Data assimilation for geophysical fluids Modelling and simulation of - - PowerPoint PPT Presentation

data assimilation for geophysical fluids
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Data assimilation for geophysical fluids Modelling and simulation of - - PowerPoint PPT Presentation

Didier Auroux University of Nice Sophia Antipolis France auroux@unice.fr Data assimilation for geophysical fluids Modelling and simulation of complex systems : stochastic and deterministic approaches CEMRACS13 July 22 - August 30, 2013


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Didier Auroux

University of Nice Sophia Antipolis France auroux@unice.fr

Data assimilation for geophysical fluids

Modelling and simulation of complex systems : stochastic and deterministic approaches CEMRACS’13 July 22 - August 30, 2013

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Talk overview

  • 1. Data and models
  • 2. Variational methods : 4D-VAR
  • 3. Sequential methods : Kalman filter
  • 4. Hybrid scheme : Back and Forth Nudging algorithm
  • 5. Diffusive BFN algorithm

CEMRACS’13, CIRM - July 24, 2013 1/57

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Motivations

Environmental and geophysical studies : forecast the natural evolution retrieve at best the current state (or initial condition) of the environment. Geophysical fluids (atmosphere, oceans, . . .) : turbulent systems = ⇒ high sensitivity to the initial condition = ⇒ need for a precise identification (much more than observations) Environmental problems (ground pollution, air pollution, hurricanes, . . .) : problems of huge dimension, generally poorly modelized or observed Data assimilation consists in combining in an optimal way the observations of a system and the knowledge of the physical laws which govern it. Main goal : identify the initial condition, or estimate some unknown parame- ters, and obtain reliable forecasts of the system evolution.

CEMRACS’13, CIRM - July 24, 2013 2/57

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Data assimilation

t Observations Model combination model + observations ⇓ identification of the initial condition in a geophysical system Fundamental for a chaotic system (atmosphere, ocean, . . .) Issue : These systems are generally irreversible. Goal : Combine models and data.

CEMRACS’13, CIRM - July 24, 2013 3/57

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  • 1. Data and models
  • 2. Variational methods : 4D-VAR
  • 3. Sequential methods : Kalman filter
  • 4. Hybrid scheme : Back and Forth Nudging algorithm
  • 5. Diffusive BFN algorithm

CEMRACS’13, CIRM - July 24, 2013 4/57

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Models

The equations governing the geophysical flows are derived from the general equations of fluid dynamics. The main variables used to describe the fluids are : – The components of the velocity – Pressure – Temperature – Humidity in the atmosphere, salinity in the ocean – Concentrations for chemical species The constraints applied to these variables are : – Equations of mass conservation. – Momentum equation containing the Coriolis acceleration term, which is essential in the dynamic of flows at extra tropical latitudes. – Equation of energy conservation including law of thermodynamics. – Law of behavior (e.g. Mariotte’s Law). – Equations of chemical kinetics if a pollution type problem is considered.

CEMRACS’13, CIRM - July 24, 2013 5/57

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Shallow water model

∂tu − (f + ζ)v + ∂xB = τx ρ0h − ru + ν∆u ∂tv + (f + ζ)u + ∂yB = τy ρ0h − rv + ν∆v (1) ∂th + ∂x(hu) + ∂y(hv) =

CEMRACS’13, CIRM - July 24, 2013 6/57

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Quasi-geostrophic ocean model

k = 1 : D1 (θ1(Ψ) + f) Dt − β∆2Ψ1 = F1 2 ≤ k ≤ n − 1 : Dk (θk(Ψ) + f) Dt − β∆2Ψk = 0 k = n : Dn (θn(Ψ) + f) Dt + α∆Ψn − β∆2Ψn = 0

CEMRACS’13, CIRM - July 24, 2013 7/57

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Primitive equations model

∂Uxy ∂t = −[U.∇U]xy − ρ0∇xyp + DU ∂p ∂z = −ρg ∇.U = 0 ∂T ∂t = −∇.(TU) + DT ∂S ∂t = −∇.(SU) + DS ρ = ρ(T, S, p)

CEMRACS’13, CIRM - July 24, 2013 8/57

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Data

SYNOP/SHIP data : synoptic networks in red, airport data in blue, ship data in green.

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Data

Observations from ten geostationary satellites.

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Data

Trajectories of six polar orbiting satellites.

CEMRACS’13, CIRM - July 24, 2013 11/57

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Data

Satellite altimetry (from AVISO web site).

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Data assimilation methods

Data assimilation methods :

  • 1. 4D-VAR : optimal control method, based on the minimization of a

functional estimating the discrepancy between the model solution and the

  • bservations.

[Le Dimet-Talagrand (Tellus, vol. 38A, 1986)]

  • 2. Sequential methods : Kalman filtering, extended Kalman and ensemble

Kalman filters. [Evensen (Ocean Dynamics, vol. 53, 2003)]

  • 3. Hybrid method : the Back and Forth Nudging.

[A.-Blum (Nonlinear Processes in Geophysics, vol. 15, 2008)]

CEMRACS’13, CIRM - July 24, 2013 13/57

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  • 1. Data and models
  • 2. Variational methods : 4D-VAR
  • 3. Sequential methods : Kalman filter
  • 4. Hybrid scheme : Back and Forth Nudging algorithm
  • 5. Diffusive BFN algorithm

CEMRACS’13, CIRM - July 24, 2013 14/57

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4D-VAR

Observations t Xb X0      dX dt = F(X), X(0) = X0 Y(t) : observations of the system, H : observation operator, Xb : background, B and R : covariance matrices of background and observation errors respecti- vely. J(X0) = 1 2(X0 − Xb)T B−1(X0 − Xb) + 1 2 T [Y(t) − H(X(t))]T R−1 [Y(t) − H(X(t))] dt

CEMRACS’13, CIRM - July 24, 2013 15/57

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Optimality system

Optimization under constraints : L (X0, X, P) = J(X0) + T

  • P, dX

dt − F(X)

  • dt

Direct model :    dX dt = F(X) X(0) = X0 Adjoint model :      −dP dt = ∂F ∂X T P + HT R−1 [Y(t) − H(X(t))] P(T) = 0 Gradient of the cost-function : ∂J ∂X0 = B−1(X0 − Xb) − P(0) Optimal solution : X0 = Xb + BP(0)

[Le Dimet-Talagrand (86)] CEMRACS’13, CIRM - July 24, 2013 16/57

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4D-VAR algorithm computation

4D-VAR algorithm :            Xk

direct

− → Xk(t)

adjoint

− → P k(t) ↓ Xk+1

descent

← − ∇Jk = ∇J(Xk

0 )

Each iteration = one integration of the direct model + one integration of the adjoint model. Biggest issue : computation of the adjoint code ! ! ! Big issue : validation of the adjoint code Smaller issue but still big : small number of iterations for operational DA Smaller issue, ... actually really quite small : efficient optimization algo

CEMRACS’13, CIRM - July 24, 2013 17/57

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Example

Quasi-geostrophic ocean model : True solution 4D-VAR identified solution True initial condition (left) and identified initial condition by the 4D-VAR (right), for the upper layer.

CEMRACS’13, CIRM - July 24, 2013 18/57

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Example

True solution 4D-VAR identified solution True initial condition (left) and identified initial condition by the 4D-VAR (right), for the bottom layer. [Luong-Blum-Verron (98), A.-Blum (04)]

CEMRACS’13, CIRM - July 24, 2013 19/57

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  • 1. Data and models
  • 2. Variational methods : 4D-VAR
  • 3. Sequential methods : Kalman filter
  • 4. Hybrid scheme : Back and Forth Nudging algorithm
  • 5. Diffusive BFN algorithm

CEMRACS’13, CIRM - July 24, 2013 20/57

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Kalman filter

The Kalman filter is a recursive filter that estimates the state of a dynamic system from a series of incomplete and noisy measurements. It is an extension to dynamical systems of the optimal interpolation, or BLUE (Best Linear Unbiased Estimator) between the observation and the forecast state. Two steps, repeated for each observation time : prediction and correction.

CEMRACS’13, CIRM - July 24, 2013 21/57

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Kalman filter

Kalman filter :

k − 2 k − 1 k t state xf

! yo !

yo

!

yo

CEMRACS’13, CIRM - July 24, 2013 22/57

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Kalman filter

Kalman filter :

k − 2 k − 1 k t state xf

! yo

xa

!

yo

!

yo

CEMRACS’13, CIRM - July 24, 2013 22/57

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Kalman filter

Kalman filter :

k − 2 k − 1 k t state xf

! yo

xa

!

yo xf

!

yo

CEMRACS’13, CIRM - July 24, 2013 22/57

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Kalman filter

Kalman filter :

k − 2 k − 1 k t state xf

! yo

xa

!

yo xf xa

!

yo

CEMRACS’13, CIRM - July 24, 2013 22/57

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Kalman filter

Kalman filter :

k − 2 k − 1 k t state xf

! yo

xa

!

yo xf xa

!

yo xf

CEMRACS’13, CIRM - July 24, 2013 22/57

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Kalman filter

Kalman filter :

k − 2 k − 1 k t state xf

! yo

xa

!

yo xf xa

!

yo xf

xa

CEMRACS’13, CIRM - July 24, 2013 22/57

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Prediction step

We denote by Xa

n the analyzed state at time tn, and Mn the system resolvent

from time tn to tn+1. Prediction/forecast step : get a background state at time tn+1 Xf

n+1 = MnXa n

We denote by P f

n the covariance matrix of forecast error Xf n − Xt n and P a n the

covariance matrix of analysis error Xa

n − Xt n.

P f

n+1 = E

  • (Xf

n+1 − Xt n+1)(Xf n+1 − Xt n+1)T

= E

  • (MnXa

n − MnXt n − εn)(MnXa n − MnXt n − εn)T

P f

n+1 = MnP a nM T n + Qn

where Qn is the model error covariance matrix at time tn.

CEMRACS’13, CIRM - July 24, 2013 23/57

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Correction step

Analysis step : Correction of the background vector Xf

n+1 with the innovation

vector Yn+1 − Hn+1Xf

n+1 :

Xa

n+1 = Xf n+1 + Kn+1(Yn+1 − Hn+1Xf n+1)

The new analysis error ea

n+1 = Xa n+1 − Xt n+1 is :

ea

n+1 = ef n+1 + Kn+1(ǫn+1 − Hn+1ef n+1)

where ǫ is the observation error (of covariance matrix R) and ef is the forecast error (of covariance matrix P f). P a

n+1 = [I − Kn+1Hn+1]P f n+1[I − Kn+1Hn+1]T + Kn+1Rn+1KT n+1

One chooses Kn+1 such that the variance of analysis error is minimum : Kn+1 = P f

n+1HT n+1[Hn+1P f n+1HT n+1 + Rn+1]−1

Then, P a

n+1 = [I − Kn+1Hn+1]P f n+1

CEMRACS’13, CIRM - July 24, 2013 24/57

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KF algorithm

  • Initialization :

Xf

0 and P f 0 given

  • Analysis :

Kn = P f

n HT n [HnP f n HT n + Rn]−1

Xa

n

= Xf

n + Kn(Yn − HnXf n)

P a

n

= [I − KnHn]P f

n

(2)

  • Forecast :

Xf

n+1

= Mn;n+1Xa

n

P f

n+1

= Mn;n+1P a

nM T n;n+1 + Qn

CEMRACS’13, CIRM - July 24, 2013 25/57

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Kalman filter

Computational cost of Kalman filter : The Kalman filter assuming the dynamical model has n unknowns in the state vector then error covariance matrix has n2 unknowns. The evolution of the error covariance is very time consuming. (remind that n ≃ 109. . .) Thus KF in usual form can only be used for rather low dimensional dynamical models (use of model reduction : POD, SVD, . . .). The basic Kalman filter is limited to a linear assumption. However, most non-trivial systems are non-linear. The non-linearity can be associated either with the process model or with the observation model or with both. ⇒ extended Kalman filter, ensemble Kalman filter, reduced KF, local ensemble KF, evolutive reduced extended local ensemble KF, . . . interlude ”data assimilation for dummies”

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  • 1. Data and models
  • 2. Variational methods : 4D-VAR
  • 3. Sequential methods : Kalman filter
  • 4. Hybrid scheme : Back and Forth Nudging algorithm
  • 5. Diffusive BFN algorithm

CEMRACS’13, CIRM - July 24, 2013 27/57

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Forward nudging

Let us consider a model governed by a system of ODE : dX dt = F(X), 0 < t < T, with an initial condition X(0) = x0. Y(t) : observations of the system H : observation operator.      dX dt = F(X)+K(Y − H(X)), 0 < t < T, X(0) = X0, where K is the nudging (or gain) matrix. In the linear case (where F is a matrix), the forward nudging is called Luenberger or asymptotic observer.

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Forward nudging

– Meteorology : Hoke-Anthes (1976) – Oceanography (QG model) : De Mey et al. (1987), Verron-Holland (1989) – Atmosphere (meso-scale) : Stauffer-Seaman (1990) – Optimal determination of the nudging coefficients : Zou-Navon-Le Dimet (1992), Stauffer-Bao (1993), Vidard-Le Dimet-Piacentini (2003) Lakshmivarahan-Lewis (2011)

CEMRACS’13, CIRM - July 24, 2013 29/57

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Forward nudging : linear case

Luenberger observer, or asymptotic observer (Luenberger, 1966)        dXtrue dt = FXtrue, Y = HXtrue, dX dt = FX+K(Y − HX). d dt(X − Xtrue) = (F−KH)(X − Xtrue) If F − KH is a Hurwitz matrix, i.e. its spectrum is strictly included in the half-plane {λ ∈ C; Re(λ) < 0}, then X → Xtrue when t → +∞.

CEMRACS’13, CIRM - July 24, 2013 30/57

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Backward nudging

How to recover the initial state from the final solution ? Backward model :      d ˜ X dt = F( ˜ X), T > t > 0, ˜ X(T) = ˜ XT . If we apply nudging to this backward model :      d ˜ X dt = F( ˜ X)−K(Y − H ˜ X), T > t > 0, ˜ X(T) = ˜ XT .

CEMRACS’13, CIRM - July 24, 2013 31/57

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BFN : Back and Forth Nudging algorithm

Iterative algorithm (forward and backward resolutions) : ˜ X0(0) = Xb (first guess)      dXk dt = F(Xk)+K(Y − H(Xk)) Xk(0) = ˜ Xk−1(0)      d ˜ Xk dt = F( ˜ Xk)−K′(Y − H( ˜ Xk)) ˜ Xk(T) = Xk(T)

[A.-Blum, C. R. Acad. Sci. Math. 2005]

If Xk and ˜ Xk converge towards the same limit X, and if K = K′, then X satisfies the state equation and fits to the observations.

CEMRACS’13, CIRM - July 24, 2013 32/57

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Choice of the direct nudging matrix K

Implicit discretization of the direct model equation with nudging : Xn+1 − Xn ∆t = FXn+1 + K(Y − HXn+1). Variational interpretation : direct nudging is a compromise between the mini- mization of the energy of the system and the quadratic distance to the obser- vations : min

X

1 2X − Xn, X − Xn − ∆t 2 FX, X + ∆t 2 R−1(Y − HX), Y − HX

  • ,

by chosing K = kHT R−1 where R is the covariance matrix of the errors of observation, and k is a scalar.

[A.-Blum, Nonlin. Proc. Geophys. 2008]

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Choice of the backward nudging matrix K′

The feedback term has a double role :

  • stabilization of the backward resolution of the model (irreversible system)
  • feedback to the observations

If the system is observable, i.e. rank[H, HF, . . . , HF N−1] = N, then there exists a matrix K′ such that −F − K′H is a Hurwitz matrix (pole assignment method). Simpler solution : one can define K′ = k′HT R−1, where k′ is e.g. the smallest value making the backward numerical integration stable.

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Example of convergence results

Viscous linear transport equation :    ∂tu − ν∂xxu + a(x)∂xu = −K(u − uobs), u(x, t = 0) = u0(x) ∂t˜ u − ν∂xx˜ u + a(x)∂x˜ u = K′(˜ u − uobs), ˜ u(x, t = T) = uT (x) We set w(t) = u(t) − uobs(t) and ˜ w(t) = ˜ u(t) − uobs(t) the errors.

  • If K and K′ are constant, then ∀t ∈ [0, T] :

w(t) = e(−K−K′)(T −t)w(t)

(still true if the observation period does not cover [0, T])

  • If the domain is not fully observed, then the problem is ill-posed.

Error after k iterations : wk(0) = e−[(K+K′)kT ]w0(0) exponential decrease of the error, thanks to :

  • K + K′ : infinite feedback to the observations (not physical)
  • T : asymptotic observer (Luenberger)
  • k : infinite number of iterations (BFN)

[A.-Nodet, COCV 2012]

CEMRACS’13, CIRM - July 24, 2013 35/57

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Observability condition

Let χ(x) be the time during which the characteristic curve with foot x lies in the support of K. Then the system is observable if and only if min

x χ(x) > 0.

Partial observations in space : half of the domain is observed.

0.2 0.4 0.6 0.8 1 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 x T=0.5 T=0.3 T=0.15 T=0.05 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 x T=1 T=0.5 T=0.3 T=0.15 T=0.05

Decrease rate of the error after one iteration of BFN as a function of the space variable x, for various final times T.

Linear case (left) : theoretical observability condition = T > 0.5 Nonlinear case (right) : numerical observability condition = T > 1

CEMRACS’13, CIRM - July 24, 2013 36/57

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Shallow water model

∂tu − (f + ζ)v + ∂xB = τx ρ0h − ru + ν∆u ∂tv + (f + ζ)u + ∂yB = τy ρ0h − rv + ν∆v ∂th + ∂x(hu) + ∂y(hv) =

  • ζ = ∂xv − ∂yu is the relative vorticity ;
  • B = g∗h + 1

2(u2 + v2) is the Bernoulli potential ;

  • g∗ = 0.02 m.s−2 is the reduced gravity ;
  • f = f0 + βy is the Coriolis parameter (in the β-plane approximation), with f0 =

7.10−5 s−1 and β = 2.10−11 m−1.s−1 ;

  • τ = (τx, τy) is the forcing term of the model (e.g. the wind stress), with a maximum

amplitude of τ0 = 0.05 s−2 ;

  • ρ0 = 103 kg.m−3 is the water density ;
  • r = 9.10−8 s−1 is the friction coefficient.
  • ν = 5 m2.s−1 is the viscosity (or dissipation) coefficient.

CEMRACS’13, CIRM - July 24, 2013 37/57

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Shallow water model

2D shallow water model, state = height h and horizontal velocity (u, v) Numerical parameters : (run example) Domain : L = 2000 km × 2000 km ; Rigid boundary and no-slip BC ; Time step = 1800 s ; Assimilation period : 15 days ; Forecast period : 15 + 45 days Observations : of h only (∼ satellite obs), every 5 gridpoints in each space direction, every 24 hours. Background : true state one month before the beginning of the assimilation period + white gaussian noise (∼ 10%) Comparison BFN - 4DVAR : sea height h ; velocity :u and v.

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Diffusion problem

Backward model and diffusion : The main issue of the BFN is : how to handle diffusion processes in the backward equation ? Let us consider only diffusion : heat equation (in 1D) ∂tu = ∂xxu The backward nudging model will be : ∂t˜ u = ∂xx˜ u+K(˜ u − uobs) from time T to 0. By using a change of variable t′ = T − t, we can rewrite the backward model as a forward one : ∂t′ ˜ u = −∂xx˜ u − K(˜ u − uobs), and we can see that even if the nudging term stabilizes the model, the backward diffusion is a real issue (unbounded eigenvalues, except for discrete Laplacian).

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  • 1. Data and models
  • 2. Variational methods : 4D-VAR
  • 3. Sequential methods : Kalman filter
  • 4. Back and forth nudging algorithm
  • 5. Diffusive BFN algorithm

CEMRACS’13, CIRM - July 24, 2013 40/57

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Diffusive BFN

Diffusive free equations in the geophysical context : In meteorology or oceanography, theoretical equations are usually diffusive free (e.g. Euler’s equation for meteorological processes). In a numerical framework, a diffusive term is added to the equations (or a diffusive scheme is used), in order to both stabilize the numerical inte- gration of the equations, and take into consideration some subscale phenomena. Example : weather forecast is done with Euler’s equation (at least in M´ et´ eo

  • France. . .), which is diffusive free. Also, in quasi-geostrophic ocean models,

people usually consider ∇4 or ∇6 for dissipation at the bottom, or for vertical mixing.

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Diffusive BFN

Standard BFN algorithm : Original model : ∂tX = F(X), 0 < t < T. Corresponding BFN algorithm :    ∂tXk = F(Xk)+K(Y − H(Xk)), Xk(0) = ˜ Xk−1(0), 0 < t < T,    ∂t ˜ Xk = F( ˜ Xk)−K′(Y − H( ˜ Xk)), ˜ Xk(T) = Xk(T), T > t > 0, with the notation ˜ X0(0) = x0.

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Diffusive BFN

Addition of a diffusion term : ∂tX = F(X)+ν∆X, 0 < t < T, where F has no diffusive terms, ν is the diffusion coefficient, and we assume that the diffusion is a standard second-order Laplacian (could be a higher

  • rder operator).

We introduce the D-BFN algorithm in this framework, for k ≥ 1 :    ∂tXk = F(Xk)+ν∆Xk+K(Y − H(Xk)), Xk(0) = ˜ Xk−1(0), 0 < t < T,    ∂t ˜ Xk = F( ˜ Xk)−ν∆ ˜ Xk−K′(Y − H( ˜ Xk)), ˜ Xk(T) = Xk(T), T > t > 0.

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Diffusive BFN

It is straightforward to see that the backward equation can be rewritten, using t′ = T − t : ∂t′ ˜ Xk = −F( ˜ Xk)+ν∆ ˜ Xk+K′(Y − H( ˜ Xk)), ˜ Xk(t′ = 0) = Xk(T), where ˜ X is evaluated at time t′. As it is now forward in time, this equation can be compared with the forward nudging equation : ∂tXk = F(Xk)+ν∆Xk+K(Y − H(Xk)), Xk(0) = ˜ Xk−1(t′ = T). Then the backward equation can easily be solved, with an initial condition, and the same diffusion operator as in the forward equation. Only the physical model has an opposite sign. The diffusion term both takes into account the subscale processes and stabilizes the numerical backward integrations, and the feedback term still controls the trajectory with the observations.

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Linear transport equation

∂tu + a(x) ∂xu = 0, t ∈ [0, T], x ∈ Ω, u(t = 0) = u0 ∈ L2(Ω) with periodic boundary conditions, and we assume that a ∈ W 1,∞(Ω). Numerically, for both stability and subscale modelling, the following equation would be solved : ∂tu + a(x) ∂xu = ν∂xxu, t ∈ [0, T], x ∈ Ω, u(t = 0) = u0 ∈ L2(Ω), where ν ≥ 0 is assumed to be constant.

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Linear transport equation

Let us assume that the observations satisfy the physical model (without diffu- sion) : ∂tuobs + a(x) ∂xuobs = 0, t ∈ [0, T], x ∈ Ω, uobs(t = 0) = u0

  • bs ∈ L2(Ω).

We assume in this idealized situation that the system is fully observed (and H is then the identity operator). Then the D-BFN algorithm applied to this problem gives, for k ≥ 1 :        ∂tuk+a(x) ∂xuk = ν∂xxuk+K(uobs,k − uk), t ∈ [2(k − 1)T, 2(k − 1)T + T], x ∈ Ω uk(2(k − 1)T, x) = ˜ uk−1(2(k − 1)T, x)        ∂t˜ uk−a(x) ∂x˜ uk = ν∂xx˜ uk+K(˜ uobs,k − ˜ uk), t ∈ [2kT − T, 2kT], x ∈ Ω ˜ uk(2kT − T, x) = uk(2kT − T, x).

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SLIDE 53

Smoothing equation

At the limit k → ∞, vk and ˜ vk tend to v∞(x) solution of ν∂xxv∞ + K(u0

  • bs(x) − v∞) = 0,
  • r equivalently

− ν K ∂xxv∞ + v∞ = u0

  • bs.

This equations is well known in signal or image processing, as being the standard linear diffusion restoration equation. In some sense, v∞ is the result of a smoothing process on the observations uobs, where the degree of smoothness is given by the ratio

ν K .

Convergence result for constant advection equation.

[A.-Blum-Nodet, CRAS 2011]

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SLIDE 54

Numerical experiments

0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1

  • bservations

smoothed observations 0.2 0.4 0.6 0.8 1 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5 Time RMS error

Initial condition of the observation and corresponding smoothed solu- tion ; RMS difference between the BFN iterates and the smoothed ob- servations ; same in semi-log scale. Movie

0.2 0.4 0.6 0.8 1 −4 −3 −2 −1 1 2 3 Time Log RMS error

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SLIDE 55

Numerical experiments

Linear transport equation with non-constant transport :

0.2 0.4 0.6 0.8 1 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 a

Movie

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SLIDE 56

Full primitive ocean model

Primitive equations : Navier-Stokes equations (velocity-pressure), coupled with two active tracers (temperature and salinity). Momentum balance : ∂Uh ∂t = −

  • (∇ ∧ U) ∧ U + 1

2∇(|U|2)

  • h

− f.z ∧ Uh − 1 ρ0 ∇hp + DU + F U Incompressibility equation : ∇.U = 0 Hydrostatic equilibrium : ∂p ∂z = −ρg Heat and salt conservation equations : ∂T ∂t = −∇.(TU) + DT + F T (+ same for S) Equation of state : ρ = ρ(T, S, p)

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SLIDE 57

Full primitive ocean model

Free surface formulation : the height of the sea surface η is given by ∂η ∂t = −divh((H + η) ¯ Uh) + [P − E] The surface pressure is given by : ps = ρgη. This boundary condition is then used for integrating the hydrostatic equili- brium and calculating the pressure. Numerical experiments : double gyre circulation confined between closed boundaries (similar to the shallow water model). The circulation is forced by a sinusoidal (with latitude) zonal wind. Twin experiments : observations are extracted from a reference run, accor- ding to networks of realistic density : SSH is observed similarly to TO- PEX/POSEIDON, and temperature is observed on a regular grid that mimics the ARGO network density.

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SLIDE 58

Full primitive ocean model

Example of observation network used in the assimilation : along-track altimetric

  • bservations (Topex-Poseidon) of the SSH every 10 days ; vertical profiles of

temperature (ARGO float network) every 18 days.

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SLIDE 59

Numerical results

2 4 6 8 10 12 14 16 18 20 0.005 0.01 0.015 0.02 0.025 0.03 0.035 temps (jours) RMS relative − Temperature Nudging direct 1 Nudging retrograde 1 Nudging direct 2 Nudging retrograde 2 Nudging direct 3 Nudging retrograde 3 Nudging direct 4 Nudging retrograde 4 Nudging direct 5 Nudging retrograde 5 Nudging direct 6 Nudging retrograde 6 2 4 6 8 10 12 14 16 18 20 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 temps (jours) RMS relative − u Nudging direct 1 Nudging retrograde 1 Nudging direct 2 Nudging retrograde 2 Nudging direct 3 Nudging retrograde 3 Nudging direct 4 Nudging retrograde 4 Nudging direct 5 Nudging retrograde 5 Nudging direct 6 Nudging retrograde 6

Relative RMS error of the temperature (left) and longitudinal velocity (right), 6 iterations of BFN (nudging terms in the temperature and SSH equations only), with full and unnoisy SSH observations every day.

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SLIDE 60

Numerical results

2 4 6 8 10 12 14 16 18 20 0.65 0.7 0.75 0.8 0.85 0.9 0.95 1 1.05 1.1 1.15 temps (jours) RMS relative − u 2 4 6 8 10 12 14 16 18 20 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 temps (jours) RMS relative − v

Relative RMS error of the longitudinal and transversal velocities, 3 iterations of BFN (nudging terms in the temperature and SSH equations only), with “realistic” SSH observations (T/P track + 15% noise).

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SLIDE 61

Conclusions

4D-VAR :

  • Requires linearization of the model, computation of the adjoint state and

an optimization algorithm

  • Requires covariance error matrices on observations and background.
  • Model is a strong constraint
  • Advantage : robustness and global optimization (reanalysis)

Kalman filtering :

  • No adjoint state
  • Drawback : huge error covariance matrices
  • Ensemble Kalman filter becomes more realistic for the implementation
  • Requires simulation of model errors

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SLIDE 62

Conclusions

BFN :

  • Easy implementation (no linearization, no adjoint state, no minimization

process)

  • Very efficient in the first iterations
  • Converges more rapidly than 4D-VAR
  • Lower computational and memory costs than 4D-VAR
  • Model is a weak constraint
  • Excellent preconditioner for other DA methods

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SLIDE 63

Thank you for your attention !

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