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Enabling sensitivity analysis in CMAQ with the complex-step approach Isaiah Sauvageau 1 , Bryan Berman 1 , Shunliu Zhao 2 , Amir Hakami 2 , Daven Henze 3 , and Shannon Capps 1 1 Drexel University 2 Carleton University 3 University of Colorado


  1. Enabling sensitivity analysis in CMAQ with the complex-step approach Isaiah Sauvageau 1 , Bryan Berman 1 , Shunliu Zhao 2 , Amir Hakami 2 , Daven Henze 3 , and Shannon Capps 1 1 Drexel University 2 Carleton University 3 University of Colorado Boulder

  2. Sensitivity Analysis with Finite Differences Δ y = F(x 0 + Δ x)-F(x 0 ) Δ x ∆ (Nitrate Aerosol Conc.) ∆ (Mobile NO x Emissions) ∆ (Organic Aerosol Conc.) ∆ (Ozone Concentration) Δ Model Output Fields i,j Δ Mobile Emissions 2

  3. Sensitivity Analysis with Finite Differences ozone (ppb) Δ O 3 = F( x 0 + Δ NO x )-F( x 0 ) Δ NO x Accuracy of the di ff erence is limited by the numerical noise of the model. Sillman and He (2002) 3

  4. Sensitivity Analysis with Finite Differences ozone (ppb) Δ O 3 = F( x 0 + Δ NO x )-F( x 0 ) Δ NO x With a small enough perturbation, the modeled results may cancel out providing a sensitivity of zero. Sillman and He (2002) 4

  5. Decoupled Direct Method in CMAQ • CMAQ-DDM-3D enables e ffi cient sensitivity analysis without subtractive cancellation errors and minimal model noise influences. • Sensitivities with respect to emission rates, boundary conditions, initial conditions, reaction rates, potential vorticity, and any combination of these parameters can be calculated. • Second-order sensitivities can also be calculated. • The computational cost is reasonable because extensive development has layered the derivative of every science process into the model. 5

  6. Applying the Chain Rule Science Process Implemented Numerically DDM of Science Process Implemented Numerically 6

  7. Applying the Chain Rule: Discrete Method Science Process Implemented Numerically Layer chain rule of every DDM of Science Process line of code into current Implemented Numerically numerical method 7

  8. Applying the Chain Rule: Continuous Method Implement more appropriate Science Process numerical solution for the Implemented Numerically derivative of the process DDM of Science Process Implemented Numerically 8

  9. Applying the Chain Rule: Continuous Method Implement more appropriate Science Process numerical solution for the Implemented Numerically derivative of the process Layer chain rule of every DDM of Science Process line of code into current Implemented Numerically numerical method 9

  10. Sensitivity Analysis with Complex Step Method ozone (ppb) Δ O 3 = F( x 0 + i Δ NO x ) Δ NO x Apply the perturbation in imaginary space instead of real space. Perturbation can now be on the order of 1e-20. 10 Sillman and He (2002)

  11. Sensitivity Analysis with Complex Variables ∂ y = Imag[F(x 0 + i Δ x )] Δ x 11 Capps et al., ACP , 2012

  12. Sensitivity Analysis with Complex Variables ∂ y = Imag[F(x 0 + i Δ x )] Δ x ∂ (Nitrate Aerosol Conc.) ∂ (Mobile NO x Emissions) ∂ (Organic Aerosol Conc.) ∂ (Ozone Concentration) ∂ Model Output Fields i,j ∂ Mobile Emissions 12 Squire and Trapp, SIAM Rev, 1998; Giles and Pierce, Flow, Turbulence & Combustion, 2001

  13. Advantage of Complex Method Δ O 3,surf = F( x 0 + Δ NO x )-F( x 0 ) ∂ O 3,surf = F( x 0 + i Δ NO x ) Δ NO x Δ NO x Values shown are average monthly sensitivities of ground level O 3 to 1 kg of NO x (ppb kg − 1 ). Constantin and Barrett, Atmos. Environ., 2014 13

  14. Efficiency of Adjoint-based Approach ∂ x = F’ T ( x 0 , ∂ y) ∂ (SO 2 Power Plant Emissions) ∂ (NH 3 Agricultural Emissions) ∂ (Concentration-based ∂ ( … ) Metric) ∂ (Industrial NO x Emissions) ∂ (NH 3 Fire Emissions) ∂ Concentration-based Metric ∂ Emissions i,j,k 14

  15. Attributing Be ij ing PM 2.5 to Emissions ∂ Emissions i,j,k = F’ T ( x 0 , ∂ [Beijing PM 2.5 ]) ∂ (SO 2 Power Plant Emissions) ∂ (NH 3 Agricultural Emissions) ∂ (Wintertime Be ij ing ∂ ( … ) PM 2.5 ) ∂ (Industrial NO x Emissions) ∂ (NH 3 Fire Emissions) ∂ Wintertime PM 2.5 in Beijing ∂ Emissions i,j,k Zhang et al., Environ. Res. Lett., 2015 15

  16. Modeling PM 2.5 Concentrations PM 2.5 = F( Emissions i,j,k ) [µg m -3 ] 16 Zhang et al., Environ. Res. Lett., 2015

  17. Attributing Be ij ing PM 2.5 to Sources Zhang et al., 17 Zhang et al., Environ. Res. Lett., 2015 ERL, 2015

  18. Second-order Combined Sensitivities ∂ 2 PM 2.5 ∂ Emis SO 2 ∂ Emis NO x CS-adjoint FD-adjoint January Values shown are time- averaged second- order sensitivities of ground level PM 2.5 to NO x and SO 2 emissions (µg m -3 (kg h − 1 ) -2 ). June 18 Constantin and Barrett, Atmos. Environ., 2014

  19. Ongoing Work in CMAQ Implementing the complex step method in CMAQ v.5.2. Evaluation will be against DDM-3D. Limitation is that it will only treat one variable at a time. Constantin and Barrett, Atmos. Environ., 2014 19

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