Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Evaluation of a boundary integral representation for the conformal mapping of the unit disk onto a simply-connected domain

A representation of the conformal mapping g of the interior or exterior of the unit circle onto a simply-connected domain Ω as a boundary integral in terms ofƒ|∂Ω is obtained, whereƒ :=g -l. A product integration scheme for the approximation of the boundary integral is described and analysed. An ill-conditioning problem related to the domain geometry is discussed. Numerical examples confirm the conclusions of this discussion and support the analysis of the quadrature scheme.

Ensemble transform Kalman-Bucy filters

Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.

An adaptive finite element water column model using the Mellor-Yamada level 2.5 turbulence closure scheme

A one-dimensional water column model using the Mellor and Yamada level 2.5 parameterization of vertical turbulent fluxes is presented. The model equations are discretized with a mixed finite element scheme. Details of the finite element discrete equations are given and adaptive mesh refinement strategies are presented. The refinement criterion is an "a posteriori" error estimator based on stratification, shear and distance to surface. The model performances are assessed by studying the stress driven penetration of a turbulent layer into a stratified fluid. This example illustrates the ability of the presented model to follow some internal structures of the flow and paves the way for truly generalized vertical coordinates. (c) 2005 Elsevier Ltd. All rights reserved.

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.

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.

A cell by cell anisotropic adaptive mesh ALE scheme for the numerical solution of the Euler equations

In this paper a cell by cell anisotropic adaptive mesh technique is added to an existing staggered mesh Lagrange plus remap finite element ALE code for the solution of the Euler equations. The quadrilateral finite elements may be subdivided isotropically or anisotropically and a hierarchical data structure is employed. An efficient computational method is proposed, which only solves on the finest level of resolution that exists for each part of the domain with disjoint or hanging nodes being used at resolution transitions. The Lagrangian, equipotential mesh relaxation and advection (solution remapping) steps are generalised so that they may be applied on the dynamic mesh. It is shown that for a radial Sod problem and a two-dimensional Riemann problem the anisotropic adaptive mesh method runs over eight times faster.

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

The Representative Soil Sampling Scheme of England and Wales: the spatial variation of topsoil nutrient status and pH between 1971 and 2001

The Representative Soil Sampling Scheme (RSSS) has monitored the soil of agricultural land in England and Wales since 1969. Here we describe the first spatial analysis of the data from these surveys using geostatistics. Four years of data (1971, 1981, 1991 and 2001) were chosen to examine the nutrient (available K, Mg and P) and pH status of the soil. At each farm, four fields were sampled; however, for the earlier years, coordinates were available for the farm only and not for each field. The averaged data for each farm were used for spatial analysis and the variograms showed spatial structure even with the smaller sample size. These variograms provide a reasonable summary of the larger scale of variation identified from the data of the more intensively sampled National Soil Inventory. Maps of kriged predictions of K generally show larger values in the central and southeastern areas (above 200 mg L-1) and an increase in values in the west over time, whereas Mg is fairly stable over time. The kriged predictions of P show a decline over time, particularly in the east, and those of pH show an increase in the east over time. Disjunctive kriging was used to examine temporal changes in available P using probabilities less than given thresholds of this element. The RSSS was not designed for spatial analysis, but the results show that the data from these surveys are suitable for this purpose. The results of the spatial analysis, together with those of the statistical analyses, provide a comprehensive view of the RSSS database as a basis for monitoring the soil. These data should be taken into account when future national soil monitoring schemes are designed.

Finite element approximation of a sixth order nonlinear degenerate parabolic equation

We consider a finite element approximation of the sixth order nonlinear degenerate parabolic equation ut = ?.( b(u)? 2u), where generically b(u) := |u|? for any given ? ? (0,?). In addition to showing well-posedness of our approximation, we prove convergence in space dimensions d ? 3. Furthermore an iterative scheme for solving the resulting nonlinear discrete system is analysed. Finally some numerical experiments in one and two space dimensions are presented.

How could construction supply chain benefit from RFID/GPS integration: a knowledge management perspective

Construction materials and equipment are essential building blocks of every construction project and may account for 50-60 per cent of the total cost of construction. The rate of their utilization, on the other hand, is the element that most directly relates to a project progress. A growing concern in the industry that inadequate efficiency hinders its success could thus be accommodated by turning construction into a logistic process. Although mostly limited, recent attempts and studies show that Radio Frequency IDentification (RFID) applications have significant potentials in construction. However, the aim of this research is to show that the technology itself should not only be used for automation and tracking to overcome the supply chain complexity but also as a tool to generate, record and exchange process-related knowledge among the supply chain stakeholders. This would enable all involved parties to identify and understand consequences of any forthcoming difficulties and react accordingly before they cause major disruptions in the construction process. In order to achieve this aim the study focuses on a number of methods. First of all it develops a generic understanding of how RFID technology has been used in logistic processes in industrial supply chain management. Secondly, it investigates recent applications of RFID as an information and communication technology support facility in construction logistics for the management of construction supply chain. Based on these the study develops an improved concept of a construction logistics architecture that explicitly relies on integrating RFID with the Global Positioning System (GPS). The developed conceptual model architecture shows that categorisation provided through RFID and traceability as a result of RFID/GPS integration could be used as a tool to identify, record and share potential problems and thus vastly improve knowledge management processes within the entire supply chain. The findings thus clearly show a need for future research in this area.

Parallel Monte Carlo approach for integration of the rendering equation

This paper is addressed to the numerical solving of the rendering equation in realistic image creation. The rendering equation is integral equation describing the light propagation in a scene accordingly to a given illumination model. The used illumination model determines the kernel of the equation under consideration. Nowadays, widely used are the Monte Carlo methods for solving the rendering equation in order to create photorealistic images. In this work we consider the Monte Carlo solving of the rendering equation in the context of the parallel sampling scheme for hemisphere. Our aim is to apply this sampling scheme to stratified Monte Carlo integration method for parallel solving of the rendering equation. The domain for integration of the rendering equation is a hemisphere. We divide the hemispherical domain into a number of equal sub-domains of orthogonal spherical triangles. This domain partitioning allows to solve the rendering equation in parallel. It is known that the Neumann series represent the solution of the integral equation as a infinity sum of integrals. We approximate this sum with a desired truncation error (systematic error) receiving the fixed number of iteration. Then the rendering equation is solved iteratively using Monte Carlo approach. At each iteration we solve multi-dimensional integrals using uniform hemisphere partitioning scheme. An estimate of the rate of convergence is obtained using the stratified Monte Carlo method. This domain partitioning allows easy parallel realization and leads to convergence improvement of the Monte Carlo method. The high performance and Grid computing of the corresponding Monte Carlo scheme are discussed.

Parallel Monte Carlo sampling scheme for sphere and hemisphere

The sampling of certain solid angle is a fundamental operation in realistic image synthesis, where the rendering equation describing the light propagation in closed domains is solved. Monte Carlo methods for solving the rendering equation use sampling of the solid angle subtended by unit hemisphere or unit sphere in order to perform the numerical integration of the rendering equation. In this work we consider the problem for generation of uniformly distributed random samples over hemisphere and sphere. Our aim is to construct and study the parallel sampling scheme for hemisphere and sphere. First we apply the symmetry property for partitioning of hemisphere and sphere. The domain of solid angle subtended by a hemisphere is divided into a number of equal sub-domains. Each sub-domain represents solid angle subtended by orthogonal spherical triangle with fixed vertices and computable parameters. Then we introduce two new algorithms for sampling of orthogonal spherical triangles. Both algorithms are based on a transformation of the unit square. Similarly to the Arvo's algorithm for sampling of arbitrary spherical triangle the suggested algorithms accommodate the stratified sampling. We derive the necessary transformations for the algorithms. The first sampling algorithm generates a sample by mapping of the unit square onto orthogonal spherical triangle. The second algorithm directly compute the unit radius vector of a sampling point inside to the orthogonal spherical triangle. The sampling of total hemisphere and sphere is performed in parallel for all sub-domains simultaneously by using the symmetry property of partitioning. The applicability of the corresponding parallel sampling scheme for Monte Carlo and Quasi-D/lonte Carlo solving of rendering equation is discussed.

Advances in continuously profiling the thermodynamic state of the boundary layer: integration of measurements and methods

This paper describes advances in ground-based thermodynamic profiling of the lower troposphere through sensor synergy. The well-documented integrated profiling technique (IPT), which uses a microwave profiler, a cloud radar, and a ceilometer to simultaneously retrieve vertical profiles of temperature, humidity, and liquid water content (LWC) of nonprecipitating clouds, is further developed toward an enhanced performance in the boundary layer and lower troposphere. For a more accurate temperature profile, this is accomplished by including an elevation scanning measurement modus of the microwave profiler. Height-dependent RMS accuracies of temperature (humidity) ranging from 0.3 to 0.9 K (0.5–0.8 g m−3) in the boundary layer are derived from retrieval simulations and confirmed experimentally with measurements at distinct heights taken during the 2005 International Lindenberg Campaign for Assessment of Humidity and Cloud Profiling Systems and its Impact on High-Resolution Modeling (LAUNCH) of the German Weather Service. Temperature inversions, especially of the lower boundary layer, are captured in a very satisfactory way by using the elevation scanning mode. To improve the quality of liquid water content measurements in clouds the authors incorporate a sophisticated target classification scheme developed within the European cloud observing network CloudNet. It allows the detailed discrimination between different types of backscatterers detected by cloud radar and ceilometer. Finally, to allow IPT application also to drizzling cases, an LWC profiling method is integrated. This technique classifies the detected hydrometeors into three different size classes using certain thresholds determined by radar reflectivity and/or ceilometer extinction profiles. By inclusion into IPT, the retrieved profiles are made consistent with the measurements of the microwave profiler and an LWC a priori profile. Results of IPT application to 13 days of the LAUNCH campaign are analyzed, and the importance of integrated profiling for model evaluation is underlined.