Numerical algorithm for variational assimilation of sea surface temperature data

The problem of variational assimilation of sea surface temperature data is formulated and studied. An algorithm for solving the problem is developed. Numerical results are presented.     

Sequential data assimilation algorithms for air quality monitoring models based on a weak-constraint variational principle

A data assimilation problem for unsteady models is considered as a sequence of coupled inverse problems of reconstruction of the space-time structure of the state functions with various sets of measurement data. The data assimilation is carried out jointly with the identification of an additional unknown function, which is interpreted as a function of model uncertainty. A variational principle serves as the basis for constructing the algorithms. Various versions of the algorithms are presented and analyzed. Based on the principle of the residual, a computationally efficient algorithm for data assimilation in a locally one-dimensional case is constructed. A theoretical estimate of its performance is obtained. This algorithm is one of the main components of a data assimilation system based on a splitting scheme for unsteady three-dimensional transport and transformation models of atmospheric chemistry.     

局部资料下变分同化方法的稳定性研究

对于简化的一维扩散方程,在局部观测资料下,研究变分同化方法的稳定性.在变分同化中结合正则化方法,选择合适的正则化参数和稳定泛函,对预报模式进行修正,通过对预报精度进行先验估计,证明了该方法对于一维扩散方程的解的稳定性.修正补充相关计算结果,最后举出一个反例说明稳定性泛函的选取对于改进的变分同化方法实施的重要性.     

Parallel assimilation of observed data in the hydrodynamic model of the ocean circulation

The parallel use of the Kalman ensemble filter technique for assimilating data from observations in theHYCOMmodel of theWorldOcean is described. Data from satellite observations of the sea’s surface temperature and the sea’s surface height are assimilated both separately and conjointly. Numerical experiments on correcting model calculations using data from observations are performed. The results from the corrections are compared to model calculations without assimilation. The effectiveness of the employed parallelization algorithm is confirmed.     

不可微预报系统的广义变分同化方法及数值试验

讨论了不可微预报系统中的广义变分同化方法．对于不可微预报系统,由于不可微性,系统不存在切线性系统,而切线性系统的不存在,使得无法用通常的途径导出伴随系统A·D2引进不可微系统的弱形式后,可以不考虑切线性系统,而直接导出伴随系统．主要就3种形式的问题展开了讨论,第1种为低维系统,第2种情形为高维系统整体观测资料,第3种情形为高维系统局部观测资料．可以称此方法为结合反问题思想的广义变分同化方法．     

资料变分同化中的若干理论问题

对变分同化中的若干理论问题进行了研究,具体讨论了一类简单模式在整体和局部观测资料下的变分同化问题．对于整体观测资料下的变分同化问题,利用变分同化方法对预报模式中的初值、参数以及模式进行了修正,从理论上作出了变分同化方法的误差估计及收敛精度的估计,证明了变分同化方法的有效性．对于局部观测资料下的变分同化问题,由于得到的解往往不适定,因而通常的变分同化方法失效．为了克服问题的不适定性所带来的困难,利用变分同化结合正则化方法对预报模式中的初值、参数以及模式进行修正,同样作出了变分同化方法的误差估计及收敛精度估计,证明了变分同化与正则化方法结合的必要性和有效性,并对正则化参数的选择提供了理论判据．最后,举了一个实例说明所提出的方法的有效性．     

Automatic differentiation in meteorology and oceanography

The physically consistent integration of observational data in dynamical circulation models of the atmosphere/ocean, e.g. for the purpose of predicting the future evolution of the climate system relies on variational data assimilation algorithms. These algorithms are based on the adjoint method of optimal control theory and implemented by Automatic Differentiation (AD) tools. The presence of turbulent phenomena imposes a challenge on AD based methods of adjoint flow control and highlights the role of the computational turbulence model. For the Lagrangian Averaged turbulence model, applied to the 3D Navier-Stokes equations, we establish well-posedness of the data assimilation problem. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

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

Data 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.     

Reconstruction of boundary regimes in the inverse problem of thermal convection of a high-viscosity fluid

A problem of reconstruction of boundary regimes in a model for free convection of a high-viscosity fluid is considered. A variational method and a quasi-inversion method are suggested for solving the problem in question. The variational method is based on the reduction of the original inverse problem to some equivalent variational minimum problem for an appropriate objective functional and solving this problem by a gradient method. When realizing the gradient method for finding a minimizing element of the objective functional, an iterative process actually reducing the original problem to a series of direct well-posed problems is organized. For the quasi-inversion method, the original differential model is modified by means of introducing special additional differential terms of higher order with small parameters as coefficients. The new perturbed problem is well-posed; this allows one to solve this problem by standard methods. An appropriate choice of small parameters gives an opportunity to obtain acceptable qualitative and quantitative results in solving the inverse problem. A comparison of the methods suggested for solving the inverse problem is made with the use of model examples.     

Analysis of a history-dependent frictional contact problem

We consider a mathematical model which describes the quasistatic contact between a viscoelastic body and a foundation. The material’s behaviour is modelled with a constitutive law with long memory. The contact is frictional and is modelled with normal compliance and memory term, associated to the Coulomb’s law of dry friction. We present the classical formulation of the problem, list the assumptions on the data and derive a variational formulation of the model. Then we prove the unique weak solvability of the problem. The proof is based on arguments of history-dependent variational inequalities. We also study the dependence of the weak solution with respect to the data and prove a convergence result.     

A note on domain decomposition approaches for solving 3D variational data assimilation models

Data assimilation (DA) is a methodology for combining mathematical models simulating complex systems (the background knowledge) and measurements (the reality or observational data) in order to improve the estimate of the system state (the forecast). The DA is an inverse and ill posed problem usually used to handle a huge amount of data, so, it is a big and computationally expensive problem. In the present work we prove that the functional decomposition of the 3D variational data assimilation (3D Var DA) operator, previously introduced by the authors, is equivalent to apply multiplicative parallel Schwarz (MPS) method, to the Euler–Lagrange equations arising from the minimization of the data assimilation functional. It results that convergence issues as well as mesh refininement techniques and coarse grid correction—issues of the functional decomposition not previously addressed—could be employed to improve performance and scalability of the 3D Var DA functional decomposition in real cases.

     

Higher order Lagrange-Poincaré and Hamilton-Poincaré reductions

Motivated by the problem of longitudinal data assimilation, e.g., in the registration of a sequence of images, we develop the higher-order framework for Lagrangian and Hamiltonian reduction by symmetry in geometric mechanics. In particular, we obtain the reduced variational principles and the associated Poisson brackets. The special case of higher order Euler-Poincaré and Lie-Poisson reduction is also studied in detail.     

Finite element modelling of surface waves in a channel

A variational formulation of the vertically-integrated differential equations for free surface wave motion is presented. A finite element model is derived for solving this nonlinear system of hydrodynamic equations. The time integration scheme employed is discussed and the results obtained demonstrate its good stability and accuracy.Several applications of the model are considered: the first problem is an open channel of uniform depth and the second an open channel of linearly varying depth. The ‘inflow’ boundary condition is prescribed in terms of the velocity which represents a wavemaker and/or a flow source, while the ‘outflow’ boundary condition is specified in terms of the water elevation. The outflow condition is adjusted for two cases, a reflecting boundary (finite channel) and a non-reflecting boundary (open-ended channel). The latter boundary condition is examined in some detail and the results obtained show that the numerical model can produce the non-reflecting boundary that is similar to the analytical radiation condition for waves. Computational results for a third problem, involving wave reflection from a submerged cylinder, are also presented and compared with both experimental data and analytical predictions.The simplicity and the performance of the computational model suggest that free surface waves can be simulated without excessively complicated numerical schemes. The ability of the model to simulate outflow boundary conditions properly is of special importance since these conditions present serious problems for many numerical algorithms.     

A variational problem with impurity set

A novel variational problem is investigated which comes from the study of the Ginzburg-Landau model of superconductivity with impurity inclusion. The feature of this variational problem is that it depends on the impurity set. Some properties of the variational problem are established and an application is given to the Ginzburg-Landau model of superconductivity with impurity inclusion.     

An optimal data assimilation method and its application to the numerical simulation of the ocean dynamics

An original data assimilation (DA) scheme with a general dynamics model is considered. It is shown that this scheme can be approximated by the stochastic diffusion process. The sufficient conditions to provide this approximation are formulated. Based on this algorithm a new DA method is developed. The method combines variational and statistical approaches commonly used in DA theory and minimizes the variance of the trajectory of a diffusion process in conjunction with a dynamics numerical model. In this sense the method is optimal in contrast to other DA approaches. The proposed scheme takes the model dynamics into account and in this way it differs from the well-known Kalman filter. Furthermore, the derived DA method can be applied to a very wide field of dynamical systems, for example, gas dynamics, fluid dynamics and other disciplines. However, the current study deals with oceanography and DA in oceanography specifically. Then the method is applied to the HYbrid Coordinate Ocean Model and assimilates satellite sea level anomaly data from the Archiving, Validating and Interpolating Satellite Oceanography Data over the Atlantic Ocean to correct the model state. Several numerical experiments have been performed. The experiments show that the method substantially changes the synoptic and mesoscale structure of ocean dynamics. Also, the distribution of the obtained result is estimated through the solution of the Fokker–Planck–Kolmogorov equation.     

A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector products

A modified version of the truncated-Newton algorithm of Nash ([24], [25], [29]) is presented differing from it only in the use of an exact Hessian vector product for carrying out the large-scale unconstrained optimization required in variational data assimilation. The exact Hessian vector products is obtained by solving an optimal control problem of distributed parameters. (i.e. the system under study occupies a certain spatial and temporal domain and is modeled by partial differential equations) The algorithm is referred to as the adjoint truncated-Newton algorithm. The adjoint truncated-Newton algorithm is based on the first and the second order adjoint techniques allowing to obtain a better approximation to the Newton line search direction for the problem tested here. The adjoint truncated-Newton algorithm is applied here to a limited-area shallow water equations model with model generated data where the initial conditions serve as control variables. We compare the performance of the adjoint truncated-Newton algorithm with that of the original truncated-Newton method [29] and the LBFGS (Limited Memory BFGS) method of Liu and Nocedal [23]. Our numerical tests yield results which are twice as fast as these obtained by the truncated-Newton algorithm and are faster than the LBFGS method both in terms of number of iterations as well as in terms of CPU time.     

Stress formulation for frictionless contact of an elastic-perfectly-plastic body

A mathematical model for frictionless contact of a deformable body with a rigid moving obstacle is analyzed. The Prandtl–Reuss elastic-perfectly-plastic constitutive law is used to describe the material's behavior, and contact is modeled with a unilateral condition imposed on the surface velocity. The problem is motivated by the process of the plowing of the ground. A variational formulation of the problem is derived in terms of the stresses and the existence of the unique weak solution is proven. The proof is based on arguments for differential inclusions obtained in A. Amassad, M. Shillor and M. Sofonea (2001). A quasistatic contact problem for an elastic perfectly plastic body with Tresca's friction. Nonlin. Anal., 35, 95–109. Finally, a study of the continuous dependence of the solution on the data is presented.     

On a variational inequality on elasto-hydrodynamic lubrication

We consider the problem of a deformable surface moving over a flat plane. The surfaces are separated by a small gap filled by a lubricant fluid. The mathematical model consists of the Reynolds variational inequality with nonlocal coefficients given by an integral operator which depends on the fluid pressure. The nonlocal operator represents the deformation of the lubricated surfaces. The problem considers the vertical displacement of the elastic surface from its reference configuration. The goal of the paper is to obtain the range of these admissible displacements. We present general results for nonlocal coefficients with applications to particular problems in elasto-hydrodynamic lubrication.     

A simple variational approximation of shallow water type

The free-surface hydrodynamical problem governing progressive surface waves of permanent type is approximated under assumptions that correspond to hydrostatic pressure.A variational formulation of the full nonlinear problem is used followed by a Ritz-Kantorovich expansion for the relevant functional. By taking the leading term in the expansion a single ordinary differential equation (nonlinear) for the free surface profile is obtained. Solutions are possible in terms of cnoidal functions.Some explicit results for infinitesimal amplitude waves and solitary waves within the model are presented.     

手性障碍电磁散射的PML有限元计算

该文建立了手性障碍电磁散射问题的二维模型, 给出问题的有限元分析, 并利用结合PML(perfectly matched layers)技术的有限元法进行数值模拟.