A fast distributed data-assimilation algorithm for divergence-free advection

DOI10.1137/17M1128356MaRDI QIDQ4685330zbMATH OpenOpenAlexFDO

Authors Tigran T. Tchrakian, Sergiy M. Zhuk

Publication date 8 October 2018

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.07316

zbMATH Keywords

data assimilationdiscontinuous Galerkindistributed filteringminimaxstate estimation

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Parallel numerical computation (65Y05) Filtering in stochastic control theory (93E11)

Abstract: In this paper, we introduce a new, fast data assimilation algorithm for a 2D linear advection equation with divergence-free coefficients. We first apply the nodal discontinuous Galerkin (DG) method to discretize the advection equation, and then employ a set of interconnected minimax state estimators (filters) which run in parallel on spatial elements possessing observations. The filters are interconnected by means of numerical Lax-Friedrichs fluxes. Each filter is discretised in time by a symplectic Mobius time integrator which preserves all quadratic invariants of the estimation error dynamics. The cost of the proposed algorithm scales linearly with the number of elements. Examples are presented using both synthetic and real data. In the latter case, satellite images are assimilated into a 2D model representing the motion of clouds across the surface of the Earth.

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Cited in

(6)

• Localised sequential state estimation for advection dominated flows with non-Gaussian uncertainty description
• Multiscale Algorithm for Atmospheric Data Assimilation
• A Convolution Algorithm with Application to Data Assimilation
• DAFI: An Open-Source Framework for Ensemble-Based Data Assimilation and Field Inversion
• A comparative study of the performance of high resolution advection schemes in the context of data assimilation
• A dynamic likelihood approach to filtering transport processes: advection-diffusion dynamics

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