TY - JOUR
T1 - Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
AU - Gershgorin, B.
AU - Harlim, J.
AU - Majda, A. J.
N1 - Funding Information:
The research of A.J. Majda is partially supported by the National Science Foundation grant DMS-0456713 , the Office of Naval Research grant N00014-05-1-0164 , and the Defense Advanced Research Projects Agency grants N00014-07-1-0750 and N00014-08-1-1080 . Boris Gershgorin and John Harlim are supported as postdoctoral fellows through the last two agencies.
PY - 2010/1/1
Y1 - 2010/1/1
N2 - 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.
AB - 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.
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U2 - 10.1016/j.jcp.2009.09.022
DO - 10.1016/j.jcp.2009.09.022
M3 - Article
AN - SCOPUS:70350427663
SN - 0021-9991
VL - 229
SP - 32
EP - 57
JO - Journal of Computational Physics
JF - Journal of Computational Physics
IS - 1
ER -