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Register a new userAccuracy controlled data assimilation for parabolic problems
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Added by
Jan Westerdiep
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain under consideration. Unlike previous approaches to this and related problems our starting point is a regularized least squares formulation in a continuous infinite-dimensional setting that is based on stable variational time-space formulations of the parabolic PDE. This allows us to derive a priori as well as a posteriori error bounds for the recovered states with respect to a certain reference solution. In these bounds the regularization parameter is disentangled from the underlying discretization. An important ingredient for the derivation of a posteriori bounds is the construction of suitable Fortin operators which allow us to control oscillation errors stemming from the discretization of dual norms. Moreover, the variational framework allows us to contrive preconditioners for the discrete problems whose application can be performed in linear time, and for which the condition numbers of the preconditioned systems are uniformly proportional to that of the regularized continuous problem. In particular, we provide suitable stopping criteria for the iterative solvers based on the a posteriori error bounds. The presented numerical experiments quantify the theoretical findings and demonstrate the performance of the numerical scheme in relation with the underlying discretization and regularization.
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In this paper, we present a numerical verification method of solutions for nonlinear parabolic initial boundary value problems. Decomposing the problem into a nonlinear part and an initial value part, we apply Nakaos projection method, which is based on the full-discrete finite element method with constructive error estimates, to the nonlinear part and use the theoretical analysis for the heat equation to the initial value part, respectively. We show some verified examples for solutions of nonlinear problems from initial value to the neighborhood of the stationary solutions, which confirm us the actual effectiveness of our method.
The existence and uniqueness of weak solutions to dynamical low-rank evolution problems for parabolic partial differential equations in two spatial dimensions is shown, covering also non-diagonal diffusion in the elliptic part. The proof is based on a variational time-stepping scheme on the low-rank manifold. Moreover, this scheme is shown to be closely related to practical methods for computing such low-rank evolutions.
Data assisted reconstruction algorithms, incorporating trained neural networks, are a novel paradigm for solving inverse problems. One approach is to first apply a classical reconstruction method and then apply a neural network to improve its solution. Empirical evidence shows that such two-step methods provide high-quality reconstructions, but they lack a convergence analysis. In this paper we formalize the use of such two-step approaches with classical regularization theory. We propose data-consistent neural networks that we combine with classical regularization methods. This yields a data-driven regularization method for which we provide a full convergence analysis with respect to noise. Numerical simulations show that compared to standard two-step deep learning methods, our approach provides better stability with respect to structural changes in the test set, while performing similarly on test data similar to the training set. Our method provides a stable solution of inverse problems that exploits both the known nonlinear forward model as well as the desired solution manifold from data.
Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices (inverse error covariance matrices) used in the assimilation may be full matrices rather than diagonal. Thus, the computation of matrix-vector products in the variational minimization problem may be very time-consuming, particularly if the parallel computation of the matrix-vector product requires a high degree of communication between processing elements. Hence, we introduce a well-known numerical approximation method, called the fast multipole method (FMM), to speed up the matrix-vector multiplications in data assimilation. We explore a particular type of FMM that uses a singular value decomposition (SVD-FMM) and adjust it to suit our new application in data assimilation. By approximating a large part of the computation of the matrix-vector product, the SVD-FMM technique greatly reduces the computational complexity compared with the standard approach. We develop a novel possible parallelization scheme of the SVD-FMM for our application, which can reduce the communication costs. We investigate the accuracy of the SVD-FMM technique in several numerical experiments: we first assess the accuracy using covariance matrices that are created using different correlation functions and lengthscales; then investigate the impact of reconditioning the covariance matrices on the accuracy; and finally examine the feasibility of the technique in the presence of missing observations. We also provide theoretical explanations for some numerical results. Our results show that the SVD-FMM technique has potential as an efficient technique for assimilation of a large volume of observational data within a short time interval.
We study a continuous data assimilation (CDA) algorithm for a velocity-vorticity formulation of the 2D Navier-Stokes equations in two cases: nudging applied to the velocity and vorticity, and nudging applied to the velocity only. We prove that under a typical finite element spatial discretization and backward Euler temporal discretization, application of CDA preserves the unconditional long-time stability property of the velocity-vorticity method and provides optimal long-time accuracy. These properties hold if nudging is applied only to the velocity, and if nudging is also applied to the vorticity then the optimal long-time accuracy is achieved more rapidly in time. Numerical tests illustrate the theory, and show its effectiveness on an application problem of channel flow past a flat plate.
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