Cluster Sampling Filters for Non-Gaussian Data Assimilation

This paper presents a fully non-Gaussian filter for sequential data assimilation. The filter is named the “cluster sampling filter”, and works by directly sampling the posterior distribution following a Markov Chain Monte-Carlo (MCMC) approach, while the prior distribution is approximated using a Gaussian Mixture Model (GMM). Specifically, a clustering step is introduced after the forecast phase of the filter, and the prior density function is estimated by fitting a GMM to the prior ensemble. Using the data likelihood function, the posterior density is then formulated as a mixture density, and is sampled following an MCMC approach. Four versions of the proposed filter, namely C ℓ MCMC , C ℓ HMC , MC- C ℓ HMC , and MC- C ℓ HMC are presented. C ℓ MCMC uses a Gaussian proposal density to sample the posterior, and C ℓ HMC is an extension to the Hamiltonian Monte-Carlo (HMC) sampling filter. MC- C ℓ MCMC and MC- C ℓ HMC are multi-chain versions of the cluster sampling filters C ℓ MCMC and C ℓ HMC respectively. The multi-chain versions are proposed to guarantee that samples are taken from the vicinities of all probability modes of the formulated posterior. The new methodologies are tested using a simple one-dimensional example, and a quasi-geostrophic (QG) model with double-gyre wind forcing and bi-harmonic friction. Numerical results demonstrate the usefulness of using GMMs to relax the Gaussian prior assumption especially in the HMC filtering paradigm

Teaching and Learning of Fluid Mechanics, Volume II

This book is devoted to the teaching and learning of fluid mechanics. Fluid mechanics occupies a privileged position in the sciences; it is taught in various science departments including physics, mathematics, mechanical, chemical and civil engineering and environmental sciences, each highlighting a different aspect or interpretation of the foundation and applications of fluids. While scholarship in fluid mechanics is vast, expanding into the areas of experimental, theoretical and computational fluid mechanics, there is little discussion among scientists about the different possible ways of teaching this subject. We think there is much to be learned, for teachers and students alike, from an interdisciplinary dialogue about fluids. This volume therefore highlights articles which have bearing on the pedagogical aspects of fluid mechanics at the undergraduate and graduate level