Bayesian data assimilation in shape registration

In this paper we apply a Bayesian framework to the problem of geodesic curve matching. Given a template curve, the geodesic equations provide a mapping from initial conditions\ud for the conjugate momentum onto topologically equivalent shapes. Here, we aim to recover the well defined posterior distribution on the initial momentum which gives rise to observed points on the target curve; this is achieved by explicitly including a reparameterisation in the formulation. Appropriate priors are chosen for the functions which together determine this field and the positions of the observation points, the initial momentum p0 and the reparameterisation vector field v, informed by regularity results about the forward model. Having done this, we illustrate how Maximum Likelihood Estimators (MLEs) can be used to find regions of high posterior density, but also how we can apply recently developed MCMC methods on function spaces to characterise the whole of the posterior density. These illustrative examples also include scenarios where the posterior distribution is multimodal and irregular, leading us to the conclusion that knowledge of a state of global maximal posterior density does not always give us the whole picture, and full posterior sampling can give better quantification of likely states and the overall uncertainty inherent in the problem

Embedded discontinuous Galerkin transport schemes with localised limiters

Motivated by finite element spaces used for representation of temperature in the compatible finite element approach for numerical weather prediction, we introduce locally bounded transport schemes for (partially-)continuous finite element spaces. The underlying high-order transport scheme is constructed by injecting the partially-continuous field into an embedding discontinuous finite element space, applying a stable upwind discontinuous Galerkin (DG) scheme, and projecting back into the partially-continuous space; we call this an embedded DG scheme. We prove that this scheme is stable in L2 provided that the underlying upwind DG scheme is. We then provide a framework for applying limiters for embedded DG transport schemes. Standard DG limiters are applied during the underlying DG scheme. We introduce a new localised form of element-based flux-correction which we apply to limiting the projection back into the partially-continuous space, so that the whole transport scheme is bounded. We provide details in the specific case of tensor-product finite element spaces on wedge elements that are discontinuous P1/Q1 in the horizontal and continuous P2 in the vertical. The framework is illustrated with numerical tests

Geodesic boundary value problems with symmetry

This paper shows how left and right actions of Lie groups on a manifold may be used to complement one another in a variational reformulation of optimal control problems equivalently as geodesic boundary value problems with symmetry. We prove an equivalence theorem to this effect and illustrate it with several examples. In finite-dimensions, we discuss geodesic flows on the Lie groups SO(3) and SE(3) under the left and right actions of their respective Lie algebras. In an infinite-dimensional example, we discuss optimal large-deformation matching of one closed curve to another embedded in the same plane. In the curve-matching example, the manifold \Emb(S^1, \mathbb{R}^2) comprises the space of closed curves $S^1$ embedded in the plane $\mathbb{R}^2$. The diffeomorphic left action \Diff(\mathbb{R}^2) deforms the curve by a smooth invertible time-dependent transformation of the coordinate system in which it is embedded, while leaving the parameterisation of the curve invariant. The diffeomorphic right action \Diff(S^1) corresponds to a smooth invertible reparameterisation of the $S^1$ domain coordinates of the curve. As we show, this right action unlocks an important degree of freedom for geodesically matching the curve shapes using an equivalent fixed boundary value problem, without being constrained to match corresponding points along the template and target curves at the endpoint in time.Comment: First version -- comments welcome

Estimating eddy diffusivities from noisy Lagrangian observations

The problem of estimating the eddy diffusivity from Lagrangian observations in the presence of measurement error is studied in this paper. We consider a class of incompressible velocity fields for which is can be rigorously proved that the small scale dynamics can be parameterised in terms of an eddy diffusivity tensor. We show, by means of analysis and numerical experiments, that subsampling of the data is necessary for the accurate estimation of the eddy diffusivity. The optimal sampling rate depends on the detailed properties of the velocity field. Furthermore, we show that averaging over the data only marginally reduces the bias of the estimator due to the multiscale structure of the problem, but that it does significantly reduce the effect of observation error

Solving the Poisson equation on small aspect ratio domains using unstructured meshes

We discuss the ill conditioning of the matrix for the discretised Poisson equation in the small aspect ratio limit, and motivate this problem in the context of nonhydrostatic ocean modelling. Efficient iterative solvers for the Poisson equation in small aspect ratio domains are crucial for the successful development of nonhydrostatic ocean models on unstructured meshes. We introduce a new multigrid preconditioner for the Poisson problem which can be used with finite element discretisations on general unstructured meshes; this preconditioner is motivated by the fact that the Poisson problem has a condition number which is independent of aspect ratio when Dirichlet boundary conditions are imposed on the top surface of the domain. This leads to the first level in an algebraic multigrid solver (which can be extended by further conventional algebraic multigrid stages), and an additive smoother. We illustrate the method with numerical tests on unstructured meshes, which show that the preconditioner makes a dramatic improvement on a more standard multigrid preconditioner approach, and also show that the additive smoother produces better results than standard SOR smoothing. This new solver method makes it feasible to run nonhydrostatic unstructured mesh ocean models in small aspect ratio domains.Comment: submitted to Ocean Modellin

Higher-order compatible finite element schemes for the nonlinear rotating shallow water equations on the sphere

We describe a compatible finite element discretisation for the shallow water equations on the rotating sphere, concentrating on integrating consistent upwind stabilisation into the framework. Although the prognostic variables are velocity and layer depth, the discretisation has a diagnostic potential vorticity that satisfies a stable upwinded advection equation through a Taylor-Galerkin scheme; this provides a mechanism for dissipating enstrophy at the gridscale whilst retaining optimal order consistency. We also use upwind discontinuous Galerkin schemes for the transport of layer depth. These transport schemes are incorporated into a semi-implicit formulation that is facilitated by a hybridisation method for solving the resulting mixed Helmholtz equation. We illustrate our discretisation with some standard rotating sphere test problems.Comment: accepted versio

Compatible finite element methods for numerical weather prediction

This article takes the form of a tutorial on the use of a particular class of mixed finite element methods, which can be thought of as the finite element extension of the C-grid staggered finite difference method. The class is often referred to as compatible finite elements, mimetic finite elements, discrete differential forms or finite element exterior calculus. We provide an elementary introduction in the case of the one-dimensional wave equation, before summarising recent results in applications to the rotating shallow water equations on the sphere, before taking an outlook towards applications in three-dimensional compressible dynamical cores.Comment: To appear in ECMWF Seminar proceedings 201