Variational data assimilation for parameter estimation: application to a simple morphodynamic model

Data assimilation is a sophisticated mathematical technique for combining observational data with model predictions to produce state and parameter estimates that most accurately approximate the current and future states of the true system. The technique is commonly used in atmospheric and oceanic modelling, combining empirical observations with model predictions to produce more accurate and well-calibrated forecasts. Here, we consider a novel application within a coastal environment and describe how the method can also be used to deliver improved estimates of uncertain morphodynamic model parameters. This is achieved using a technique known as state augmentation. Earlier applications of state augmentation have typically employed the 4D-Var, Kalman filter or ensemble Kalman filter assimilation schemes. Our new method is based on a computationally inexpensive 3D-Var scheme, where the specification of the error covariance matrices is crucial for success. A simple 1D model of bed-form propagation is used to demonstrate the method. The scheme is capable of recovering near-perfect parameter values and, therefore, improves the capability of our model to predict future bathymetry. Such positive results suggest the potential for application to more complex morphodynamic models.

Diagnostic analysis of atmospheric moisture and clear-sky radiative feedback in the Hadley Centre and Geophysical Fluid Dynamics Laboratory (GFDL) climate models

The interannual variability of the hydrological cycle is diagnosed from the Hadley Centre and Geophysical Fluid Dynamics Laboratory (GFDL) climate models, both of which are forced by observed sea surface temperatures. The models produce a similar sensitivity of clear-sky outgoing longwave radiation to surface temperature of ∼2 W m−2 K−1, indicating a consistent and positive clear-sky radiative feedback. However, differences between changes in the temperature lapse-rate and the height dependence of moisture fluctuations suggest that contrasting mechanisms bring about this result. The GFDL model appears to give a weaker water vapor feedback (i.e., changes in specific humidity). This is counteracted by a smaller upper tropospheric temperature response to surface warming, which implies a compensating positive lapse-rate feedback.

QUAGMIRE v1.3: a quasi-geostrophic model for investigating rotating fluids experiments

QUAGMIRE is a quasi-geostrophic numerical model for performing fast, high-resolution simulations of multi-layer rotating annulus laboratory experiments on a desktop personal computer. The model uses a hybrid finite-difference/spectral approach to numerically integrate the coupled nonlinear partial differential equations of motion in cylindrical geometry in each layer. Version 1.3 implements the special case of two fluid layers of equal resting depths. The flow is forced either by a differentially rotating lid, or by relaxation to specified streamfunction or potential vorticity fields, or both. Dissipation is achieved through Ekman layer pumping and suction at the horizontal boundaries, including the internal interface. The effects of weak interfacial tension are included, as well as the linear topographic beta-effect and the quadratic centripetal beta-effect. Stochastic forcing may optionally be activated, to represent approximately the effects of random unresolved features. A leapfrog time stepping scheme is used, with a Robert filter. Flows simulated by the model agree well with those observed in the corresponding laboratory experiments.

The acoustic signature of fluid flow in complex porous media

Effective medium approximations for the frequency-dependent and complex-valued effective stiffness tensors of cracked/ porous rocks with multiple solid constituents are developed on the basis of the T-matrix approach (based on integral equation methods for quasi-static composites), the elastic - viscoelastic correspondence principle, and a unified treatment of the local and global flow mechanisms, which is consistent with the principle of fluid mass conservation. The main advantage of using the T-matrix approach, rather than the first-order approach of Eshelby or the second-order approach of Hudson, is that it produces physically plausible results even when the volume concentrations of inclusions or cavities are no longer small. The new formulae, which operates with an arbitrary homogeneous (anisotropic) reference medium and contains terms of all order in the volume concentrations of solid particles and communicating cavities, take explicitly account of inclusion shape and spatial distribution independently. We show analytically that an expansion of the T-matrix formulae to first order in the volume concentration of cavities (in agreement with the dilute estimate of Eshelby) has the correct dependence on the properties of the saturating fluid, in the sense that it is consistent with the Brown-Korringa relation, when the frequency is sufficiently low. We present numerical results for the (anisotropic) effective viscoelastic properties of a cracked permeable medium with finite storage porosity, indicating that the complete T-matrix formulae (including the higher-order terms) are generally consistent with the Brown-Korringa relation, at least if we assume the spatial distribution of cavities to be the same for all cavity pairs. We have found an efficient way to treat statistical correlations in the shapes and orientations of the communicating cavities, and also obtained a reasonable match between theoretical predictions (based on a dual porosity model for quartz-clay mixtures, involving relatively flat clay-related pores and more rounded quartz-related pores) and laboratory results for the ultrasonic velocity and attenuation spectra of a suite of typical reservoir rocks. (C) 2003 Elsevier B.V. All rights reserved.

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.

Effect of fluid mechanical stresses and plasma constituents on aggregation of LDL

LDL aggregates when exposed to even moderate fluid mechanical stresses in the laboratory, yet its half-life in the circulation is 2-3 days, implying that little aggregation occurs. LDL may be protected from aggregation in vivo by components of plasma, or by a qualitative difference in flows. Previous studies have shown that HDL and albumin inhibit the aggregation induced by vortexing. Using a more reproducible method of inducing aggregation and assessing aggregation both spectrophotometrically and by sedimentation techniques, we showed that at physiological concentrations, albumin is the more effective inhibitor, and that aggregation is substantially but not completely inhibited in plasma. Heat denatured and fatty-acid-stripped albumin were more effective inhibitors than normal albumin, supporting the idea that hydrophobic interactions are involved. Aggregation of LDL in a model reproducing several aspects of flow in the circulation was 200-fold slower, but was still inhibited by HDL and albumin, suggesting similar mechanisms are involved. Within the sensitivity of our technique, LDL aggregation did not occur in plasma exposed to these flows.jlr Thus, as a result of the characteristics of blood flow and the inhibitory effects of plasma components, particularly albumin, LDL aggregation is unlikely to occur within the circulation.

Development of a fermentation system to model sessile bacterial populations in the human colon

A fermentation system was designed to model the human colonic microflora in vitro. The system provided a framework of mucin beads to encourage the adhesion of bacteria, which was encased within a dialysis membrane. The void between the beads was inoculated with faeces from human donors. Water and metabolites were removed from the fermentation by osmosis using a solution of polyethylene glycol (PEG). The system was concomitantly inoculated alongside a conventional single-stage chemostat. Three fermentations were carried out using inocula from three healthy human donors. Bacterial populations from the chemostat and biofilm system were enumerated using fluorescence in situ hybridization. The culture fluid was also analysed for its short-chain fatty acid (SCFA) content. A higher cell density was achieved in the biofilm fermentation system (taking into account the contribution made by the bead-associated bacteria) as compared with the chemostat, owing to the removal of water and metabolites. Evaluation of the bacterial populations revealed that the biofilm system was able to support two distinct groups of bacteria: bacteria growing in association with the mucin beads and planktonic bacteria in the culture fluid. Furthermore, distinct differences were observed between populations in the biofilm fermenter system and the chemostat, with the former supporting higher populations of clostridia and Escherichia coli. SCFA levels were lower in the biofilm system than in the chemostat, as in the former they were removed via the osmotic effect of the PEG. These experiments demonstrated the potential usefulness of the biofilm system for investigating the complexity of the human colonic microflora and the contribution made by sessile bacterial populations.

Results of an aqueous source term model for a radiological risk assessment of the Drigg LLW Site, U.K.

A radionuclide source term model has been developed which simulates the biogeochemical evolution of the Drigg low level waste (LLW) disposal site. The DRINK (DRIgg Near field Kinetic) model provides data regarding radionuclide concentrations in groundwater over a period of 100,000 years, which are used as input to assessment calculations for a groundwater pathway. The DRINK model also provides input to human intrusion and gaseous assessment calculations through simulation of the solid radionuclide inventory. These calculations are being used to support the Drigg post closure safety case. The DRINK model considers the coupled interaction of the effects of fluid flow, microbiology, corrosion, chemical reaction, sorption and radioactive decay. It represents the first direct use of a mechanistic reaction-transport model in risk assessment calculations.

Classification of instability modes in a model of aluminium reduction cells with a uniform magnetic field

A unified view on the interfacial instability in a model of aluminium reduction cells in the presence of a uniform, vertical, background magnetic field is presented. The classification of instability modes is based on the asymptotic theory for high values of parameter β, which characterises the ratio of the Lorentz force based on the disturbance current, and gravity. It is shown that the spectrum of the travelling waves consists of two parts independent of the horizontal cross-section of the cell: highly unstable wall modes and stable or weakly unstable centre, or Sele’s modes. The wall modes with the disturbance of the interface being localised at the sidewalls of the cell dominate the dynamics of instability. Sele’s modes are characterised by a distributed disturbance over the whole horizontal extent of the cell. As β increases these modes are stabilized by the field.

Deposition of charged inhaled aerosols with transient airflow in sequential lung airway model

Transport and deposition of charged inhaled aerosols in double planar bifurcation representing generation three to five of human respiratory system has been studied under a light activity breathing condition. Both steady and oscillatory laminar inhalation airflow is considered. Particle trajectories are calculated using a Lagrangian reference frame, which is dominated by the fluid force driven by airflow, gravity force and electrostatic forces (both of space and image charge forces). The particle-mesh method is selected to calculate the space charge force. This numerical study investigates the deposition efficiency in the three-dimensional model under various particle sizes, charge values, and inlet particle distribution. Numerical results indicate that particles carrying an adequate level of charge can improve deposition efficiency in the airway model.

Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

Viscous coupling of shear-free turbulence across nearly flat fluid interfaces

The interactions between shear-free turbulence in two regions (denoted as + and − on either side of a nearly flat horizontal interface are shown here to be controlled by several mechanisms, which depend on the magnitudes of the ratios of the densities, ρ+/ρ−, and kinematic viscosities of the fluids, μ+/μ−, and the root mean square (r.m.s.) velocities of the turbulence, u0+/u0−, above and below the interface. This study focuses on gas–liquid interfaces so that ρ+/ρ− ≪ 1 and also on where turbulence is generated either above or below the interface so that u0+/u0− is either very large or very small. It is assumed that vertical buoyancy forces across the interface are much larger than internal forces so that the interface is nearly flat, and coupling between turbulence on either side of the interface is determined by viscous stresses. A formal linearized rapid-distortion analysis with viscous effects is developed by extending the previous study by Hunt & Graham (J. Fluid Mech., vol. 84, 1978, pp. 209–235) of shear-free turbulence near rigid plane boundaries. The physical processes accounted for in our model include both the blocking effect of the interface on normal components of the turbulence and the viscous coupling of the horizontal field across thin interfacial viscous boundary layers. The horizontal divergence in the perturbation velocity field in the viscous layer drives weak inviscid irrotational velocity fluctuations outside the viscous boundary layers in a mechanism analogous to Ekman pumping. The analysis shows the following. (i) The blocking effects are similar to those near rigid boundaries on each side of the interface, but through the action of the thin viscous layers above and below the interface, the horizontal and vertical velocity components differ from those near a rigid surface and are correlated or anti-correlated respectively. (ii) Because of the growth of the viscous layers on either side of the interface, the ratio uI/u0, where uI is the r.m.s. of the interfacial velocity fluctuations and u0 the r.m.s. of the homogeneous turbulence far from the interface, does not vary with time. If the turbulence is driven in the lower layer with ρ+/ρ− ≪ 1 and u0+/u0− ≪ 1, then uI/u0− ~ 1 when Re (=u0−L−/ν−) ≫ 1 and R = (ρ−/ρ+)(v−/v+)1/2 ≫ 1. If the turbulence is driven in the upper layer with ρ+/ρ− ≪ 1 and u0+/u0− ≫ 1, then uI/u0+ ~ 1/(1 + R). (iii) Nonlinear effects become significant over periods greater than Lagrangian time scales. When turbulence is generated in the lower layer, and the Reynolds number is high enough, motions in the upper viscous layer are turbulent. The horizontal vorticity tends to decrease, and the vertical vorticity of the eddies dominates their asymptotic structure. When turbulence is generated in the upper layer, and the Reynolds number is less than about 106–107, the fluctuations in the viscous layer do not become turbulent. Nonlinear processes at the interface increase the ratio uI/u0+ for sheared or shear-free turbulence in the gas above its linear value of uI/u0+ ~ 1/(1 + R) to (ρ+/ρ−)1/2 ~ 1/30 for air–water interfaces. This estimate agrees with the direct numerical simulation results from Lombardi, De Angelis & Bannerjee (Phys. Fluids, vol. 8, no. 6, 1996, pp. 1643–1665). Because the linear viscous–inertial coupling mechanism is still significant, the eddy motions on either side of the interface have a similar horizontal structure, although their vertical structure differs.

Simulation of a domestic ground source heat pump system using a three-dimensional numerical borehole heat exchanger model

Common approaches to the simulation of borehole heat exchangers (BHEs) assume heat transfer in circulating fluid and grout to be in a quasi-steady state and ignore fluctuations in fluid temperature due to transport of the fluid around the loop. However, in domestic ground source heat pump (GSHP) systems, the heat pump and circulating pumps switch on and off during a given hour; therefore, the effect of the thermal mass of the circulating fluid and the dynamics of fluid transport through the loop has important implications for system design. This may also be important in commercial systems that are used intermittently. This article presents transient simulation of a domestic GSHP system with a single BHE using a dynamic three-dimensional (3D) numerical BHE model. The results show that delayed response associated with the transit of fluid along the pipe loop is of some significance in moderating swings in temperature during heat pump operation. In addition, when 3D effects are considered, a lower heat transfer rate is predicted during steady operations. These effects could be important when considering heat exchanger design and system control. The results will be used to develop refined two-dimensional models.