Downscaling the 2D Bénard convection equations using continuous data assimilation

We consider a recently introduced continuous data assimilation (CDA) approach for downscaling a coarse resolution configuration of the 2D Bénard convection equations into a finer grid. In this CDA, a nudging term, estimated as the misfit between some interpolants of the assimilated coarse-grid measurements and the fine-grid model solution, is added to the model equations to constrain the model. The main contribution of this study is a performance analysis of CDA for downscaling measurements of temperature and velocity. These measurements are assimilated either separately or simultaneously, and the results are compared against those resulting from the standard point-to-point nudging approach (NA). Our numerical results suggest that the CDA solution outperforms that of NA, always converging to the true solution when the velocity is assimilated as has been theoretically proven. Assimilation of temperature measurements only may not always recover the true state as demonstrated in the case study. Various runs are conducted to evaluate the sensitivity of CDA to noise in the measurements, the size, and the time frequency of the measured grid, suggesting a more robust behavior of CDA compared to that of NA.     

Quantifying initial and wind forcing uncertainties in the Gulf of Mexico

This study aims at analyzing the combined impact of uncertainties in initial conditions and wind forcing fields in ocean general circulation models (OGCM) using polynomial chaos (PC) expansions. Empirical orthogonal functions (EOF) are used to formulate both spatial perturbations to initial conditions and space-time wind forcing perturbations, namely in the form of a superposition of modal components with uniformly distributed random amplitudes. The forward deterministic HYbrid Coordinate Ocean Model (HYCOM) is used to propagate input uncertainties in the Gulf of Mexico (GoM) in spring 2010, during the Deepwater Horizon oil spill, and to generate the ensemble of model realizations based on which PC surrogate models are constructed for both localized and field quantities of interest (QoIs), focusing specifically on sea surface height (SSH) and mixed layer depth (MLD). These PC surrogate models are constructed using basis pursuit denoising methodology, and their performance is assessed through various statistical measures. A global sensitivity analysis is then performed to quantify the impact of individual modes as well as their interactions. It shows that the local SSH at the edge of the GoM main current—the Loop Current—is mostly sensitive to perturbations of the initial conditions affecting the current front, whereas the local MLD in the area of the Deepwater Horizon oil spill is more sensitive to wind forcing perturbations. At the basin scale, the SSH in the deep GoM is mostly sensitive to initial condition perturbations, while over the shelf it is sensitive to wind forcing perturbations. On the other hand, the basin MLD is almost exclusively sensitive to wind perturbations. For both quantities, the two sources of uncertainty have limited interactions. Finally, the computations indicate that whereas local quantities can exhibit complex behavior that necessitates a large number of realizations, the modal analysis of field sensitivities can be suitably achieved with a moderate size ensemble.     

Global sensitivity analysis in an ocean general circulation model: a sparse spectral projection approach

Polynomial chaos (PC) expansions are used to propagate parametric uncertainties in ocean global circulation model. The computations focus on short-time, high-resolution simulations of the Gulf of Mexico, using the hybrid coordinate ocean model, with wind stresses corresponding to hurricane Ivan. A sparse quadrature approach is used to determine the PC coefficients which provides a detailed representation of the stochastic model response. The quality of the PC representation is first examined through a systematic refinement of the number of resolution levels. The PC representation of the stochastic model response is then utilized to compute distributions of quantities of interest (QoIs) and to analyze the local and global sensitivity of these QoIs to uncertain parameters. Conclusions are finally drawn regarding limitations of local perturbations and variance-based assessment and concerning potential application of the present methodology to inverse problems and to uncertainty management.     

A scale-selective multilevel method for long-wave linear acoustics

A new method for the numerical integration of the equations for one-dimensional linear acoustics with large time steps is presented. While it is capable of computing the “slaved” dynamics of short-wave solution components induced by slow forcing, it eliminates freely propagating compressible short-wave modes, which are under-resolved in time. Scale-wise decomposition of the data based on geometric multigrid ideas enables a scale-dependent blending of time integrators with different principal features. To guide the selection of these integrators, the discrete-dispersion relations of some standard second-order schemes are analyzed, and their response to high wave number low frequency source terms are discussed. The performance of the new method is illustrated on a test case with “multiscale” initial data and a problem with a slowly varying high wave number source term.     

A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database

This work explores the implementation of an adaptive strategy to design sparse ensembles of oceanic simulations suitable for constructing polynomial chaos surrogates. We use a recently developed pseudo-spectral algorithm that is based on a direct application of the Smolyak sparse grid formula and that allows the use of arbitrary admissible sparse grids. The adaptive algorithm is tested using an existing simulation database of the oceanic response to Hurricane Ivan in the Gulf of Mexico. The a priori tests demonstrate that sparse and adaptive pseudo-spectral constructions lead to substantial savings over isotropic sparse sampling in the present setting.     

Surrogate-based parameter inference in debris flow model

This work tackles the problem of calibrating the unknown parameters of a debris flow model with the drawback that the information regarding the experimental data treatment and processing is not available. In particular, we focus on the evolution over time of the flow thickness of the debris with dam-break initial conditions. The proposed methodology consists of establishing an approximation of the numerical model using a polynomial chaos expansion that is used in place of the original model, saving computational burden. The values of the parameters are then inferred through a Bayesian approach with a particular focus on inference discrepancies that some of the important features predicted by the model exhibit. We build the model approximation using a preconditioned non-intrusive method and show that a suitable prior parameter distribution is critical to the construction of an accurate surrogate model. The results of the Bayesian inference suggest that utilizing directly the available experimental data could lead to incorrect conclusions, including the over-determination of parameters. To avoid such drawbacks, we propose to base the inference on few significant features extracted from the original data. Our experiments confirm the validity of this approach, and show that it does not lead to significant loss of information. It is further computationally more efficient than the direct approach, and can avoid the construction of an elaborate error model.     

Extreme water levels along the central Red Sea coast of Saudi Arabia: processes and frequency analysis

Natural Hazards - Knowledge about extreme water levels is essential for efficient planning and design of coastal infrastructure. This study uses a high-resolution (~?60 m) coupled...     

Quantifying uncertainties in fault slip distribution during the Tōhoku tsunami using polynomial chaos

An efficient method for inferring Manning’s n coefficients using water surface elevation data was presented in Sraj et al. (Ocean Modell 83:82–97 2014a) focusing on a test case based on data collected during the Tōhoku earthquake and tsunami. Polynomial chaos (PC) expansions were used to build an inexpensive surrogate for the numerical model GeoClaw, which were then used to perform a sensitivity analysis in addition to the inversion. In this paper, a new analysis is performed with the goal of inferring the fault slip distribution of the Tōhoku earthquake using a similar problem setup. The same approach to constructing the PC surrogate did not lead to a converging expansion; however, an alternative approach based on basis pursuit denoising was found to be suitable. Our result shows that the fault slip distribution can be inferred using water surface elevation data whereas the inferred values minimize the error between observations and the numerical model. The numerical approach and the resulting inversion are presented in this work.     

Bayesian inference of spatially varying Manning’s n coefficients in an idealized coastal ocean model using a generalized Karhunen-Loève expansion and polynomial chaos

Ocean Dynamics - Bayesian inference with coordinate transformations and polynomial chaos for a Gaussian process with a parametrized prior covariance model was introduced in Sraj et al. (Comput...     

Path planning in uncertain flow fields using ensemble method

An ensemble-based approach is developed to conduct optimal path planning in unsteady ocean currents under uncertainty. We focus our attention on two-dimensional steady and unsteady uncertain flows, and adopt a sampling methodology that is well suited to operational forecasts, where an ensemble of deterministic predictions is used to model and quantify uncertainty. In an operational setting, much about dynamics, topography, and forcing of the ocean environment is uncertain. To address this uncertainty, the flow field is parametrized using a finite number of independent canonical random variables with known densities, and the ensemble is generated by sampling these variables. For each of the resulting realizations of the uncertain current field, we predict the path that minimizes the travel time by solving a boundary value problem (BVP), based on the Pontryagin maximum principle. A family of backward-in-time trajectories starting at the end position is used to generate suitable initial values for the BVP solver. This allows us to examine and analyze the performance of the sampling strategy and to develop insight into extensions dealing with general circulation ocean models. In particular, the ensemble method enables us to perform a statistical analysis of travel times and consequently develop a path planning approach that accounts for these statistics. The proposed methodology is tested for a number of scenarios. We first validate our algorithms by reproducing simple canonical solutions, and then demonstrate our approach in more complex flow fields, including idealized, steady and unsteady double-gyre flows.