Spectral diagonal ensemble Kalman filters

A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when the covariance itself is diagonal in the spectral basis, as is the case, e.g., for a second-order stationary random field and the Fourier basis. The method is extended by wavelets to the case when the state variables are random fields, which are not spatially homogeneous. Efficient implementations by the fast Fourier transform (FFT) and discrete wavelet transform (DWT) are presented for several types of observations, including high-dimensional data given on a part of the domain, such as radar and satellite images. Computational experiments confirm that the method performs well on the Lorenz 96 problem and the shallow water equations with very small ensembles and over multiple analysis cycles.Comment: 15 pages, 4 figure

Adaptive BDDC in Three Dimensions

The adaptive BDDC method is extended to the selection of face constraints in three dimensions. A new implementation of the BDDC method is presented based on a global formulation without an explicit coarse problem, with massive parallelism provided by a multifrontal solver. Constraints are implemented by a projection and sparsity of the projected operator is preserved by a generalized change of variables. The effectiveness of the method is illustrated on several engineering problems.Comment: 28 pages, 9 figures, 9 table

Experimental Design of a Prescribed Burn Instrumentation

Observational data collected during experiments, such as the planned Fire and Smoke Model Evaluation Experiment (FASMEE), are critical for progressing and transitioning coupled fire-atmosphere models like WRF-SFIRE and WRF-SFIRE-CHEM into operational use. Historical meteorological data, representing typical weather conditions for the anticipated burn locations and times, have been processed to initialize and run a set of simulations representing the planned experimental burns. Based on an analysis of these numerical simulations, this paper provides recommendations on the experimental setup that include the ignition procedures, size and duration of the burns, and optimal sensor placement. New techniques are developed to initialize coupled fire-atmosphere simulations with weather conditions typical of the planned burn locations and time of the year. Analysis of variation and sensitivity analysis of simulation design to model parameters by repeated Latin Hypercube Sampling are used to assess the locations of the sensors. The simulations provide the locations of the measurements that maximize the expected variation of the sensor outputs with the model parameters.Comment: 35 pages, 4 tables, 28 figure

Introduction to Infinite Dimensional Statistics and Applications

These notes started to educate ourselves and to collect some background for our future work, with the hope that perhaps they will be useful to others also. Many if not all results are more or less elementary or available in the literature, but we need to fill some holes (which are undoubtely statements so trivial that the authors we use do not consider them holes at all) or make straightforward extensions, and then we do the proofs in sufficient detail for reference. Topics include random fields and stochastic processes as random elements in Hilbert spaces, Karhunen-Lo\`{e}ve explansion and random orthonormal series, laws of large numbers, white noise, convergence of the Ensemble Kalman Filter (EnKF), and the ensemble Kalman Transform Filter (ETKF).Comment: 69 pages, 3 figures, 62 reference

Coupled atmosphere-wildland fire modeling with WRF-Fire

We describe the physical model, numerical algorithms, and software structure of WRF-Fire. WRF-Fire consists of a fire-spread model, implemented by the level-set method, coupled with the Weather Research and Forecasting model. In every time step, the fire model inputs the surface wind, which drives the fire, and outputs the heat flux from the fire into the atmosphere, which in turn influences the atmosphere. The level-set method allows submesh representation of the burning region and flexible implementation of various ignition modes. WRF-Fire is distributed as a part of WRF and it uses the WRF parallel infrastructure for parallel computing.Comment: Version 3.3, 41 pages, 2 tables, 12 figures. As published in Discussions, under review for Geoscientific Model Developmen