scholarly journals Multiplicative and Additive Incremental Variational Data Assimilation for Mixed Lognormal–Gaussian Errors

2014 ◽  
Vol 142 (7) ◽  
pp. 2521-2544 ◽  
Author(s):  
Steven J. Fletcher ◽  
Andrew S. Jones
Keyword(s):  
Data Assimilation ◽  
Lognormal Distribution ◽  
Weather Prediction ◽  
Variational Data Assimilation ◽  
Incremental Formulation ◽  
Incremental Scheme ◽  
Observational Errors ◽  
Mixed Approach ◽  
The Cost ◽  
Gaussian Space

Abstract An advance that made Gaussian-based three- and four-dimensional variational data assimilation (3D- and 4DVAR, respectively) operationally viable for numerical weather prediction was the introduction of the incremental formulation. This reduces the computational costs of the variational methods by searching for a small increment to a background state whose evolution is approximately linear. In this paper, incremental formulations for 3D- and 4DVAR with lognormal and mixed lognormal–Gaussian-distributed background and observation errors are presented. As the lognormal distribution has geometric properties, a geometric version for the tangent linear model (TLM) is proven that enables the linearization of the observational component of the cost functions with respect to a geometric increment. This is combined with the additive TLM for the mixed distribution–based cost function. Results using the mixed incremental scheme with the Lorenz’63 model are presented for different observational error variances, observation set sizes, and assimilation window lengths. It is shown that for sparse accurate observations the scheme has a relative error of ±0.5% for an assimilation window of 100 time steps. This improves to ±0.3% with more frequent observations. The distributions of the analysis errors are presented that appear to approximate a lognormal distribution with a mode at 1, which, given that the background and observational errors are unbiased in Gaussian space, shows that the scheme is approximating a mode and not a median. The mixed approach is also compared against a Gaussian-only incremental scheme where it is shown that as the z-component observational errors become more lognormal, the mixed approach appears to be more accurate than the Gaussian approach.

scholarly journals Four-dimensional ensemble-variational data assimilation for global deterministic weather prediction

2013 ◽  
Vol 20 (5) ◽  
pp. 669-682 ◽  
Author(s):  
M. Buehner ◽  
J. Morneau ◽  
C. Charette
Keyword(s):  
Data Assimilation ◽  
Weather Prediction ◽  
Weighted Average ◽  
Variational Data Assimilation ◽  
Tropical Region ◽  
Model Configuration ◽  
The Difference ◽  
The Cost ◽  
The Tropics ◽  
Forecast Quality

Abstract. The goal of this study is to evaluate a version of the ensemble-variational data assimilation approach (EnVar) for possible replacement of 4D-Var at Environment Canada for global deterministic weather prediction. This implementation of EnVar relies on 4-D ensemble covariances, obtained from an ensemble Kalman filter, that are combined in a vertically dependent weighted average with simple static covariances. Verification results are presented from a set of data assimilation experiments over two separate 6-week periods that used assimilated observations and model configuration very similar to the currently operational system. To help interpret the comparison of EnVar versus 4D-Var, additional experiments using 3D-Var and a version of EnVar with only 3-D ensemble covariances are also evaluated. To improve the rate of convergence for all approaches evaluated (including EnVar), an estimate of the cost function Hessian generated by the quasi-Newton minimization algorithm is cycled from one analysis to the next. Analyses from EnVar (with 4-D ensemble covariances) nearly always produce improved, and never degraded, forecasts when compared with 3D-Var. Comparisons with 4D-Var show that forecasts from EnVar analyses have either similar or better scores in the troposphere of the tropics and the winter extra-tropical region. However, in the summer extra-tropical region the medium-range forecasts from EnVar have either similar or worse scores than 4D-Var in the troposphere. In contrast, the 6 h forecasts from EnVar are significantly better than 4D-Var relative to radiosonde observations for both periods and in all regions. The use of 4-D versus 3-D ensemble covariances only results in small improvements in forecast quality. By contrast, the improvements from using 4D-Var versus 3D-Var are much larger. Measurement of the fit of the background and analyzed states to the observations suggests that EnVar and 4D-Var can both make better use of observations distributed over time than 3D-Var. In summary, the results from this study suggest that the EnVar approach is a viable alternative to 4D-Var, especially when the simplicity and computational efficiency of EnVar are considered. Additional research is required to understand the seasonal dependence of the difference in forecast quality between EnVar and 4D-Var in the extra-tropics.

scholarly journals Nonlinear effects in 4D-Var

2018 ◽  
Vol 25 (3) ◽  
pp. 713-729 ◽  
Author(s):  
Massimo Bonavita ◽  
Peter Lean ◽  
Elias Holm
Keyword(s):  
Data Assimilation ◽  
Prognostic Model ◽  
Nonlinear Effects ◽  
Model Resolution ◽  
Test Models ◽  
Incremental Formulation ◽  
The Cost ◽  
The Relationship ◽  
Data Assimilation System ◽  
Global Data

Abstract. The ability of a data assimilation system to deal effectively with nonlinearities arising from the prognostic model or the relationship between the control variables and the available observations has received a lot of attention in theoretical studies based on very simplified test models. Less work has been done to quantify the importance of nonlinearities in operational, state-of-the-art global data assimilation systems. In this paper we analyse the nonlinear effects present in ECMWF 4D-Var and evaluate the ability of the incremental formulation to solve the nonlinear assimilation problem in a realistic NWP environment. We find that nonlinearities have increased over the years due to a combination of increased model resolution and the ever-growing importance of observations that are nonlinearly related to the state. Incremental 4D-Var is well suited for dealing with these nonlinear effects, but at the cost of increasing the number of outer loop relinearisations. We then discuss strategies for accommodating the increasing number of sequential outer loops in the tight schedules of operational global NWP.

scholarly journals Cloud and Precipitation Parameterizations in Modeling and Variational Data Assimilation: A Review

2007 ◽  
Vol 64 (11) ◽  
pp. 3766-3784 ◽  
Author(s):  
Philippe Lopez
Keyword(s):  
Data Assimilation ◽  
General Circulation ◽  
Large Scale ◽  
Weather Prediction ◽  
General Circulation Models ◽  
Variational Data Assimilation ◽  
Current Status ◽  
General Question ◽  
Observation Error ◽  
Moist Processes

Abstract This paper first reviews the current status, issues, and limitations of the parameterizations of atmospheric large-scale and convective moist processes that are used in numerical weather prediction and climate general circulation models. Both large-scale (resolved) and convective (subgrid scale) moist processes are dealt with. Then, the general question of the inclusion of diabatic processes in variational data assimilation systems is addressed. The focus is put on linearity and resolution issues, the specification of model and observation error statistics, the formulation of the control vector, and the problems specific to the assimilation of observations directly affected by clouds and precipitation.

scholarly journals Quasi-static ensemble variational data assimilation: a theoretical and numerical study with the iterative ensemble Kalman smoother

2018 ◽  
Vol 25 (2) ◽  
pp. 315-334 ◽  
Author(s):  
Anthony Fillion ◽  
Marc Bocquet ◽  
Serge Gratton
Keyword(s):  
Data Assimilation ◽  
Cost Function ◽  
Global Minimum ◽  
Numerical Study ◽  
Variational Data Assimilation ◽  
Kalman Smoother ◽  
Local Extrema ◽  
Starting Point ◽  
The Cost ◽  
Temporal Extent

Abstract. The analysis in nonlinear variational data assimilation is the solution of a non-quadratic minimization. Thus, the analysis efficiency relies on its ability to locate a global minimum of the cost function. If this minimization uses a Gauss–Newton (GN) method, it is critical for the starting point to be in the attraction basin of a global minimum. Otherwise the method may converge to a local extremum, which degrades the analysis. With chaotic models, the number of local extrema often increases with the temporal extent of the data assimilation window, making the former condition harder to satisfy. This is unfortunate because the assimilation performance also increases with this temporal extent. However, a quasi-static (QS) minimization may overcome these local extrema. It accomplishes this by gradually injecting the observations in the cost function. This method was introduced by Pires et al. (1996) in a 4D-Var context. We generalize this approach to four-dimensional strong-constraint nonlinear ensemble variational (EnVar) methods, which are based on both a nonlinear variational analysis and the propagation of dynamical error statistics via an ensemble. This forces one to consider the cost function minimizations in the broader context of cycled data assimilation algorithms. We adapt this QS approach to the iterative ensemble Kalman smoother (IEnKS), an exemplar of nonlinear deterministic four-dimensional EnVar methods. Using low-order models, we quantify the positive impact of the QS approach on the IEnKS, especially for long data assimilation windows. We also examine the computational cost of QS implementations and suggest cheaper algorithms.

Cycling the Representer Algorithm for Variational Data Assimilation with the Lorenz Attractor

2007 ◽  
Vol 135 (2) ◽  
pp. 373-386 ◽  
Author(s):  
H. E. Ngodock ◽  
S. R. Smith ◽  
G. A. Jacobs
Keyword(s):  
Data Assimilation ◽  
Variational Data Assimilation ◽  
Lorenz Attractor ◽  
Strong Constraint ◽  
Strongly Nonlinear ◽  
Time Period ◽  
Representer Method ◽  
The Cost ◽  
Solution Accuracy ◽  
Perturbation Magnitude

Abstract Realistic dynamic systems are often strongly nonlinear, particularly those for the ocean and atmosphere. Applying variational data assimilation to these systems requires a tangent linearization of the nonlinear dynamics about a background state for the cost function minimization. The tangent linearization may be accurate for limited time scales. Here it is proposed that linearized assimilation systems may be accurate if the assimilation time period is less than the tangent linear accuracy time limit. In this paper, the cycling representer method is used to test this assumption with the Lorenz attractor. The outer loops usually required to accommodate the linear assimilation for a nonlinear problem may be dropped beyond the early cycles once the solution (and forecast used as the background in the tangent linearization) is sufficiently accurate. The combination of cycling the representer method and limiting the number of outer loops significantly lowers the cost of the overall assimilation problem. In addition, this study shows that weak constraint assimilation corrects tangent linear model inaccuracies and allows extension of the limited assimilation period. Hence, the weak constraint outperforms the strong constraint method. Assimilated solution accuracy at the first cycle end is computed as a function of the initial condition error, model parameter perturbation magnitude, and outer loops. Results indicate that at least five outer loops are needed to achieve solution accuracy in the first cycle for the selected error range. In addition, this study clearly shows that one outer loop in the first cycle does not preclude accuracy convergence in future cycles.

scholarly journals Optimal solution error covariance in highly nonlinear problems of variational data assimilation

2012 ◽  
Vol 19 (2) ◽  
pp. 177-184 ◽  
Author(s):  
V. Shutyaev ◽  
I. Gejadze ◽  
G. J. M. Copeland ◽  
F.-X. Le Dimet
Keyword(s):  
Nonlinear Dynamics ◽  
Data Assimilation ◽  
Optimal Solution ◽  
Nonlinear Problems ◽  
Variational Data Assimilation ◽  
Model Parameters ◽  
Efficient Computation ◽  
Viscous Term ◽  
Highly Nonlinear ◽  
The Cost

Abstract. The problem of variational data assimilation (DA) for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition, boundary conditions and/or model parameters. The input data contain observation and background errors, hence there is an error in the optimal solution. For mildly nonlinear dynamics, the covariance matrix of the optimal solution error can be approximated by the inverse Hessian of the cost function. For problems with strongly nonlinear dynamics, a new statistical method based on the computation of a sample of inverse Hessians is suggested. This method relies on the efficient computation of the inverse Hessian by means of iterative methods (Lanczos and quasi-Newton BFGS) with preconditioning. Numerical examples are presented for the model governed by the Burgers equation with a nonlinear viscous term.

scholarly journals Some Aspects of Sensitivity Analysis in Variational Data Assimilation for Coupled Dynamical Systems

2015 ◽  
Vol 2015 ◽  
pp. 1-22 ◽  
Author(s):  
Sergei Soldatenko ◽  
Peter Steinle ◽  
Chris Tingwell ◽  
Denis Chichkine
Keyword(s):  
Sensitivity Analysis ◽  
Dynamical Systems ◽  
Data Assimilation ◽  
Weather Prediction ◽  
Computational Cost ◽  
Variational Data Assimilation ◽  
Practical Implementation ◽  
Parameter Uncertainties ◽  
Sensitivity Functions ◽  
Sensitivity Analysis Method

Variational data assimilation (VDA) remains one of the key issues arising in many fields of geosciences including the numerical weather prediction. While the theory of VDA is well established, there are a number of issues with practical implementation that require additional consideration and study. However, the exploration of VDA requires considerable computational resources. For simple enough low-order models, the computational cost is minor and therefore models of this class are used as simple test instruments to emulate more complex systems. In this paper, the sensitivity with respect to variations in the parameters of one of the main components of VDA, the nonlinear forecasting model, is considered. For chaotic atmospheric dynamics, conventional methods of sensitivity analysis provide uninformative results since the envelopes of sensitivity functions grow with time and sensitivity functions themselves demonstrate the oscillating behaviour. The use of sensitivity analysis method, developed on the basis of the theory of shadowing pseudoorbits in dynamical systems, allows us to calculate sensitivity functions correctly. Sensitivity estimates for a simple coupled dynamical system are calculated and presented in the paper. To estimate the influence of model parameter uncertainties on the forecast, the relative error in the energy norm is applied.

scholarly journals An Overlooked Issue of Variational Data Assimilation

2015 ◽  
Vol 143 (10) ◽  
pp. 3925-3930 ◽  
Author(s):  
Benjamin Ménétrier ◽  
Thomas Auligné
Keyword(s):  
Data Assimilation ◽  
Cost Function ◽  
Control Variable ◽  
Variational Data Assimilation ◽  
Inner Product ◽  
Background Error ◽  
Error Covariance ◽  
Definition Of ◽  
Linear Unbiased Estimate ◽  
The Cost

Abstract The control variable transform (CVT) is a keystone of variational data assimilation. In publications using such a technique, the background term of the transformed cost function is defined as a canonical inner product of the transformed control variable with itself. However, it is shown in this paper that this practical definition of the cost function is not correct if the CVT uses a square root of the background error covariance matrix that is not square. Fortunately, it is then shown that there is a manifold of the control space for which this flaw has no impact, and that most minimizers used in practice precisely work in this manifold. It is also shown that both correct and practical transformed cost functions have the same minimum. This explains more rigorously why the CVT is working in practice. The case of a singular is finally detailed, showing that the practical cost function still reaches the best linear unbiased estimate (BLUE).

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