Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions

In this paper, we focus on parameter estimation for an elliptic inverse problem. We consider a 2D steady-state single- phase Darcy flow model, where permeability and boundary conditions are uncertain. Permeability is parameterized by the Karhunen-Loeve expansion and thus assumed to be Gaussian distributed. We employ two ensemble-based data assimilation methods: ensemble Kalman filter and ensemble transf

Parameter estimation for subsurface flow using ensemble data assimilation

Over the years, different data assimilation methods have been implemented to acquire improved estimations of model parameters by adjusting the uncertain parameter values in such a way that the mathematical model approximates the observed data as closely and consistently as possible. However, most of these methods are developed on the assumption of Gaussianity, e.g. Ensemble Kalman Filters, whic

Statistical relevance of vorticity conservation with the Hamiltonian particle-mesh method

We conduct long-time simulations with a Hamiltonian particle-mesh method for ideal fluid flow, to determine the statistical mean vorticity field of the discretization. Lagrangian and Eulerian statistical models are proposed for the discrete dynamics, and these are compared against numerical experiments. The observed results are in excellent agreement with the theoretical models, as well as with the continuum statistical mechanical theory for ideal fluid flow developed by Ellis et al. (2002). In particular the results verify that the apparently trivial conservation of potential vorticity along particle paths within the HPM method significantly influences the mean state. As a side note, the numerical experiments show that a nonzero fourth moment of potential vorticity can influence the statistical mean

Accounting for model error in Tempered Ensemble Transform Particle Filter and its application to non-additive model error

In this paper, we trivially extend Tempered (Localized) Ensemble Transform Particle Filter—T(L)ETPF—to account for model error. We examine T(L)ETPF performance for non-additive model error in a low-dimensional and a high-dimensional test problem. The former one is a nonlinear toy model, where uncertain parameters are non-Gaussian distributed but model error is Gaussian distributed. The latter one is

Statistical mechanics of Arakawa`s discretizations

The results of statistical analysis of simulation data obtained from long-time integrations of geophysical fluid models greatly depend on the conservation properties of the numerical discretization chosen. Statistical mechanical theories are constructed for three discretizations of the quasi-geostrophic model due to Arakawa (1966), each having different conservation properties. It is shown that the three statistical theories accurately explain the differences observed in statistics derived from the discretizations. The effect of the time discretization is also considered, and it is shown that projection is insufficient if the underlying spatial discretization is not conservative

Impact of the initialisation on the predictability of the Southern Ocean sea ice at interannual to multi-decadal timescales

In this study, we assess systematically the impact of different initialisation procedures on the predictability of the sea ice in the Southern Ocean. These initialisation strategies are based on three data assimilation methods: the nudging, the particle filter with sequential importance resampling and the nudging proposal particle filter. An Earth system model of intermediate complexity is used to perform hindcast simulations in a perfect model approach. The predictability of the Antarctic sea ice at interannual to multi-decadal timescales is estimated through two aspects: the spread of the hindcast ensemble, indicating the uncertainty of the ensemble, and the correlation between the ensemble mean and the pseudo-observations, used to assess the accuracy of the prediction. Our results show that at decadal timescales more sophisticated data assimilation methods as well as denser pseudo-observations used to initialise the hindcasts decrease the spread of the ensemble. However, our experiments did not clearly demonstrate that one of the initialisation methods systematically provides with a more accurate prediction of the sea ice in the Southern Ocean than the others. Overall, the predictability at interannual timescales is limited to 3 years ahead at most. At multi-decadal timescales, the trends in sea ice extent computed over the time period just after the initialisation are clearly better correlated between the hindcasts and the pseudo-observations if the initialisation takes into account the pseudo-observations. The correlation reaches values larger than 0.5 in winter. This high correlation has likely its origin in the slow evolution of the ocean ensured by its strong thermal inertia, showing the importance of the quality of the initialisation below the sea ice

Regularized shadowing-based data assimilation method for imperfect models and its comparison to the weak constraint 4DVar method

We consider a data assimilation problem for imperfect models. We propose a novel shadowing-based data assimilation method that takes model error into account following the Levenberg-Marquardt regularization approach. We illuminate how the proposed shadowing-based method is related to the weak constraint 4DVar method both analytically and numerically. We demonstrate that the shadowing-based method respects the distribution of the data mismatch, while the weak constraint 4DVar does not, which becomes even more pronou

Transform-based particle filtering for elliptic Bayesian inverse problems

We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider two parametrizations of hydraulic conductivity: by Gaussian random field, and by a set of scalar (non-)Gaussian distributed parameters and Gaussian random fields. We show that for scalar parameters optimal transport based SMC performs comparably to monomial based SMC but for Gaussian high- dimensional random fields optimal transport based SMC outperforms monomial based SMC. When comparing to ensemble Kalman inversion with mutation (EKI), we observe that for Gaussian random fields, optimal transport based SMC gives comparable or worse performance than EKI depending on the complexity of the parametrization. For non-Gaussian distributed parameters optimal transport based SMC outperforms EKI

Shadowing-based data assimilation method for partially observed models

In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Syst., 17 (2018), pp. 2446-2477] to take partial observations into account. Our method is based on a regularized Gauss-Newton method. We prove local convergence to the solution manifold and provide a lower bound on the algorithmic time step. We use numerical experiments with the Lorenz 63 and Lorenz 96 models to illustrate convergence of the algorithm and show that the results compare favorably with a variational technique --- weak-constraint four-dimensional variational method --- and a shadowing technique-pseudo-orbit data assimilation. Numerical experiments show that a preconditioner chosen based on a cost function allows the algorithm to find an orbit of the dynamical system in the vicinity of the true solution

Numerical simulation of roll waves in pipelines using the two-fluid model

A finite volume discretization of the incompressible two-fluid model in four-equation form is proposed for simulating roll waves appearing in multiphase pipelines. The new formulation has two important advantages compared to existing roll wave simulators: (i) it is conservative by construction, meaning that the correct shock magnitude is obtained at the hydraulic jump, and (ii) it can be more easily extended with additional physics (e.g. Compressibility, axial diffusion, surface tension), without rederiving the model equations. A simple, robust, first-order upwind discretization of the four-equation model is able to capture the roll wave profiles, although a fine grid is needed to achieve converged results. The four-equation model leads to new roll wave solutions that differ from existing analytical and numerical results. Our solutions are believed to be physically more correct because the shock relations satisfy physically conserved quantities