On analysis error covariances in variational data assimilation

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition function (analysis). The equation for the analysis error is derived through the errors of the input data (background and observation errors). This equation is used to show that in a nonlinear case the analysis error covariance operator can be approximated by the inverse Hessian of an auxiliary data assimilation problem which involves the tangent linear model constraints. The inverse Hessian is constructed by the quasi-Newton BFGS algorithm when solving the auxiliary data assimilation problem. A fully nonlinear ensemble procedure is developed to verify the accuracy of the proposed algorithm. Numerical examples are presented

Optimal solution error covariance in highly nonlinear problems of variational data assimilation

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem (see, e.g.[1]) to find the initial condition, boundary conditions or model parameters. The input data contain observation and background errors, hence there is an error in the optimal solution. For mildly nonlinear dynamics, the covariance matrix of the optimal solution error can be approximated by the inverse Hessian of the cost functional of an auxiliary data assimilation problem ([2], [3]). The relationship between the optimal solution error covariance matrix and the Hessian of the auxiliary control problem is discussed for different degrees of validity of the tangent linear hypothesis. For problems with strongly nonlinear dynamics a new statistical method based on computation of a sample of inverse Hessians is suggested. This method relies on the efficient computation of the inverse Hessian by means of iterative methods (Lanczos and quasi-Newton BFGS) with preconditioning. The method allows us to get a sensible approximation of the posterior covariance matrix with a small sample size. Numerical examples are presented for the model governed by Burgers equation with a nonlinear viscous term. The first author acknowledges the funding through the project 09-01-00284 of the Russian Foundation for Basic Research, and the FCP program "Kadry"

Sensitivity analysis and parameter estimation for distributed hydrological modeling: potential of variational methods

Variational methods are widely used for the analysis and control of computationally intensive spatially distributed systems. In particular, the adjoint state method enables a very efficient calculation of the derivatives of an objective function (response function to be analysed or cost function to be optimised) with respect to model inputs. In this contribution, it is shown that the potential of variational methods for distributed catchment scale hydrology should be considered. A distributed flash flood model, coupling kinematic wave overland flow and Green Ampt infiltration, is applied to a small catchment of the Thoré basin and used as a relatively simple (synthetic observations) but didactic application case. It is shown that forward and adjoint sensitivity analysis provide a local but extensive insight on the relation between the assigned model parameters and the simulated hydrological response. Spatially distributed parameter sensitivities can be obtained for a very modest calculation effort (~6 times the computing time of a single model run) and the singular value decomposition (SVD) of the Jacobian matrix provides an interesting perspective for the analysis of the rainfall-runoff relation. For the estimation of model parameters, adjoint-based derivatives were found exceedingly efficient in driving a bound-constrained quasi-Newton algorithm. The reference parameter set is retrieved independently from the optimization initial condition when the very common dimension reduction strategy (i.e. scalar multipliers) is adopted. Furthermore, the sensitivity analysis results suggest that most of the variability in this high-dimensional parameter space can be captured with a few orthogonal directions. A parametrization based on the SVD leading singular vectors was found very promising but should be combined with another regularization strategy in order to prevent overfitting

On deterministic error analysis in variational data assimilation

International audienceThe problem of variational data assimilation for a nonlinear evolution model is considered to identify the initial condition. The equation for the error of the optimal initial-value function through the errors of the input data is derived, based on the Hessian of the misfit functional and the second order adjoint techniques. The fundamental control functions are introduced to be used for error analysis. The sensitivity of the optimal solution to the input data (observation and model errors, background errors) is studied using the singular vectors of the specific response operators in the error equation. The relation between "quality of the model" and "quality of the prediction" via data assimilation is discussed

On optimal solution error covariances in variational data assimilation problems

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find unknown parameters such as distributed model coefficients or boundary conditions. The equation for the optimal solution error is derived through the errors of the input data (background and observation errors), and the optimal solution error covariance operator through the input data error covariance operators, respectively. The quasi-Newton BFGS algorithm is adapted to construct the covariance matrix of the optimal solution error using the inverse Hessian of an auxiliary data assimilation problem based on the tangent linear model constraints. Preconditioning is applied to reduce the number of iterations required by the BFGS algorithm to build a quasi-Newton approximation of the inverse Hessian. Numerical examples are presented for the one-dimensional convection-diffusion model

Homology cylinders and the acyclic closure of a free group

We give a Dehn-Nielsen type theorem for the homology cobordism group of homology cylinders by considering its action on the acyclic closure, which was defined by Levine, of a free group. Then we construct an additive invariant of those homology cylinders which act on the acyclic closure trivially. We also describe some tools to study the automorphism group of the acyclic closure of a free group generalizing those for the automorphism group of a free group or the homology cobordism group of homology cylinders.Comment: This is the version published by Algebraic & Geometric Topology on 7 April 200

The Magnus representation and higher-order Alexander invariants for homology cobordisms of surfaces

The set of homology cobordisms from a surface to itself with markings of their boundaries has a natural monoid structure. To investigate the structure of this monoid, we define and study its Magnus representation and Reidemeister torsion invariants by generalizing Kirk-Livingston-Wang's argument over the Gassner representation of string links. Moreover, by applying Cochran and Harvey's framework of higher-order (non-commutative) Alexander invariants to them, we extract several pieces of information about the monoid and related objects.Comment: 28 pages. The whole paper has been rewritten, and the title has been change

Variational data assimilation for 2D fluvial hydraulics simulations

International audienceA numerical method for model parameters identification is presented for a river model based on a finite volume discretization of the bidimensional shallow water equations. We use variational data assimilation to combine optimally physical information from the model and observation data of the physical system in order to identify the value of model inputs that correspond to a numerical simulation which is consistent with reality. Two numerical examples demonstrate the efficiency of the method for the identification of the inlet discharge and the bed elevation. An application to real data on the Pearl River for the identification of boundary conditions is presented