On Variational Ensemble Kalman Filtering

The Extended Kalman Filter (EKF) and four dimensional assimilation variational method (4D-VAR) are both advanced data assimilation methods. The EKF is impractical in large scale problems and 4D-VAR needs much effort in building the adjoint model. In this work we have formulated a data assimilation method that will tackle the above difficulties. The method will be later called the Variational Ensemble Kalman Filter (VEnKF). The method has been tested with the Lorenz95 model. Data has been simulated from the solution of the Lorenz95 equation with normally distributed noise. Two experiments have been conducted, first with full observations and the other one with partial observations. In each experiment we assimilate data with three-hour and six-hour time windows. Different ensemble sizes have been tested to examine the method. There is no strong difference between the results shown by the two time windows in either experiment. Experiment I gave similar results for all ensemble sizes tested while in experiment II, higher ensembles produce better results. In experiment I, a small ensemble size was enough to produce nice results while in experiment II the size had to be larger. Computational speed is not as good as we would want. The use of the Limited memory BFGS method instead of the current BFGS method might improve this. The method has proven succesful. Even if, it is unable to match the quality of analyses of EKF, it attains significant skill in forecasts ensuing from the analysis it has produced. It has two advantages over EKF; VEnKF does not require an adjoint model and it can be easily parallelized.

Quasiconformal mappings and inequalities involving special functions

This PhD thesis in Mathematics belongs to the field of Geometric Function Theory. The thesis consists of four original papers. The topic studied deals with quasiconformal mappings and their distortion theory in Euclidean n-dimensional spaces. This theory has its roots in the pioneering papers of F. W. Gehring and J. Väisälä published in the early 1960’s and it has been studied by many mathematicians thereafter. In the first paper we refine the known bounds for the so-called Mori constant and also estimate the distortion in the hyperbolic metric. The second paper deals with radial functions which are simple examples of quasiconformal mappings. These radial functions lead us to the study of the so-called p-angular distance which has been studied recently e.g. by L. Maligranda and S. Dragomir. In the third paper we study a class of functions of a real variable studied by P. Lindqvist in an influential paper. This leads one to study parametrized analogues of classical trigonometric and hyperbolic functions which for the parameter value p = 2 coincide with the classical functions. Gaussian hypergeometric functions have an important role in the study of these special functions. Several new inequalities and identities involving p-analogues of these functions are also given. In the fourth paper we study the generalized complete elliptic integrals, modular functions and some related functions. We find the upper and lower bounds of these functions, and those bounds are given in a simple form. This theory has a long history which goes back two centuries and includes names such as A. M. Legendre, C. Jacobi, C. F. Gauss. Modular functions also occur in the study of quasiconformal mappings. Conformal invariants, such as the modulus of a curve family, are often applied in quasiconformal mapping theory. The invariants can be sometimes expressed in terms of special conformal mappings. This fact explains why special functions often occur in this theory.

Variational Ensemble Kalman Filtering in Hydrology

The current thesis manuscript studies the suitability of a recent data assimilation method, the Variational Ensemble Kalman Filter (VEnKF), to real-life fluid dynamic problems in hydrology. VEnKF combines a variational formulation of the data assimilation problem based on minimizing an energy functional with an Ensemble Kalman filter approximation to the Hessian matrix that also serves as an approximation to the inverse of the error covariance matrix. One of the significant features of VEnKF is the very frequent re-sampling of the ensemble: resampling is done at every observation step. This unusual feature is further exacerbated by observation interpolation that is seen beneficial for numerical stability. In this case the ensemble is resampled every time step of the numerical model. VEnKF is implemented in several configurations to data from a real laboratory-scale dam break problem modelled with the shallow water equations. It is also tried in a two-layer Quasi- Geostrophic atmospheric flow problem. In both cases VEnKF proves to be an efficient and accurate data assimilation method that renders the analysis more realistic than the numerical model alone. It also proves to be robust against filter instability by its adaptive nature.

Variational ensemble Kalman filtering applied to data assimilation problems in computational fluid dynamics

One challenge on data assimilation (DA) methods is how the error covariance for the model state is computed. Ensemble methods have been proposed for producing error covariance estimates, as error is propagated in time using the non-linear model. Variational methods, on the other hand, use the concepts of control theory, whereby the state estimate is optimized from both the background and the measurements. Numerical optimization schemes are applied which solve the problem of memory storage and huge matrix inversion needed by classical Kalman filter methods. Variational Ensemble Kalman filter (VEnKF), as a method inspired the Variational Kalman Filter (VKF), enjoys the benefits from both ensemble methods and variational methods. It avoids filter inbreeding problems which emerge when the ensemble spread underestimates the true error covariance. In VEnKF this is tackled by resampling the ensemble every time measurements are available. One advantage of VEnKF over VKF is that it needs neither tangent linear code nor adjoint code. In this thesis, VEnKF has been applied to a two-dimensional shallow water model simulating a dam-break experiment. The model is a public code with water height measurements recorded in seven stations along the 21:2 m long 1:4 m wide flume’s mid-line. Because the data were too sparse to assimilate the 30 171 model state vector, we chose to interpolate the data both in time and in space. The results of the assimilation were compared with that of a pure simulation. We have found that the results revealed by the VEnKF were more realistic, without numerical artifacts present in the pure simulation. Creating a wrapper code for a model and DA scheme might be challenging, especially when the two were designed independently or are poorly documented. In this thesis we have presented a non-intrusive approach of coupling the model and a DA scheme. An external program is used to send and receive information between the model and DA procedure using files. The advantage of this method is that the model code changes needed are minimal, only a few lines which facilitate input and output. Apart from being simple to coupling, the approach can be employed even if the two were written in different programming languages, because the communication is not through code. The non-intrusive approach is made to accommodate parallel computing by just telling the control program to wait until all the processes have ended before the DA procedure is invoked. It is worth mentioning the overhead increase caused by the approach, as at every assimilation cycle both the model and the DA procedure have to be initialized. Nonetheless, the method can be an ideal approach for a benchmark platform in testing DA methods. The non-intrusive VEnKF has been applied to a multi-purpose hydrodynamic model COHERENS to assimilate Total Suspended Matter (TSM) in lake Säkylän Pyhäjärvi. The lake has an area of 154 km2 with an average depth of 5:4 m. Turbidity and chlorophyll-a concentrations from MERIS satellite images for 7 days between May 16 and July 6 2009 were available. The effect of the organic matter has been computationally eliminated to obtain TSM data. Because of computational demands from both COHERENS and VEnKF, we have chosen to use 1 km grid resolution. The results of the VEnKF have been compared with the measurements recorded at an automatic station located at the North-Western part of the lake. However, due to TSM data sparsity in both time and space, it could not be well matched. The use of multiple automatic stations with real time data is important to elude the time sparsity problem. With DA, this will help in better understanding the environmental hazard variables for instance. We have found that using a very high ensemble size does not necessarily improve the results, because there is a limit whereby additional ensemble members add very little to the performance. Successful implementation of the non-intrusive VEnKF and the ensemble size limit for performance leads to an emerging area of Reduced Order Modeling (ROM). To save computational resources, running full-blown model in ROM is avoided. When the ROM is applied with the non-intrusive DA approach, it might result in a cheaper algorithm that will relax computation challenges existing in the field of modelling and DA.