L’assimilation de données est l’ensemble des techniques qui permettent de combiner un modèle et des observations. Le but est ici d’identifier l’état d’un système géophysique à partir de données discrètes en temps et en espace. Après un rappel de l’état de l’art en assimilation de données (méthode variationnelle 4D-VAR et approche duale 4D-PSAS, filtres séquentiels de type Kalman), nous présentons l’algorithme du nudging direct et rétrograde, ainsi que son extension naturelle (le nudging direct et rétrograde diffusif) à certains modèles géophysiques contenant un terme de diffusion.
Data assimilation is the domain at the interface between observations and models, which makes it possible to identify the global structure of a geophysical system from a set of discrete space-time data. After recalling state-of-the-art data assimilation methods, the variational 4D-VAR algorithm and the dual variational 4D-PSAS algorithm, and sequential Kalman filters, we will present the Back and Forth Nudging (BFN) algorithm, and the Diffusive Back and Forth Nudging (DBFN) algorithm, which is a natural extension of the BFN to some particular diffusive models.
Didier Auroux 1
@article{AFST_2017_6_26_4_767_0, author = {Didier Auroux}, title = {Data assimilation for geophysical fluids}, journal = {Annales de la Facult\'e des sciences de Toulouse : Math\'ematiques}, pages = {767--793}, publisher = {Universit\'e Paul Sabatier, Toulouse}, volume = {Ser. 6, 26}, number = {4}, year = {2017}, doi = {10.5802/afst.1552}, language = {en}, url = {https://afst.centre-mersenne.org/articles/10.5802/afst.1552/} }
TY - JOUR AU - Didier Auroux TI - Data assimilation for geophysical fluids JO - Annales de la Faculté des sciences de Toulouse : Mathématiques PY - 2017 SP - 767 EP - 793 VL - 26 IS - 4 PB - Université Paul Sabatier, Toulouse UR - https://afst.centre-mersenne.org/articles/10.5802/afst.1552/ DO - 10.5802/afst.1552 LA - en ID - AFST_2017_6_26_4_767_0 ER -
%0 Journal Article %A Didier Auroux %T Data assimilation for geophysical fluids %J Annales de la Faculté des sciences de Toulouse : Mathématiques %D 2017 %P 767-793 %V 26 %N 4 %I Université Paul Sabatier, Toulouse %U https://afst.centre-mersenne.org/articles/10.5802/afst.1552/ %R 10.5802/afst.1552 %G en %F AFST_2017_6_26_4_767_0
Didier Auroux. Data assimilation for geophysical fluids. Annales de la Faculté des sciences de Toulouse : Mathématiques, Série 6, Tome 26 (2017) no. 4, pp. 767-793. doi : 10.5802/afst.1552. https://afst.centre-mersenne.org/articles/10.5802/afst.1552/
[1] Solution approchée pour un problème d’assimilation de données météorologiques avec prise en compte de l’erreur modèle, C. R. Acad. Sci. Paris, Ser. II, Volume 321 (1995), pp. 1087-1094
[2] Étude de différentes méthodes d’assimilation de données pour l’environnement, University of Nice - Sophia Antipolis (France) (2003) (Ph. D. Thesis)
[3] Generalization of the dual variational data assimilation algorithm to a nonlinear layered quasi-geostrophic ocean model, Inverse Probl., Volume 23 (2007) no. 6, pp. 2485-2503 | DOI | Zbl
[4] The Back and Forth Nudging algorithm applied to a shallow water model, comparison and hybridization with the 4D-VAR, Int. J. Numer. Methods Fluids, Volume 61 (2009) no. 8, pp. 911-929 | DOI | Zbl
[5] An evolution of the Back and Forth Nudging for geophysical data assimilation: application to Burgers equation and comparisons, Inverse Probl. Sci. Eng., Volume 21 (2013) no. 3, pp. 399-419 | DOI | Zbl
[6] Data assimilation methods for an oceanographic problem, Multidisciplinary methods for analysis optimization and control of complex systems (Mathematics in Industry), Volume 6, Springer, 2004 | Zbl
[7] Back and forth nudging algorithm for data assimilation problems, C. R. Acad. Sci. Paris, Ser. I, Volume 340 (2005) no. 12, pp. 873-878 | DOI | Zbl
[8] A nudging-based data assimilation method for oceanographic problems: the Back and Forth Nudging (BFN) algorithm, Nonlin. Proc. Geophys., Volume 15 (2008), pp. 305-319 | DOI
[9] Diffusive Back and Forth Nudging algorithm for data assimilation, C. R. Acad. Sci. Paris, Ser. I, Volume 349 (2011) no. 15-16, pp. 849-854 | DOI | Zbl
[10] Symmetry-based observers for some water-tank problems, IEEE Trans. Autom. Contr., Volume 56 (2011) no. 5, pp. 1046-1058 | DOI | Zbl
[11] The Back and Forth Nudging algorithm for data assimilation problems: theoretical results on transport equations, ESAIM, Control Optim. Calc. Var., Volume 18 (2012) no. 2, pp. 318-342 | DOI | Zbl
[12] Inverse methods in physical oceanography, Cambridge Monographs on Mechanics and Applied Mathematics, Cambridge University Press, 1992, xvi+346 pages | Zbl
[13] Inverse Modeling of the Ocean and Atmosphere, Cambridge University Press, 2002, xxii+234 pages | Zbl
[14] Data assimilation for geophysical fluids, Computational methods for the atmosphere and the oceans (Handbook of Numerical Analysis), Volume 14, Elsevier, 2009, pp. 385-441 | DOI
[15] Assimilation of low-level wind in a high resolution mesoscale model using the back and forth nudging algorithm, Tellus A, Volume 64 (2012), 18697 pages | DOI
[16] A new double-rank minimization algorithm, Notices American Math. Soc., Volume 16 (1969), 670 pages
[17] Mapping tropical Pacific sea level: data assimilation via a reduced state Kalman filter, J. Geophys. Res., Volume 101(C10) (1996), pp. 22599-22617 | DOI
[18] Deterministic treatment of model error in geophysical data assimilation, Mathematical Paradigms of Climate Science (Springer INdAM Series), Volume 15 (2016), pp. 175-213 | Zbl
[19] Dual formulation of four-dimensional variational assimilation, Quart. J. R. Meteor. Soc., Volume 123 (1997), pp. 2449-2461 | DOI
[20] Variational assimilation of meteorological observations with the adjoint equations Part 2. Numerical results, Quart. J. Roy. Meteor. Soc., Volume 113 (1987), pp. 1329-1347 | DOI
[21] Back and Forth Nudging for quantum state reconstruction, 4th Int. Symp. Communications Control Signal Proc. (2010), pp. 1-5 | DOI
[22] Vecteurs caractéristiques de modèles océaniques pour la réduction d’ordre en assimilation de données, University of Grenoble I (France) (2001) (Ph. D. Thesis)
[23] Using the extended Kalman filter with a multilayer quasi-geostrophic ocean model, J. Geophys. Res., Volume 97 (1992), pp. 17905-17924 | DOI
[24] Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics, J. Geophys. Res., Volume 99 (1994) no. C5, pp. 10143-10162 | DOI
[25] The Ensemble Kalman Filter: theoretical formulation and practical implementation, Ocean Dynamics, Volume 53 (2003), pp. 343-367 | DOI
[26] Data assimilation: the Ensemble Kalman Filter, Springer, 2009
[27] Assimilation of Topex sea level measurements with a reduced-gravity, shallow water model of the tropical Pacific Ocean, J. Geophys. Res., Volume 100(C12) (1995), pp. 25027-25039 | DOI
[28] Assimilation of sea surface topography into an ocean circulation model using a steady state smoother, J. Phys. Oceanogr., Volume 23 (1993), pp. 1831-1855 | DOI
[29] Assimilation of simulated wind lidar data with a Kalman filter, Mon. Wea. Rev., Volume 121 (1993), pp. 1803-1820 | DOI
[30] Applied Optimal Estimation, MIT Press, 1974
[31] Meteorological data assimilation for oceanographers. Part I: Description and theoretical framework, Dyn. Atmos. Oceans, Volume 13 (1989) no. 3-4, pp. 171-218 | DOI
[32] Sequential estimation, data assimilation and initialization, The interaction between objective analysis and initialization (Publ. Meteor.), Volume 127, McGill University, 1982
[33] Data assimilation in meteorology and oceanography, Adv. Geophys., Volume 33 (1991), pp. 141-265 | DOI
[34] Some numerical experiments with variable storage quasi-Newton algorithms, Math. Program., Volume 45 (1989), pp. 407-435 | DOI | Zbl
[35] GEOSAT sea-level assimilation in a tropical Atlantic model using Kalman filter, Ocean. Acta, Volume 15 (1992), pp. 567-574
[36] Automatic Differentiation, Princeton Companion to Applied Mathematics, Princeton University Press, 2014
[37] The initialization of numerical models by a dynamic initialization technique, Mon. Wea. Rev., Volume 104 (1976), pp. 1551-1556 | DOI
[38] The role of mesoscale eddies in the general circulation of the ocean, J. Phys. Oceanogr., Volume 8 (1978) no. 3, pp. 363-392 | DOI
[39] Data assimilation using an ensemble Kalman filter technique, Mon. Wea. Rev., Volume 126 (1998), pp. 796-811 | DOI
[40] Stochastic Processes and Filtering Theory, Mathematics in Science and Engineering, 64, Academic Press, 1970, xiv+376 pages | Zbl
[41] Atmospheric modeling, data assimilation and predictability, Cambridge University Press, 2003, 341 pages
[42] Variational algorithms for analysis and assimilation of meteorological observations: theoretical aspects, Tellus A, Volume 38 (1986) no. 2, pp. 97-110 | DOI
[43] Observer-based quantum state estimation by continuous weak measurement, American Control Conference (ACC) (2011), pp. 4334-4339
[44] The use of adjoint equations to solve a variational adjustment problem with convective constraints, Tellus A, Volume 37 (1985), pp. 309-322 | DOI
[45] Contrôle optimal de systèmes gouvernés par des équations aux dérivées partielles, Dunod, 1968, xii+426 pages | Zbl
[46] On the limited memory BFGS method for large scale optimization, Math. Program., Volume 45 (1989) no. 3, pp. 503-528 | DOI | Zbl
[47] Étude d’un algorithme d’assimilation variationnelle de données à contrainte faible. Mise en œuvre sur le modèle océanique aux équations primitives MICOM, Université Paul Sabatier, Toulouse (France) (1999) (Ph. D. Thesis)
[48] Implementation of a dual variational algorithm for assimilation of synthetic altimeter data in the oceanic primitive equation model MICOM, J. Geophys. Res., Volume 106 (2001), pp. 9199-9212 | DOI
[49] Observers for multivariable systems, IEEE Trans. Autom. Contr., Volume 11 (1966), pp. 190-197 | DOI
[50] A variational method for the resolution of a data assimilation problem in oceanography, Inverse Probl., Volume 14 (1998), pp. 979-997 | DOI
[51] Applied shape optimization for fluids, Numerical Mathematics and Scientific Computation, Clarendon Press, 2001, xvi+251 pages | Zbl
[52] Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems, ESAIM, Control Optim. Calc. Var., Volume 17 (2011) no. 2, pp. 380-405 erratum in ibid 17 (2011), no. 2, p. 406-409 | DOI | Zbl
[53] Data assimilation in a quasi-geostrophic open-ocean model of the Gulf-Stream region using the adjoint model, J. Phys. Oceanogr., Volume 21 (1991), pp. 398-427 | DOI
[54] Application of the adjoint technique to processing of a standard section data set: world ocean circulation experiment section S4 along S in the Pacific Ocean, J. Geophys. Res., Volume 100(C1) (1994), pp. 865-879 | DOI
[55] Geophysical fluid dynamics, Springer, 1979, xii+624 pages | Zbl
[56] A Singular Evolutive Extended Kalman filter for data assimilation in oceanography, Inverse Probl., Volume 14 (1998), pp. 979-997 | DOI
[57] Recovering the initial state of an infinite-dimensional system using observers, Automatica, Volume 46 (2010) no. 10, pp. 1616-1625 | DOI | Zbl
[58] Basic function representation of programs for automatic differentiation in the Odyssée system, High performance computing in the geosciences, Kluwer Academic Publishers, 1994, pp. 207-222
[59] Variational assimilation of GEOSAT data into an eddy-resolving model of the Gulf Stream area, J. Phys. Oceanogr., Volume 23 (1993), pp. 925-953 | DOI
[60] Variational assimilation of XBT data. Part I, J. Phys. Oceanogr., Volume 20 (1990), pp. 672-688 | DOI
[61] Optimal determination of nudging coefficients using the adjoint equations, Tellus A, Volume 45 (1993), pp. 358-369 | DOI
[62] Use of four dimensional data assimilation in a limited area mesoscale model - Part 1: Experiments with synoptic-scale data, Mon. Wea. Rev., Volume 118 (1990), pp. 1250-1277 | DOI
[63] Assimilation of observations, an introduction, Journal of the Met. Soc. of Japan, Volume 75 (1997) no. 1B, pp. 191-209 | DOI | Zbl
[64] Variational assimilation of meteorological observations with the adjoint vorticity equation. Part I: Theory, Quart. J. R. Meteor. Soc., Volume 113 (1987), pp. 1311-1328 | DOI
[65] Fitting dynamics to data, J. Geophys. Res., Volume 93 (1988), pp. 1227-1240 | DOI
[66] Limited-memory BFGS diagonal preconditioners for a data assimilation problem in meteorology, Optimization and Engineering, Volume 1 (2000) no. 3, pp. 323-339 | DOI
[67] An extended Kalman filter to assimilate satellite altimeter data into a non-linear numerical model of the tropical Pacific Ocean: method and validation, J. Geophys. Res., Volume 104 (1999), pp. 5441-5458 | DOI
[68] Impact de données d’altimétrie satellitaire sur les simulations numériques des circulations générales océaniques aux latitudes moyennes, Ann. Geophys., Volume 7 (1989) no. 1, pp. 31-46
[69] Vers une prise en compte des erreurs modèle en assimilation de données 4D-variationnelle - Application à un modèle réaliste d’océan, University of Grenoble I (France) (2001) (Ph. D. Thesis)
[70] Determination of optimal nudging coefficients, Tellus A, Volume 55 (2003), pp. 1-15 | DOI
[71] An optimal nudging data assimilation scheme using parameter estimation, Quart. J. Roy. Meteor. Soc., Volume 118 (1992), pp. 1163-1186 | DOI
Cité par Sources :