A 4D-Var method with flow-dependent background covariances for the shallow-water equations

DOI10.1007/S11222-022-10119-WzbMATH Open1495.62013arXiv1710.11529OpenAlexW2765183154MaRDI QIDQ2172113FDOQ2172113

Authors: Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan 

Publication date: 15 September 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and propagating it forward to the current time via the model dynamics. This method forms the basis of most currently operational weather forecasting systems. In practice the optimization becomes infeasible if the time window is too long due to the non-convexity of the cost function, the effect of model errors, and the limited precision of the ODE solvers. Hence the window has to be kept sufficiently short, and the observations in the previous windows can be taken into account via a Gaussian background (prior) distribution. The choice of the background covariance matrix is an important question that has received much attention in the literature. In this paper, we define the background covariances in a principled manner, based on observations in the previous $b$ assimilation windows, for a parameter $bge1$. The method is at most $b$ times more computationally expensive than using fixed background covariances, requires little tuning, and greatly improves the accuracy of 4D-Var. As a concrete example, we focus on the shallow-water equations. The proposed method is compared against state-of-the-art approaches in data assimilation and is shown to perform favourably on simulated data. We also illustrate our approach on data from the recent tsunami of 2011 in Fukushima, Japan.

Full work available at URL: https://arxiv.org/abs/1710.11529

Recommendations

• Analysis of the 3DVAR filter for the partially observed Lorenz '63 model
• An analysis of 4D variational data assimilation and its application
• Several data assimilation methods for geophysical problems
• An Analysis of a Hybrid Optimization Method for Variational Data Assimilation
• Accuracy and stability of the continuous-time 3DVAR filter for the Navier-Stokes equation

zbMATH Keywords

smoothingdata assimilationfilteringshallow-water equationsGauss-Newton method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Hydrology, hydrography, oceanography (86A05)

Cites Work

• Sequential Monte Carlo Samplers
• On the stability of sequential Monte Carlo methods in high dimensions
• Can local particle filters beat the curse of dimensionality?
• Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics
• The ensemble Kalman filter for combined state and parameter estimation
• Approximate Gauss–Newton Methods for Nonlinear Least Squares Problems
• Data Assimilation for Atmospheric, Oceanic and Hydrologic Applications (Vol. III)
• Data assimilation. Making sense of observations.
• Dynamic meteorology: data assimilation methods
• Hydrodynamics of tsunami waves
• Data Assimilation
• Data Assimilation
• Title not available (Why is that?)
• Probabilistic Forecasting and Bayesian Data Assimilation
• Advanced Data Assimilation for Geosciences
• Optimization based methods for partially observed chaotic systems
• On concentration properties of partially observed chaotic systems

Cited In (1)

• Optimization based methods for partially observed chaotic systems

Uses Software

• EnKF

This page was built for publication: A 4D-Var method with flow-dependent background covariances for the shallow-water equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2172113)