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Title: Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation

Abstract

The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to thismore » toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates high predictive skill, comparable with the skill of the perfect model for a duration of many eddy turnover times especially in the unstable regime.« less

Authors:
 [1];  [1]
  1. Department of Mathematics and Center for Atmosphere and Ocean Science, Courant Institute of Mathematical Sciences, New York University, NY 10012 (United States)
Publication Date:
OSTI Identifier:
21333900
Resource Type:
Journal Article
Journal Name:
Journal of Computational Physics
Additional Journal Information:
Journal Volume: 229; Journal Issue: 1; Other Information: DOI: 10.1016/j.jcp.2009.09.022; PII: S0021-9991(09)00514-2; Copyright (c) 2009 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 0021-9991
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; CORRECTIONS; ERRORS; FORECASTING; INSTABILITY; SIGNALS; STOCHASTIC PROCESSES; TURBULENCE

Citation Formats

Gershgorin, B, Harlim, J., and Majda, A J. Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation. United States: N. p., 2010. Web. doi:10.1016/j.jcp.2009.09.022.
Gershgorin, B, Harlim, J., & Majda, A J. Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation. United States. https://doi.org/10.1016/j.jcp.2009.09.022
Gershgorin, B, Harlim, J., and Majda, A J. Fri . "Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation". United States. https://doi.org/10.1016/j.jcp.2009.09.022.
@article{osti_21333900,
title = {Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation},
author = {Gershgorin, B and Harlim, J. and Majda, A J},
abstractNote = {The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to this toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates high predictive skill, comparable with the skill of the perfect model for a duration of many eddy turnover times especially in the unstable regime.},
doi = {10.1016/j.jcp.2009.09.022},
url = {https://www.osti.gov/biblio/21333900}, journal = {Journal of Computational Physics},
issn = {0021-9991},
number = 1,
volume = 229,
place = {United States},
year = {2010},
month = {1}
}