Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.

Integration of a 3D Variational data assimilation scheme with a coastal area morphodynamic model of Morecambe Bay

This paper describes the implementation of a 3D variational (3D-Var) data assimilation scheme for a morphodynamic model applied to Morecambe Bay, UK. A simple decoupled hydrodynamic and sediment transport model is combined with a data assimilation scheme to investigate the ability of such methods to improve the accuracy of the predicted bathymetry. The inverse forecast error covariance matrix is modelled using a Laplacian approximation which is calibrated for the length scale parameter required. Calibration is also performed for the Soulsby-van Rijn sediment transport equations. The data used for assimilation purposes comprises waterlines derived from SAR imagery covering the entire period of the model run, and swath bathymetry data collected by a ship-borne survey for one date towards the end of the model run. A LiDAR survey of the entire bay carried out in November 2005 is used for validation purposes. The comparison of the predictive ability of the model alone with the model-forecast-assimilation system demonstrates that using data assimilation significantly improves the forecast skill. An investigation of the assimilation of the swath bathymetry as well as the waterlines demonstrates that the overall improvement is initially large, but decreases over time as the bathymetry evolves away from that observed by the survey. The result of combining the calibration runs into a pseudo-ensemble provides a higher skill score than for a single optimized model run. A brief comparison of the Optimal Interpolation assimilation method with the 3D-Var method shows that the two schemes give similar results.

Controlling the computational modes of the arbitrarily structured C-grid

The arbitrarily structured C-grid, TRiSK (Thuburn, Ringler, Skamarock and Klemp, 2009, 2010) is being used in the ``Model for Prediction Across Scales'' (MPAS) and is being considered by the UK Met Office for their next dynamical core. However the hexagonal C-grid supports a branch of spurious Rossby modes which lead to erroneous grid-scale oscillations of potential vorticity (PV). It is shown how these modes can be harmlessly controlled by using upwind-biased interpolation schemes for PV. A number of existing advection schemes for PV are tested, including that used in MPAS, and none are found to give adequate results for all grids and all cases. Therefore a new scheme is proposed; continuous, linear-upwind stabilised transport (CLUST), a blend between centred and linear-upwind with the blend dependent on the flow direction with respect to the cell edge. A diagnostic of grid-scale oscillations is proposed which gives further discrimination between schemes than using potential enstrophy alone and indeed some schemes are found to destroy potential enstrophy while grid-scale oscillations grow. CLUST performs well on hexagonal-icosahedral grids and unrotated skipped latitude-longitude grids of the sphere for various shallow water test cases. Despite the computational modes, the hexagonal icosahedral grid performs well since these modes are easy and harmless to filter. As a result TRiSK appears to perform better than a spectral shallow water model.

Evaluating raw ensembles with the continuous ranked probability score

The continuous ranked probability score (CRPS) is a frequently used scoring rule. In contrast with many other scoring rules, the CRPS evaluates cumulative distribution functions. An ensemble of forecasts can easily be converted into a piecewise constant cumulative distribution function with steps at the ensemble members. This renders the CRPS a convenient scoring rule for the evaluation of ‘raw’ ensembles, obviating the need for sophisticated ensemble model output statistics or dressing methods prior to evaluation. In this article, a relation between the CRPS score and the quantile score is established. The evaluation of ‘raw’ ensembles using the CRPS is discussed in this light. It is shown that latent in this evaluation is an interpretation of the ensemble as quantiles but with non-uniform levels. This needs to be taken into account if the ensemble is evaluated further, for example with rank histograms.

Drag produced by trapped lee waves and propagating mountain waves in a two-layer atmosphere

The surface drag force produced by trapped lee waves and upward propagating waves in non-hydrostatic stratified flow over a mountain ridge is explicitly calculated using linear theory for a two-layer atmosphere with piecewise-constant static stability and wind speed profiles. The behaviour of the drag normalized by its hydrostatic single-layer reference value is investigated as a function of the ratio of the Scorer parameters in the two layers l_2/l_1 and of the corresponding dimensionless interface height l_1 H, for selected values of the dimensionless ridge width l_1 a and ratio of wind speeds in the two layers. When l_2/l_1 → 1, the propagating wave drag approaches 1 in approximately hydrostatic conditions, and the trapped lee wave drag vanishes. As l_2/l_1 decreases, the propagating wave drag progressively displays an oscillatory behaviour with l_1 H, with maxima of increasing magnitude due to constructive interference of reflected waves in the lower layer. The trapped lee wave drag shows localized maxima associated with each resonant trapped lee wave mode, occurring for small l_2/l_1 and slightly higher values of l_1 H than the propagating wave drag maxima. As l1a decreases, i.e. the flow becomes more non-hydrostatic, the propagating wave drag decreases and the regions of non-zero trapped lee wave drag extend to higher l_2/l_1. These results are confirmed by numerical simulations for l_2/l_1 = 0.2. In parameter ranges of meteorological relevance, the trapped lee wave drag may have a magnitude comparable to that of propagating wave drag, and be larger than the reference single-layer drag. This may have implications for drag parametrization in global climate and weather-prediction models.

On the determination of atmospheric water vapor from GPS measurements

Surface-based GPS measurements of zenith path delay (ZPD) can be used to derive vertically integrated water vapor (IWV) of the atmosphere. ZPD data are collected in a global network presently consisting of 160 stations as part of the International GPS Service. In the present study, ZPD data from this network are converted into IWV using observed surface pressure and mean atmospheric water vapor column temperature obtained from the European Centre for Medium-Range Weather Forecasts' (ECMWF) operational analyses (OA). For the 4 months of January/July 2000/2001, the GPS-derived IWV values are compared to the IWV from the ECMWF OA, with a special focus on the monthly averaged difference (bias) and the standard deviation of daily differences. This comparison shows that the GPS-derived IWV values are well suited for the validation of OA of IWV. For most GPS stations, the IWV data agree quite well with the analyzed data indicating that they are both correct at these locations. Larger differences for individual days are interpreted as errors in the analyses. A dry bias in the winter is found over central United States, Canada, and central Siberia, suggesting a systematic analysis error. Larger differences were mainly found in mountain areas. These were related to representation problems and interpolation difficulties between model height and station height. In addition, the IWV comparison can be used to identify errors or problems in the observations of ZPD. This includes errors in the data itself, e.g., erroneous outlier in the measured time series, as well as systematic errors that affect all IWV values at a specific station. Such stations were excluded from the intercomparison. Finally, long-term requirements for a GPS-based water vapor monitoring system are discussed.

On the use of a time sequence of surface pressures in four-dimensional data assimilation

The possibility of using a time sequence of surface pressure observations in four-dimensional data assimilation is being investigated. It is shown that a linear multilevel quasi-geostrophic model can be updated successfully with surface data alone, provided the number of time levels are at least as many as the number of vertical levels. It is further demonstrated that current statistical analysis procedures are very inefficient to assimilate surface observations, and it is shown by numerical experiments that the vertical interpolation must be carried out using the structure of the most dominating baroclinic mode in order to obtain a satisfactory updating. Different possible ways towards finding a practical solution are being discussed.

An experiment in the Assimilation of Data in Dynamical Analysis

A system for continuous data assimilation is presented and discussed. To simulate the dynamical development a channel version of a balanced barotropic model is used and geopotential (height) data are assimilated into the models computations as data become available. In the first experiment the updating is performed every 24th, 12th and 6th hours with a given network. The stations are distributed at random in 4 groups in order to simulate 4 areas with different density of stations. Optimum interpolation is performed for the difference between the forecast and the valid observations. The RMS-error of the analyses is reduced in time, and the error being smaller the more frequent the updating is performed. The updating every 6th hour yields an error in the analysis less than the RMS-error of the observation. In a second experiment the updating is performed by data from a moving satellite with a side-scan capability of about 15°. If the satellite data are analysed at every time step before they are introduced into the system the error of the analysis is reduced to a value below the RMS-error of the observation already after 24 hours and yields as a whole a better result than updating from a fixed network. If the satellite data are introduced without any modification the error of the analysis is reduced much slower and it takes about 4 days to reach a comparable result to the one where the data have been analysed.

Impact of long-range correlations on trend detection in total ozone

Total ozone trends are typically studied using linear regression models that assume a first-order autoregression of the residuals [so-called AR(1) models]. We consider total ozone time series over 60°S–60°N from 1979 to 2005 and show that most latitude bands exhibit long-range correlated (LRC) behavior, meaning that ozone autocorrelation functions decay by a power law rather than exponentially as in AR(1). At such latitudes the uncertainties of total ozone trends are greater than those obtained from AR(1) models and the expected time required to detect ozone recovery correspondingly longer. We find no evidence of LRC behavior in southern middle-and high-subpolar latitudes (45°–60°S), where the long-term ozone decline attributable to anthropogenic chlorine is the greatest. We thus confirm an earlier prediction based on an AR(1) analysis that this region (especially the highest latitudes, and especially the South Atlantic) is the optimal location for the detection of ozone recovery, with a statistically significant ozone increase attributable to chlorine likely to be detectable by the end of the next decade. In northern middle and high latitudes, on the other hand, there is clear evidence of LRC behavior. This increases the uncertainties on the long-term trend attributable to anthropogenic chlorine by about a factor of 1.5 and lengthens the expected time to detect ozone recovery by a similar amount (from ∼2030 to ∼2045). If the long-term changes in ozone are instead fit by a piecewise-linear trend rather than by stratospheric chlorine loading, then the strong decrease of northern middle- and high-latitude ozone during the first half of the 1990s and its subsequent increase in the second half of the 1990s projects more strongly on the trend and makes a smaller contribution to the noise. This both increases the trend and weakens the LRC behavior at these latitudes, to the extent that ozone recovery (according to this model, and in the sense of a statistically significant ozone increase) is already on the verge of being detected. The implications of this rather controversial interpretation are discussed.

Problems in four-dimensional data assimilation

With the introduction of new observing systems based on asynoptic observations, the analysis problem has changed in character. In the near future we may expect that a considerable part of meteorological observations will be unevenly distributed in four dimensions, i.e. three dimensions in space and one in time. The term analysis, or objective analysis in meteorology, means the process of interpolating observed meteorological observations from unevenly distributed locations to a network of regularly spaced grid points. Necessitated by the requirement of numerical weather prediction models to solve the governing finite difference equations on such a grid lattice, the objective analysis is a three-dimensional (or mostly two-dimensional) interpolation technique. As a consequence of the structure of the conventional synoptic network with separated data-sparse and data-dense areas, four-dimensional analysis has in fact been intensively used for many years. Weather services have thus based their analysis not only on synoptic data at the time of the analysis and climatology, but also on the fields predicted from the previous observation hour and valid at the time of the analysis. The inclusion of the time dimension in objective analysis will be called four-dimensional data assimilation. From one point of view it seems possible to apply the conventional technique on the new data sources by simply reducing the time interval in the analysis-forecasting cycle. This could in fact be justified also for the conventional observations. We have a fairly good coverage of surface observations 8 times a day and several upper air stations are making radiosonde and radiowind observations 4 times a day. If we have a 3-hour step in the analysis-forecasting cycle instead of 12 hours, which is applied most often, we may without any difficulties treat all observations as synoptic. No observation would thus be more than 90 minutes off time and the observations even during strong transient motion would fall within a horizontal mesh of 500 km * 500 km.

A low-order model investigation of the analysis of gravity waves in the ensemble Kalman filter.

The behavior of the ensemble Kalman filter (EnKF) is examined in the context of a model that exhibits a nonlinear chaotic (slow) vortical mode coupled to a linear (fast) gravity wave of a given amplitude and frequency. It is shown that accurate recovery of both modes is enhanced when covariances between fast and slow normal-mode variables (which reflect the slaving relations inherent in balanced dynamics) are modeled correctly. More ensemble members are needed to recover the fast, linear gravity wave than the slow, vortical motion. Although the EnKF tends to diverge in the analysis of the gravity wave, the filter divergence is stable and does not lead to a great loss of accuracy. Consequently, provided the ensemble is large enough and observations are made that reflect both time scales, the EnKF is able to recover both time scales more accurately than optimal interpolation (OI), which uses a static error covariance matrix. For OI it is also found to be problematic to observe the state at a frequency that is a subharmonic of the gravity wave frequency, a problem that is in part overcome by the EnKF.However, error in themodeled gravity wave parameters can be detrimental to the performance of the EnKF and remove its implied advantages, suggesting that a modified algorithm or a method for accounting for model error is needed.

Conditioning model output statistics of regional climate model precipitation on circulation patterns

Dynamical downscaling of Global Climate Models (GCMs) through regional climate models (RCMs) potentially improves the usability of the output for hydrological impact studies. However, a further downscaling or interpolation of precipitation from RCMs is often needed to match the precipitation characteristics at the local scale. This study analysed three Model Output Statistics (MOS) techniques to adjust RCM precipitation; (1) a simple direct method (DM), (2) quantile-quantile mapping (QM) and (3) a distribution-based scaling (DBS) approach. The modelled precipitation was daily means from 16 RCMs driven by ERA40 reanalysis data over the 1961–2000 provided by the ENSEMBLES (ENSEMBLE-based Predictions of Climate Changes and their Impacts) project over a small catchment located in the Midlands, UK. All methods were conditioned on the entire time series, separate months and using an objective classification of Lamb's weather types. The performance of the MOS techniques were assessed regarding temporal and spatial characteristics of the precipitation fields, as well as modelled runoff using the HBV rainfall-runoff model. The results indicate that the DBS conditioned on classification patterns performed better than the other methods, however an ensemble approach in terms of both climate models and downscaling methods is recommended to account for uncertainties in the MOS methods.

A uniqueness result for scattering by infinite rough surfaces

Consider the Dirichlet boundary value problem for the Helmholtz equation in a non-locally perturbed half-plane with an unbounded, piecewise Lyapunov boundary. This problem models time-harmonic electromagnetic scattering in transverse magnetic polarization by one-dimensional rough, perfectly conducting surfaces. A radiation condition is introduced for the problem, which is a generalization of the usual one used in the study of diffraction by gratings when the solution is quasi-periodic, and allows a variety of incident fields including an incident plane wave to be included in the results obtained. We show in this paper that the boundary value problem for the scattered field has at most one solution. For the case when the whole boundary is Lyapunov and is a small perturbation of a flat boundary we also prove existence of solution and show a limiting absorption principle.

Approximate solution of second kind integral equations on infinite cylindrical surfaces

The paper considers second kind integral equations of the form $\phi (x) = g(x) + \int_S {k(x,y)} \phi (y)ds(y)$ (abbreviated $\phi = g + K\phi $), in which S is an infinite cylindrical surface of arbitrary smooth cross section. The “truncated equation” (abbreviated $\phi _a = E_a g + K_a \phi _a $), obtained by replacing S by $S_a $, a closed bounded surface of class $C^2 $, the boundary of a section of the interior of S of length $2a$, is also discussed. Conditions on k are obtained (in particular, implying that K commutes with the operation of translation in the direction of the cylinder axis) which ensure that $I - K$ is invertible, that $I - K_a $ is invertible and $(I - K_a )^{ - 1} $ is uniformly bounded for all sufficiently large a, and that $\phi _a $ converges to $\phi $ in an appropriate sense as $a \to \infty $. Uniform stability and convergence results for a piecewise constant boundary element collocation method for the truncated equations are also obtained. A boundary integral equation, which models three-dimensional acoustic scattering from an infinite rigid cylinder, illustrates the application of the above results to prove existence of solution (of the integral equation and the corresponding boundary value problem) and convergence of a particular collocation method.

A finite element method for nonlinear elliptic problems

We present a Galerkin method with piecewise polynomial continuous elements for fully nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer, 2011, allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretization method is that a recovered (finite element) Hessian is a byproduct of the solution process. We build on the linear method and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems as well as the Monge–Amp`ere equation and the Pucci equation.