)(xi k, wi k) (xi∗ k , 1/N) • LimitaFon  in  the  parallelizaFon   • Loss  of  diversity  (sample  impoverishment)   ISSUES   wi k = π(zk|xi k)
  • 14. PART.  1          PART.  2        PART.  3   Inverse  problem  strategy   14     ➔  New  algorithm:  Auxiliary  Sampling  Importance  Resampling  (ASIR)   1   i   N  parFcles   • Ref.  W.  Da  Silva  et  al.,  ApplicaFon  to  one-­‐dimensional  solidificaFon  problem,  COBEM  2011   • Key  idea:  improve  the  prior  informaFon  based  on  some  point  esFmate  μi k  using  an  auxiliary   set  of  parFcles   1)  PredicFon   π(xk|xi k−1) 2)  Likelihood   4)  Resampling   (avoid  parFcles  with   negligible  weight)   3)  Update   π(xk|zk)(xi k, wi k) wi k = π(zk|µi k) wi k−1 wi k = π(zk|xi k) (xi∗ k , wi∗ k ) • more  realisFc  parFcles   • less  sensiFve  to  outliers  than  SIR   ADDED-­‐VALUES  FOR  ASIR  
  • 15. 15  PART.  1          PART.  2        PART.  3       ApplicaFon  to  controlled  burning  experiment   15     Environmental  condi)ons   ➔  Reduced-­‐scale  fire:  4m  x  4m   ➔  Homogeneous  short  grass  vegetaFon   •  Fuel  bed  depth:  8  cm   •  Moisture  content:  22%   ➔  Mean  rate  of  spread:  1-­‐2  cm/s  (max.  5  cm/s)   ➔  ObservaFon:       •  Error  due  to  the  resoluFon  of  the  MIR  camera   •  Error  esFmaFon:  5  cm  (1%  burning  area)     2min14s   3min10s  2min42s  1min28s   1min46s   !          Mean  wind     1  m/s,  307°     Time  series  of  surface  temperature  field  (Ronan  Paugam,  King’s  College  of  London)   Time  
  • 16. 16  PART.  1          PART.  2        PART.  3       ApplicaFon  to  controlled  burning  experiment   16     3  control  parameters   ➔  Wind  magnitude  (fluctuaFons  between  0-­‐2  m/s)   ➔  Fuel  moisture  content  (22%)   ➔  Fuel  parFcle  surface/volume  (11500  m-­‐1)     2min14s   3min10s  2min42s  1min28s   1min46s   !          Mean  wind     1  m/s,  307°     Time  series  of  surface  temperature  field  (Ronan  Paugam,  King’s  College  of  London)   Time   R(x, y, t) = f(uw, Mf , δf , βf , Σf , ...)
  • 17. PART.  1          PART.  2        PART.  3       ApplicaFon  to  controlled  burning  experiment   17     ➔  Sequen)al  es)ma)on:  5  successive  esFmaFons  of  the  control  parameters   SIR  algorithm  (N  =  200)   ASIR  algorithm  (N  =  50)   Results:   •  Consistent  results  of  the  SIR  and  ASIR  algorithms   •  Good  tracking  of  the  observed  fire  front.  
  • 18. PART.  1          PART.  2        PART.  3       ApplicaFon  to  controlled  burning  experiment   18     ➔  Sequen)al  es)ma)on:  5  successive  esFmaFons  of  the  control  parameters   SIR  algorithm  (N  =  200)   ASIR  algorithm  (N  =  50)   Moisture   content   Fuel  parFcle   surface/ volume   99%  Confidence  interval   Mean  value   EKF  result  
  • 19. PART.  1          PART.  2        PART.  3       ApplicaFon  to  controlled  burning  experiment   19     ➔  Sequen)al  es)ma)on:  5  successive  esFmaFons  of  the  control  parameters   Wind   magnitude   (m/s)   SIR  algorithm  (N  =  200)   ASIR  algorithm  (N  =  50)   Results:   •  Same  level  accuracy  reached  by  the  SIR  and  ASIR  algorithms   •  ValidaFon  against  independent  measurements  of  the  wind  velocity  magnitude,  even   though  the  wind  is  subject  to  significant  fluctuaFons   In-­‐situ   measurements  of   the  wind  magnitude   In-­‐situ   measurements  of   the  wind  magnitude  
  • 20. CONCLUSIONS   ApplicaFons  of  parFcle  filters  to  moving  fronFer  problems       •   SIR  and  ASIR  par)cle  filters  able  to     ➔  achieve  mulF-­‐parameter  esFmaFon     ➔  reduce  fire  modeling  uncertainFes   ➔  track  fire  front  for  a  controlled  burning  experiment     •   Valida)on  of  the  ASIR  algorithm:  shown  to  be  less   computaFonally  expensive  than  the  SIR  algorithm  in  a  wide   range  of  experiments   [W.  Da  Silva  et  al.,  ApplicaFon  to  one-­‐dimensional  solidificaFon   problem,  COBEM  2011]  
  • 21.     •   Comparison  to  Ensemble  Kalman  filter  algorithm  (CERFACS-­‐University  of   Maryland,  M.  Rochoux’s  PhD  thesis)     •     Applica)ons  of  ASIR  par)cle  filters  to  new  fields  of  applica)ons  (Wellington)   ➔  temperature  field  predicFon  of  a  mulF-­‐layer  composite  pipeline   ➔  reservoir  history  matching  problem   PERSPECTIVES   ApplicaFons  of  parFcle  filters  to  moving  fronFer  problems   Parameter  esFmaFon   • CorrecFon  on  the  model  physics  (dynamic  learning)     • Surrogate  model  of  the  fire  spread  simulator  to   limit  computaFonal  cost        [Rochoux  et  al.  (2012),  CTR  Summer  Program]   Polynomial  Chaos  
  • 22. Thank  you  for  your  a/enFon!      
  • 23. Acknowledgments       •   FAPERJ,  CAPES  and  CNPq,  Brazilian  agencies  and  French  Ministry  of  foreign  affairs.   •   Centre  NaFonal  pour  la  Recherche  ScienFfique  (CNRS).   •   Project  «11STIC06-­‐I3PE-­‐Inverse  Problems  in  Physical  Property  EsFmaFon».   •   Project  «IDEA  ANR-­‐09-­‐COSI-­‐006-­‐06,  Wilfires:  From  PropagaFon  to  Atmospheric   Emissions»   •   Dept.  of  Geography,  King’s  College  of  London  (MarFn  Wooster  and  Ronan  Paugam   for  the  data  of  the  controlled  burning  experiment).