scholarly journals A parallel implementation of the ensemble Kalman filter based on modified Cholesky decomposition

2019 ◽  
Vol 36 ◽  
pp. 100654 ◽  
Author(s):  
Elias D. Nino-Ruiz ◽  
Adrian Sandu ◽  
Xinwei Deng
2017 ◽  
Vol 108 ◽  
pp. 2049-2058 ◽  
Author(s):  
Elias D. Nino-Ruiz ◽  
Alfonso Mancilla ◽  
Juan C. Calabria

2014 ◽  
Vol 142 (3) ◽  
pp. 1163-1182 ◽  
Author(s):  
P. L. Houtekamer ◽  
Bin He ◽  
Herschel L. Mitchell

Abstract Since mid-February 2013, the ensemble Kalman filter (EnKF) in operation at the Canadian Meteorological Centre (CMC) has been using a 600 × 300 global horizontal grid and 74 vertical levels. This yields 5.4 × 107 model coordinates. The EnKF has 192 members and uses seven time levels, spaced 1 h apart, for the time interpolation in the 6-h assimilation window. It follows that over 7 × 1010 values are required to specify an ensemble of trial field trajectories. This paper focuses on numerical and computational aspects of the EnKF. In response to the increasing computational challenge posed by the ever more ambitious configurations, an ever larger fraction of the EnKF software system has gradually been parallelized over the past decade. In a strong scaling experiment, the way in which the execution time decreases as larger numbers of processes are used is investigated. In fact, using a substantial fraction of one of the CMC's computers, very short execution times are achieved. As it would thus appear that the CMC's computers can handle more demanding configurations, weak scaling experiments are also performed. Here, both the size of the problem and the number of processes are simultaneously increased. The parallel algorithm responds well to an increase in either the number of ensemble members or the number of model coordinates. A substantial increase (by an order of magnitude) in the number of assimilated observations would, however, be more problematic. Thus, to the extent that this depends on computational aspects, it appears that the meteorological quality of the Canadian operational EnKF can be further improved.


Author(s):  
Д.А. Ростилов ◽  
М.Н. Кауркин ◽  
Р.А. Ибраев

Статья посвящена сравнению трех методов усвоения данных наблюденй: фильтр Калмана (Kalman Filter, KF), ансамблевый фильтр Калмана (Ensemble Kalman Filter, EnKF) и локальный фильтр Калмана (Local Kalman Filter, LKF). Выполнены численные эксперименты по усвоению синтетических данных этими методами в двух разных моделях, описываемых системами дифференциальных уравнений. Первая описывается одномерным линейным уравнением адвекции, а вторая - системой Лоренца. Проведено сравнение средних ошибок и времени исполнения этих методов при различных размерах модели, которые согласуются с теоретическим оценками. Показано, что вычислительная сложность ансамблевого и локального фильтров Калмана растет линейно с увеличением размера модели, в то время как у первого метода эта сложность растет со скоростью куба. Рассмотрена эффективность одной из возможных параллельных реализаций локального фильтра Калмана. The paper is devoted to the comparison of three data assimilation methods: the Kalman Filter (Kalman Filter, KF), the ensemble Kalman Filter (EnKF), and the local Kalman Filter (LKF). A number of numerical experiments on data assimilation by these methods are performed on two different models described by systems of differential equations. The first one is a simple one-dimensional linear equation of advection and the second one is the Lorenz system. The mean errors and the execution time of these assimilation methods are compared for different model sizes. The numerical results are consistent with the theoretical estimates. It is shown that the computational complexity of local and ensemble Kalman filters grows linearly with the size of the model, whereas in the classical Kalman Filter this complexity increases according to the cubic law. The efficiency of parallel implementation of the local Kalman filter is considered.


Processes ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1980
Author(s):  
Lihua Shen ◽  
Hui Liu ◽  
Zhangxin Chen

In this paper, the deterministic ensemble Kalman filter is implemented with a parallel technique of the message passing interface based on our in-house black oil simulator. The implementation is separated into two cases: (1) the ensemble size is greater than the processor number and (2) the ensemble size is smaller than or equal to the processor number. Numerical experiments for estimations of three-phase relative permeabilities represented by power-law models with both known endpoints and unknown endpoints are presented. It is shown that with known endpoints, good estimations can be obtained. With unknown endpoints, good estimations can still be obtained using more observations and a larger ensemble size. Computational time is reported to show that the run time is greatly reduced with more CPU cores. The MPI speedup is over 70% for a small ensemble size and 77% for a large ensemble size with up to 640 CPU cores.


2012 ◽  
Vol 132 (10) ◽  
pp. 1617-1625
Author(s):  
Sirichai Pornsarayouth ◽  
Masaki Yamakita

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