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"

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

Toward the assimilation of images

Abstract. The equations that govern geophysical fluids (namely atmosphere, ocean and rivers) are well known but their use for prediction requires the knowledge of the initial condition. In many practical cases, this initial condition is poorly known and the use of an imprecise initial guess is not sufficient to perform accurate forecasts because of the high sensitivity of these systems to small perturbations. As every situation is unique, the only additional information that can help to retrieve the initial condition are observations and statistics. The set of methods that combine these sources of heterogeneous information to construct such an initial condition are referred to as data assimilation. More and more images and sequences of images, of increasing resolution, are produced for scientific or technical studies. This is particularly true in the case of geophysical fluids that are permanently observed by remote sensors. However, the structured information contained in images or image sequences is not assimilated as regular observations: images are still (under-)utilized to produce qualitative analysis by experts. This paper deals with the quantitative assimilation of information provided in an image form into a numerical model of a dynamical system. We describe several possibilities for such assimilation and identify associated difficulties. Results from our ongoing research are used to illustrate the methods. The assimilation of image is a very general framework that can be transposed in several scientific domains

Recovering the observable part of the initial data of an infinite-dimensional linear system with skew-adjoint generator

We consider the problem of recovering the initial data (or initial state) of infinite-dimensional linear systems with unitary semigroups. It is well-known that this inverse problem is well posed if the system is exactly observable, but this assumption may be very restrictive in some applications. In this paper we are interested in systems which are not exactly observable, and in particular, where we cannot expect a full reconstruction. We propose to use the algorithm studied by Ramdani et al. in (Automatica 46:1616–1625, 2010) and prove that it always converges towards the observable part of the initial state. We give necessary and sufficient condition to have an exponential rate of convergence. Numerical simulations are presented to illustratethe theoretical results

On computation of the design function gradient for the sensor-location problem in variational data assimilation

The optimal sensor-location problem is considered in the framework of variational data assimilation for a large-scale dynamical model governed by partial differential equations. This problem is formulated as an optimization problem for the design function defined on the limited memory approximation of the inverse Hessian of the data assimilation cost function. The expression for the gradient of the design function with respect to the sensor-location coordinates is derived via the adjoint to the Hessian derivative. An efficient algorithm for the gradient evaluation suitable for large-scale applications is suggested. This algorithm exploits the special structure of the limited memory inverse Hessian defined by a small number of Ritz pairs obtained by the Lanczos method. If additional memory is allocated and certain data are stored during the computation of the Ritz pairs, no additional runs of the tangent linear model are required to evaluate the gradient. The accuracy of the gradients is checked in the numerical experiments. These gradients can be used for the gradient-based optimization of the design function within the chosen global optimization procedure

Origin error in estimation of 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. The optimal solution (analysis) error arises due to the errors of the input data (background and observation errors). For random and normally distributed input data errors, the optimal solution error covariance operator is approximated by the inverse Hessian of the auxiliary (linearized) data assimilation problem, which involves the tangent linear model constraints. The so-called 'origin error' occurs [5] in estimating the analysis error covariance. An exact equation is derived for the origin error, and algorithms to estimate this error for computing the variances are presented

Implicit treatment of model error using inflated observation-error covariance

International audienceData assimilation involving imperfect dynamical models is an important topic in meteorology, oceanography and other geophysical applications. In filtering methods, the model error is compensated for by inflation. In variational data assimilation, authors usually try to estimate it, which means that all uncertainty-loaded model inputs are included into the control vector. However, this approach suffers from implementation difficulties. In this paper we suggest an alternative method, motivated by the 'nuisance parameter' concept known in statistics. This method allows the model error to be treated implicitly by inflating the observation-error covariance. The equivalency theorem substantiating the method has here been proved. We also consider a case with a biased model error. In the corresponding mixed formulation, the spatially distributed mean error is included into the control vector, whereas the time-dependent fluctuations around the mean are subjected to the proposed implicit treatment. Numerical experiments for the 1D generalized Burgers' equation illustrate the presented theory. In these experiments the model error related to uncertainty in the advection coefficient has been considered

Adjoint to the Hessian derivative and 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. The optimal solution error is considered through the errors of input data (background and observation errors). The optimal solution error covariance operator is approximated by the inverse Hessian of the auxiliary (linearized) data assimilation problem, which involves the tangent linear model constraints. We show that the derivative of the inverse Hessian with respect to the exact solution may be treated as the measure of nonlinearity for analysis error covariances in variational data assimilation problems

On 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. The equation for the error of the optimal solution (analysis) is derived through the statistical errors of the input data (background and observation errors). The numerical algorithm is developed to construct the covariance operator of the analysis error using the covariance operators of the input errors. Numerical examples are presented