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.

Exotic dynamics in a firing rate model of neural tissue with threshold accommodation

Many of the equations describing the dynamics of neural systems are written in terms of firing rate functions, which themselves are often taken to be threshold functions of synaptic activity. Dating back to work by Hill in 1936 it has been recognized that more realistic models of neural tissue can be obtained with the introduction of state-dependent dynamic thresholds. In this paper we treat a specific phenomenological model of threshold accommodation that mimics many of the properties originally described by Hill. Importantly we explore the consequences of this dynamic threshold at the tissue level, by modifying a standard neural field model of Wilson-Cowan type. As in the case without threshold accommodation classical Mexican-Hat connectivity is shown to allow for the existence of spatially localized states (bumps) in both one and two dimensions. Importantly an analysis of bump stability in one dimension, using recent Evans function techniques, shows that bumps may undergo instabilities leading to the emergence of both breathers and traveling waves. Moreover, a similar analysis for traveling pulses leads to the conditions necessary to observe a stable traveling breather. In the regime where a bump solution does not exist direct numerical simulations show the possibility of self-replicating bumps via a form of bump splitting. Simulations in two space dimensions show analogous localized and traveling solutions to those seen in one dimension. Indeed dynamical behavior in this neural model appears reminiscent of that seen in other dissipative systems that support localized structures, and in particular those of coupled cubic complex Ginzburg-Landau equations. Further numerical explorations illustrate that the traveling pulses in this model exhibit particle like properties, similar to those of dispersive solitons observed in some three component reaction-diffusion systems. A preliminary account of this work first appeared in S Coombes and M R Owen, Bumps, breathers, and waves in a neural network with spike frequency adaptation, Physical Review Letters 94 (2005), 148102(1-4).

QuasiGeostrophic Diagnosis of Mixed-Layer Dynamics Embedded in a Mesoscale Turbulent Field

A quasigeostrophic model is developed to diagnose the three-dimensional circulation, including the vertical velocity, in the upper ocean from high-resolution observations of sea surface height and buoyancy. The formulation for the adiabatic component departs from the classical surface quasigeostrophic framework considered before since it takes into account the stratification within the surface mixed layer that is usually much weaker than that in the ocean interior. To achieve this, the model approximates the ocean with two constant stratification layers: a finite-thickness surface layer (or the mixed layer) and an infinitely deep interior layer. It is shown that the leading-order adiabatic circulation is entirely determined if both the surface streamfunction and buoyancy anomalies are considered. The surface layer further includes a diabatic dynamical contribution. Parameterization of diabatic vertical velocities is based on their restoring impacts of the thermal wind balance that is perturbed by turbulent vertical mixing of momentum and buoyancy. The model skill in reproducing the three-dimensional circulation in the upper ocean from surface data is checked against the output of a high-resolution primitive equation numerical simulation

Monolayer structure and evaporation resistance: a molecular dynamics study of octadecanol on water

This study examines intermolecular interactions of a monolayer of octadecanol (CH(3)(CH(2))(17)OH) on water as a function of surface density and temperature, using classical molecular dynamics simulations. We observe increased interaction between the alkyl chains (van der Waals) and hydroxyl groups (H-bonding) with increased surface density, which leads to increased order and packing within the monolayer. We also identified clear trends in the intermolecular interactions, ordering and packing of the monolayer molecules as a function of temperature. The observed trends can be closely related to features of the current empirical theories of evaporation resistance.