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Register a new userComparison between Local Ensemble Transform Kalman Filter and PSAS in the NASA finite volume GCM: perfect model experiments
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This paper explores the potential of Local Ensemble Transform Kalman Filter (LETKF) by comparing the performance of LETKF with an operational 3D-Var assimilation system, Physical-Space Statistical Analysis System (PSAS), under a perfect model scenario. The comparison is carried out on the finite volume Global Circulation Model (fvGCM) with 72 grid points zonally, 46 grid points meridionally and 55 vertical levels. With only forty ensemble members, LETKF obtains an analysis and forecasts with lower RMS errors than those from PSAS. The performance of LETKF is further improved, especially over the oceans, by assimilating simulated temperature observations from rawinsondes and conventional surface pressure observations instead of geopotential heights. An initial decrease of the forecast errors in the NH observed in PSAS but not in LETKF suggests that the PSAS analysis is less balanced. The observed advantage of LETKF over PSAS is due to the ability of the forty-member ensemble from LETKF to capture flow-dependent errors and thus create a good estimate of the true background uncertainty. Furthermore, localization makes LETKF highly parallel and efficient, requiring only 5 minutes per analysis in a cluster of 20 PCs with forty ensemble members.
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We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and allows to recover a highly oscillatory tensor from measurements of the multiscale solution in a computationally inexpensive manner. The properties of the approximate solution are analysed with respect to the multiscale and discretization parameters, and a convergence result is shown to hold. A reinterpretation of the solution from a Bayesian perspective is provided, and convergence of the approximate conditional posterior distribution is proved with respect to the Wasserstein distance. A numerical experiment validates our methodology, with a particular emphasis on modelling error and computational cost.
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This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities in the hierarchy of models represent control variates for the uncertainty in finer fidelities. Small ensembles of high fidelity model runs are complemented by larger ensembles of cheaper, lower fidelity runs, to obtain much improved analyses at only small additional computational costs. We investigate the use of reduced order models as coarse fidelity control variates in the MFEnKF, and provide analyses to quantify the improvements over the traditional ensemble Kalman filters. We apply these ideas to perform data assimilation with a quasi-geostrophic test problem, using direct numerical simulation and a corresponding POD-Galerkin reduced order model. Numerical results show that the two-fidelity MFEnKF provides better analyses than existing EnKF algorithms at comparable or reduced computational costs.
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