Variational Data Assimilation Problems Research Articles

Large-eddy simulation-based reconstruction of turbulence in a neutral boundary layer using spectral-tensor regularization

We propose an efficient method to reconstruct the turbulent flow field in a neutrally stratified atmospheric boundary layer using large-eddy simulation (LES) and a series of lidar measurements. The reconstruction is formulated as a strong four-dimensional variational data assimilation problem, which involves optimizing two competing terms that contribute in the objective functional. The first term is a likelihood term, while the second contains the initial background distribution of turbulent velocity fluctuations and works as a regularization term. However, computing and storing the full background covariance tensor in turbulent flows is time consuming and resource intensive. In the current work, we investigate the possibility of replacing the complex background tensor by simple analytical approximations based on spectral tensors such as the Hunt–Graham–Wilson (HGW) model (Boundary-Layer Meteorol., vol. 85, 1997, pp. 35–52) or the Mann model (J. Fluid Mech., vol. 273, 1994, pp. 141–168). Afterwards, the problem is solved using a quasi-Newton algorithm and preconditioned to enhance the convergence rate. We test the method using virtual lidar measurements collected on a fine reference LES. Results show a super-linear convergence rate of the optimization algorithm to a local minimum and very good agreement between virtual lidar measurements and reconstruction in the scanning region. Furthermore, we demonstrate that incorporating the Saffman energy spectrum ( $E(k) \sim k^2$ where E is the energy spectrum and k is the magnitude of the wavenumber vector) at low wavenumbers into the Mann spectral tensor yields a longer streamwise correlation length, resulting in reduced reconstruction error when compared with the Batchelor spectrum ( $E(k) \sim k^4$ ). Finally, we observe that using the HGW model or Mann model with a Saffman spectrum yields similar results.

Sensitivity of the Functionals of the Variational Data Assimilation Problem when Reconstructing the Initial State and Heat Flux for a Model of Sea Thermodynamics

Sensitivity of the Functionals of the Variational Data Assimilation Problem when Reconstructing the Initial State and Heat Flux for a Model of Sea Thermodynamics

Conditioning of hybrid variational data assimilation

AbstractIn variational assimilation, the most probable state of a dynamical system under Gaussian assumptions for the prior and likelihood can be found by solving a least‐squares minimization problem. In recent years, we have seen the popularity of hybrid variational data assimilation methods for Numerical Weather Prediction. In these methods, the prior error covariance matrix is a weighted sum of a climatological part and a flow‐dependent ensemble part, the latter being rank deficient. The nonlinear least squares problem of variational data assimilation is solved using iterative numerical methods, and the condition number of the Hessian is a good proxy for the convergence behavior of such methods. In this article, we study the conditioning of the least squares problem in a hybrid four‐dimensional variational data assimilation (Hybrid 4D‐Var) scheme by establishing bounds on the condition number of the Hessian. In particular, we consider the effect of the ensemble component of the prior covariance on the conditioning of the system. Numerical experiments show that the bounds obtained can be useful in predicting the behavior of the true condition number and the convergence speed of an iterative algorithm

Impact of correlated observation errors on the conditioning of variational data assimilation problems

SummaryAn important class of nonlinear weighted least‐squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inverse error covariance matrices define the weighting matrices of the least‐squares problem. For observation errors, a diagonal matrix (i.e., uncorrelated errors) is often assumed for simplicity even when observation errors are suspected to be correlated. While accounting for observation‐error correlations should improve the quality of the solution, it also affects the convergence rate of the minimization algorithms used to iterate to the solution. If the minimization process is stopped before reaching full convergence, which is usually the case in operational applications, the solution may be degraded even if the observation‐error correlations are correctly accounted for. In this article, we explore the influence of the observation‐error correlation matrix () on the convergence rate of a preconditioned conjugate gradient (PCG) algorithm applied to a one‐dimensional variational data assimilation (1D‐Var) problem. We design the idealized 1D‐Var system to include two key features used in more complex systems: we use the background error covariance matrix () as a preconditioner (B‐PCG); and we use a diffusion operator to model spatial correlations in and . Analytical and numerical results with the 1D‐Var system show a strong sensitivity of the convergence rate of B‐PCG to the parameters of the diffusion‐based correlation models. Depending on the parameter choices, correlated observation errors can either speed up or slow down the convergence. In practice, a compromise may be required in the parameter specifications of and between staying close to the best available estimates on the one hand and ensuring an adequate convergence rate of the minimization algorithm on the other.

Sensitivity Analysis of the Data Assimilation-Driven Decomposition in Space and Time to Solve PDE-Constrained Optimization Problems

This paper is presented in the context of sensitivity analysis (SA) of large-scale data assimilation (DA) models. We studied consistency, convergence, stability and roundoff error propagation of the reduced-space optimization technique arising in parallel 4D Variational DA problems. The results are helpful to understand the reliability of DA, to assess what confidence one can have that the simulation results are correct and to determine its configuration in any application. The main contributions of the present work are as follows. By using forward error analysis, we derived the number of conditions of the parallel approach. We found that the parallel approach reduces the number of conditions, revealing that it is more appropriate than the standard approach usually implemented in most operative software. As the background values are used as initial conditions of local PDE models, we analyzed stability with respect to time direction. Finally, we proved consistency of the proposed approach by analyzing local truncation errors of each computational kernel.

A component-based data assimilation strategy with applications to vascular flows

We present a parameterized-background data-weak (PBDW) approach [Y Maday, AT Patera, JD Penn, M Yano, Int J Numer Meth Eng, 102(5), 933–965] to the steady-state variational data assimilation (DA) problem for systems modeled by partial differential equations (PDEs) and characterized by multiple interconnected components, with emphasis on vascular flows. We focus on the problem of reconstructing the state of the system in one specific component, based on local measurements. The PBDW approach does not require the solution of any PDE model at prediction stage (projection-by-data) and, as such, enables local state estimates on single components, as long as good background and update spaces for the estimation can be constructed. We discuss the application of PBDW to a two-dimensional steady Navier-Stokes problem for a family of parameterized geometries, and investigate instead the effects of enforcing no-slip boundary conditions and incompressibility constraints on the background and update spaces to enhance the state estimation. Furthermore, we show an actionable strategy to train local reduced-order bases (ROBs) for the background space that can later be used for DA tasks.

Sensitivity of functionals of the solution to a variational data assimilation problem with heat flux reconstruction for the sea thermodynamics model

Abstract The problem of variational observation data assimilation is considered for the mathematical thermodynamics model developed at the Marchuk Institute of Numerical Mathematics of RAS with the aim to reconstruct the sea surface heat flux. The sensitivity of functionals of solutions to observation data is studied for the considered variational assimilation problem and the results of numerical experiments for the Black Sea dynamics problem are presented.

Variational data assimilation for a sea dynamics model

Abstract The 4D variational data assimilation technique is presented for modelling the sea dynamics problems, developed at the Marchuk Institute of Numerical Mathematics of the Russian Academy of Sciences (INM RAS). The approach is based on the splitting method for the mathematical model of sea dynamics and the minimization of cost functionals related to the observation data by solving an optimality system that involves the adjoint equations and observation and background error covariances. Efficient algorithms for solving the variational data assimilation problems are presented based on iterative processes with a special choice of iterative parameters. The technique is illustrated for the Black Sea dynamics model with variational data assimilation to restore the sea surface heat fluxes.

A Scalable Space-Time Domain Decomposition Approach for Solving Large Scale Nonlinear Regularized Inverse Ill Posed Problems in 4D Variational Data Assimilation

We address the development of innovative algorithms designed to solve the strong-constraint Four Dimensional Variational Data Assimilation (4DVar DA) problems in large scale applications. We present a space-time decomposition approach which employs the whole domain decomposition, i.e. both along the spacial and temporal direction in the overlapping case, and the partitioning of both the solution and the operator. Starting from the global functional defined on the entire domain, we get to a sort of regularized local functionals on the set of sub domains providing the order reduction of both the predictive and the Data Assimilation models. The algorithm convergence is developed. Performance in terms of reduction of time complexity and algorithmic scalability is discussed on the Shallow Water Equations on the sphere. The number of state variables in the model, the number of observations in an assimilation cycle, as well as numerical parameters as the discretization step in time and in space domain are defined on the basis of discretization grid used by data available at repository Ocean Synthesis/Reanalysis Directory of Hamburg University.

4D Technology of Variational Data Assimilation for Sea Dynamics Problems

The technology aimed at high-performance computing is presented for modeling the sea dynamics problems based on 4D variational data assimilation technique developed at the Marchuk Institute of Numerical Mathematics, Russian Academy of Sciences (INM RAS). The technology is based on the multicomponent splitting method for the mathematical model of sea dynamics and the minimization of cost functionals related to the observation data by solving an optimality system that involves the adjoint equations with observation data and observation error covariances. Efficient algorithms for solving the variational data assimilation problems are presented based on modern iterative processes with a special choice of iterative parameters. The technology is illustrated for the Baltic Sea dynamics model with variational data assimilation to restore the initial states and the heat fluxes on the sea surface.

On numerical computation of sensitivity of response functions to system inputs in variational data assimilation problems

Abstract Prediction of pollution in water flow is a very important task. To this end, it is imperative to be able to define the uncertainty in a model prediction. This is the purpose of sensitivity analysis whose role is to identify what uncertainty in the model outputs is attributable to the model inputs (parameters in this case). Traditionally, this is achieved by running the model perturbed by many random samples in the parameter space to determine their impact on the model outputs. It provides information on how much of the output variance is controlled by each parameter of the inputs. The theoretical results related to the procedure based adjoint approach for computing a sensitivity of the response function (RF) to changes in the input source are presented in the paper. It is shown that this approach allows to compute, by one single integration of the adjoint equation over a given time interval, a sensitivity of the RF to any source located in the domain of interest. The proposed approach is applied to the 2D Saint-Venant flow equations for modelling the water pollution problem. A numerical experiment is formulated and implemented for the Thanh Nhan Lake in Hanoi for studying a sensitivity of some RF to observations. The numerical model is constructed by applying the well-known finite-volume method. Two appropriate optimization problems are introduced and solved on the basis of the BFGS algorithm. The numerical results show the efficiency of the proposed method and confirm the theoretical findings.

Stability analysis of functionals in variational data assimilation with respect to uncertainties of input data for a sea thermodynamics model

AbstractThe problem of stability and sensitivity of functionals of the optimal solution of the variational data assimilation of sea surface temperature for the model of sea thermodynamics is considered. The variational data assimilation problem is formulated as an optimal control problem to find the initial state and the boundary heat flux. The sensitivity of the response functions as functionals of the optimal solution with respect to the observation data is studied. Computing the gradient of the response function reduces to the solution of a non-standard problem being a coupled system of direct and adjoint equations with mutually dependent initial and boundary values. The algorithm to compute the gradient of the response function is presented, based on the Hessian of the original cost functional. Stability analysis of the response function with respect to uncertainties of input data is given. Numerical examples are presented for the Black and Azov seas thermodynamics model.

Sensitivity of functionals in variational data assimilation for a sea thermodynamics model

The sensitivity of functionals of the optimal solution to a variational data assimilation problem for the sea thermodynamics model is studied. The variational data assimilation problem is formulated as an optimal control problem to find the initial state and the boundary condition. The sensitivity of the response functions as functionals of the optimal solution with respect to the observation data is determined by the gradient of the response function and reduces to the solution of a non-standard problem being a coupled system of direct and adjoint equations with mutually dependent initial and boundary values. The algorithm to compute the gradient of the response function is presented, based on the Hessian of the original cost functional. The sensitivity analysis of the response function with respect to errors of observation data is carried out. Numerical examples are presented for the Black Sea thermodynamics model.

New bounds on the condition number of the Hessian of the preconditioned variational data assimilation problem

AbstractData assimilation algorithms combine prior and observational information, weighted by their respective uncertainties, to obtain the most likely posterior of a dynamical system. In variational data assimilation the posterior is computed by solving a nonlinear least squares problem. Many numerical weather prediction (NWP) centers use full observation error covariance (OEC) weighting matrices, which can slow convergence of the data assimilation procedure. Previous work revealed the importance of the minimum eigenvalue of the OEC matrix for conditioning and convergence of the unpreconditioned data assimilation problem. In this article we examine the use of correlated OEC matrices in the preconditioned data assimilation problem for the first time. We consider the case where there are more state variables than observations, which is typical for applications with sparse measurements, for example, NWP and remote sensing. We find that similarly to the unpreconditioned problem, the minimum eigenvalue of the OEC matrix appears in new bounds on the condition number of the Hessian of the preconditioned objective function. Numerical experiments reveal that the condition number of the Hessian is minimized when the background and observation lengthscales are equal. This contrasts with the unpreconditioned case, where decreasing the observation error lengthscale always improves conditioning. Conjugate gradient experiments show that in this framework the condition number of the Hessian is a good proxy for convergence. Eigenvalue clustering explains cases where convergence is faster than expected.

Strong Solvability of a Variational Data Assimilation Problem for the Primitive Equations of Large-Scale Atmosphere and Ocean Dynamics

For the primitive equations of large-scale atmosphere and ocean dynamics, we study the problem of determining by means of a variational data assimilation algorithm initial conditions that generate strong solutions which minimize the distance to a given set of time-distributed observations. We suggest a modification of the adjoint algorithm whose novel elements is to use norms in the variational cost functional that reflects the H^1-regularity of strong solutions of the primitive equations. For such a cost functional, we prove the existence of minima and a first-order adjoint condition for strong solutions that provides the basis for computing these minima. We prove the local convergence of a gradient-based descent algorithm to optimal initial conditions using the second-order adjoint primitive equations. The algorithmic modifications due to the H^1-norms are straightforwardly to implement into a variational algorithm that employs the standard L^2-metrics.

Restoring the Boundary Condition and the Initial State in the Variational Data Assimilation Problem for the Black Sea Dynamics Model

In the present paper, we formulate an inverse problem of assimilation of sea surface temperature for a sea thermodynamics model aimed at the reconstruction of the heat flux and the initial state. We assume, that the unique function which is obtained by observation data processing is the function of sea surface temperature (SST). Numerical experiments on restoring the surface heat flux and the initial state for the system of the Black Sea primitive equation hydrodynamics model (temperature, salinity, velocity, and sea surface level) with assimilation procedure were carried. The results of the numerical experiments are presented.

Behavior of the iterative ensemble-based variational method in nonlinear problems

Abstract. The behavior of the iterative ensemble-based data assimilation algorithm is discussed. The ensemble-based method for variational data assimilation problems, referred to as the 4D ensemble variational method (4DEnVar), is a useful tool for data assimilation problems. Although the 4DEnVar is derived based on a linear approximation, highly uncertain problems, in which system nonlinearity is significant, are solved by applying this method iteratively. However, the ensemble-based methods basically seek the solution within a lower-dimensional subspace spanned by the ensemble members. It is not necessarily trivial how high-dimensional problems can be solved with the ensemble-based algorithm which employs the lower-dimensional approximation based on the ensemble. In the present study, an ensemble-based iterative algorithm is reformulated to allow us to analyze its behavior in high-dimensional nonlinear problems. The conditions for monotonic convergence to a local maximum of the objective function are discussed in a high-dimensional context. It is shown that the ensemble-based algorithm can solve high-dimensional problems by distributing the ensemble in different subspace at each iteration. The findings as the results of the present study were also experimentally supported.

Numerical solution of the problem of variational data assimilation to restore heat fluxes and initial state for the ocean thermodynamics model

Abstract For the model of ocean thermodynamics developed at the Institute of Numerical Mathematics of RAS, the problem of variational data assimilation is considered in order to restore heat fluxes on the ocean surface and initial state of the model. Iterative solution algorithms are proposed for the optimality system, justification of these algorithms is given based on properties of the control operator. The results of numerical experiments for the model of the Black Sea dynamics are presented.

Model reduction in space and time for ab initio decomposition of 4D variational data assimilation problems

We present an innovative approach for solving time dependent Four Dimensional Variational Data Assimilation (4D VAR DA) problems. The proposed approach performs a decomposition of the whole physical domain, i.e. both along spatial and temporal directions; a reduction in space and time of both the Partial Differential Equations-based model and the Data Assimilation functional; finally it uses a modified regularization functional describing restricted 4D VAR DA problems on the domain decomposition. Innovation mainly lies in the introduction ab initio, i.e. on the numerical model – of a domain decomposition approach in space and time joining the idea of Schwarz's method and Parallel in Time (PinT)–based approaches. We provide the numerical framework of this method including convergence analysis and error propagation. A validation analysis is performed discussing computational results on a case study relying on Shallow Water Equations.

Sensitivity of Functionals of Solution to a Variational Data Assimilation Problem with Simultaneous Reconstruction of Heat Fluxes and Initial State for a Sea Thermodynamics Model

A problem of variational assimilation of data is considered in order to simultaneously reconstruct sea surface heat fluxes and the initial state of a mathematical model of sea thermodynamics developed at the Institute of Numerical Mathematics of the Russian Academy of Sciences. The sensitivity of some solution functionals to observation data in the variational assimilation problem is investigated, and results of numerical experiments with the model applied to Baltic Sea dynamics are presented.