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Adaptive PBDW approach to state estimation: noisy observations; user-defined update spaces

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 Added by Tommaso Taddei
 Publication date 2017
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and research's language is English




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We provide a number of extensions and further interpretations of the Parameterized-Background Data-Weak (PBDW) formulation, a real-time and in-situ Data Assimilation (DA) framework for physical systems modeled by parametrized Partial Differential Equations (PDEs), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J Numer Meth Eng, 102(5), 933-965]. Given $M$ noisy measurements of the state, PBDW seeks an approximation of the form $u^{star} = z^{star} + eta^{star}$, where the emph{background} $z^{star}$ belongs to a $N$-dimensional emph{background space} informed by a parameterized mathematical model, and the emph{update} $eta^{star}$ belongs to a $M$-dimensional emph{update space} informed by the experimental observations. The contributions of the present work are threefold: first, we extend the adaptive formulation proposed in [T Taddei, M2AN, 51(5), 1827-1858] to general linear observation functionals, to effectively deal with noisy observations; second, we consider an user-defined choice of the update space, to improve convergence with respect to the number of measurements; third, we propose an emph{a priori} error analysis for general linear functionals in the presence of noise, to identify the different sources of state estimation error and ultimately motivate the adaptive procedure. We present results for two synthetic model problems in Acoustics, to illustrate the elements of the methodology and to prove its effectiveness. We further present results for a synthetic problem in Fluid Mechanics to demonstrate the applicability of the approach to vector-valued fields.

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We present an error analysis and further numerical investigations of the Parameterized-Background Data-Weak (PBDW) formulation to variational Data Assimilation (state estimation), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J Numer Meth Eng, 102(5), 933-965]. The PBDW algorithm is a state estimation method involving reduced models. It aims at approximating an unknown function $u^{rm true}$ living in a high-dimensional Hilbert space from $M$ measurement observations given in the form $y_m = ell_m(u^{rm true}),, m=1,dots,M$, where $ell_m$ are linear functionals. The method approximates $u^{rm true}$ with $hat{u} = hat{z} + hat{eta}$. The emph{background} $hat{z}$ belongs to an $N$-dimensional linear space $mathcal{Z}_N$ built from reduced modelling of a parameterized mathematical model, and the emph{update} $hat{eta}$ belongs to the space $mathcal{U}_M$ spanned by the Riesz representers of $(ell_1,dots, ell_M)$. When the measurements are noisy {--- i.e., $y_m = ell_m(u^{rm true})+epsilon_m$ with $epsilon_m$ being a noise term --- } the classical PBDW formulation is not robust in the sense that, if $N$ increases, the reconstruction accuracy degrades. In this paper, we propose to address this issue with an extension of the classical formulation, {which consists in} searching for the background $hat{z}$ either on the whole $mathcal{Z}_N$ in the noise-free case, or on a well-chosen subset $mathcal{K}_N subset mathcal{Z}_N$ in presence of noise. The restriction to $mathcal{K}_N$ makes the reconstruction be nonlinear and is the key to make the algorithm significantly more robust against noise. We {further} present an emph{a priori} error and stability analysis, and we illustrate the efficiency of the approach on several numerical examples.
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