An Efficient and Statistically Accurate Lagrangian Data Assimilation Algorithm with Applications to Discrete Element Sea Ice Models

Lagrangian data assimilation of complex nonlinear turbulent flows is an important but computationally challenging topic. In this article, an efficient data-driven statistically accurate reduced-order modeling algorithm is developed that significantly accelerates the computational efficiency of Lagrangian data assimilation. The algorithm starts with a Fourier transform of the high-dimensional flow field, which is followed by an effective model reduction that retains only a small subset of the Fourier coefficients corresponding to the energetic modes. Then a linear stochastic model is developed to approximate the nonlinear dynamics of each Fourier coefficient. Effective additive and multiplicative noise processes are incorporated to characterize the modes that exhibit Gaussian and non-Gaussian statistics, respectively. All the parameters in the reduced order system, including the multiplicative noise coefficients, are determined systematically via closed analytic formulae. These linear stochastic models succeed in forecasting the uncertainty and facilitate an extremely rapid data assimilation scheme. The new Lagrangian data assimilation is then applied to observations of sea ice floe trajectories that are driven by atmospheric winds and turbulent ocean currents. It is shown that observing only about 30 non-interacting floes in a 200km×200km domain is sufficient to recover the key multi-scale features of the ocean currents. The additional observations of the floe angular displacements are found to be suitable supplements to the center-of-mass positions for improving the data assimilation skill. In addition, the observed large and small floes are more useful in recovering the largeand small-scale features of the ocean, respectively. The Fourier domain data assimilation also succeeds in recovering the ocean features in the areas where cloud cover obscures the observations. Finally, the multiplicative noise is shown to be crucial in recovering extreme events.

[1]  L. Mysak,et al.  Modeling Sea Ice as a Granular Material, Including the Dilatancy Effect , 1997 .

[2]  Nan Chen,et al.  Model Error, Information Barriers, State Estimation and Prediction in Complex Multiscale Systems , 2018, Entropy.

[3]  F. L. Dimet,et al.  Lagrangian data assimilation for river hydraulics simulations , 2006 .

[4]  Peter W. Sauer,et al.  Data Assimilation in the Detection of Vortices , 2009 .

[5]  Matthew Newman,et al.  Multiplicative Noise and Non-Gaussianity: A Paradigm for Atmospheric Regimes? , 2005 .

[6]  John Gould,et al.  Argo profiling floats bring new era of in situ ocean observations , 2004 .

[7]  P. Cundall,et al.  A discrete numerical model for granular assemblies , 1979 .

[8]  M. Wilhelmus,et al.  Ice Floe Tracker: An algorithm to automatically retrieve Lagrangian trajectories via feature matching from moderate-resolution visual imagery , 2019, Remote Sensing of Environment.

[9]  Andrew J. Majda,et al.  Filtering Complex Turbulent Systems , 2012 .

[10]  K. Ide,et al.  A Method for Assimilating Lagrangian Data into a Shallow-Water-Equation Ocean Model , 2006 .

[11]  Harry L. Stern,et al.  A New Lagrangian Model of Arctic Sea Ice , 2004 .

[12]  J. Whitaker,et al.  Accounting for the Error due to Unresolved Scales in Ensemble Data Assimilation: A Comparison of Different Approaches , 2005 .

[13]  Andrew M. Stuart,et al.  A Bayesian approach to Lagrangian data assimilation , 2008 .

[14]  G. Manucharyan,et al.  Submesoscale Sea Ice-Ocean Interactions in Marginal Ice Zones , 2017 .

[15]  K. Ide,et al.  Lagrangian data assimilation for point vortex systems , 2002 .

[16]  Jeffrey L. Anderson Spatially and temporally varying adaptive covariance inflation for ensemble filters , 2009 .

[17]  T. K. Edwards,et al.  Initial investigations of precipitating quasi-geostrophic turbulence with phase changes , 2021, Research in the Mathematical Sciences.

[18]  W. Hibler A Dynamic Thermodynamic Sea Ice Model , 1979 .

[19]  E. Hunke,et al.  An Elastic–Viscous–Plastic Model for Sea Ice Dynamics , 1996 .

[20]  Istvan Szunyogh,et al.  Efficient data assimilation for spatiotemporal chaos: A local ensemble transform Kalman filter , 2005, physics/0511236.

[21]  Gerhard Nahler,et al.  Pearson Correlation Coefficient , 2020, Definitions.

[22]  A. Apte,et al.  The impact of nonlinearity in Lagrangian data assimilation , 2013 .

[23]  Jon Olauson ERA5: The new champion of wind power modelling? , 2018, Renewable Energy.

[24]  K. Ide,et al.  A Method for Assimilation of Lagrangian Data , 2003 .

[25]  Annalisa Griffa,et al.  Lagrangian Data Assimilation in Multilayer Primitive Equation Ocean Models , 2005 .

[26]  Jinlun Zhang,et al.  Sea ice floe size distribution in the marginal ice zone: Theory and numerical experiments , 2015 .

[27]  Kayo Ide,et al.  Using flow geometry for drifter deployment in Lagrangian data assimilation , 2008 .

[28]  R. Lumpkin,et al.  Lagrangian Analysis and Prediction of Coastal and Ocean Dynamics: Measuring surface currents with Surface Velocity Program drifters: the instrument, its data, and some recent results , 2007 .

[29]  G. Flierl,et al.  Baroclinically Unstable Geostrophic Turbulence in the Limits of Strong and Weak Bottom Ekman Friction: Application to Midocean Eddies , 2004 .

[30]  Wilford F. Weeks,et al.  On sea ice , 2010 .

[31]  P. A. Cundall,et al.  FORMULATION OF A THREE-DIMENSIONAL DISTINCT ELEMENT MODEL - PART I. A SCHEME TO DETECT AND REPRESENT CONTACTS IN A SYSTEM COMPOSED OF MANY POLYHEDRAL BLOCKS , 1988 .

[32]  Rob J Hyndman,et al.  Another look at measures of forecast accuracy , 2006 .

[33]  Andrew J. Majda,et al.  Test models for improving filtering with model errors through stochastic parameter estimation , 2010, J. Comput. Phys..

[34]  Andrew J. Majda,et al.  Low-Dimensional Reduced-Order Models for Statistical Response and Uncertainty Quantification: Two-Layer Baroclinic Turbulence , 2016 .

[35]  S. Penny,et al.  Lagrangian Data Assimilation of Surface Drifters in a Double-Gyre Ocean Model Using the Local Ensemble Transform Kalman Filter , 2019, Monthly Weather Review.

[36]  A. Polojärvi,et al.  A review of discrete element simulation of ice–structure interaction , 2018, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[37]  Andrew J. Majda,et al.  Information barriers for noisy Lagrangian tracers in filtering random incompressible flows , 2014 .

[38]  G. Vallis Atmospheric and Oceanic Fluid Dynamics: Fundamentals and Large-Scale Circulation , 2017 .

[39]  P. Cundall,et al.  FORMULATION OF A THREE-DIMENSIONAL DISTINCT ELEMENT MODEL - PART II. MECHANICAL CALCULATIONS FOR MOTION AND INTERACTION OF A SYSTEM COMPOSED OF MANY POLYHEDRAL BLOCKS , 1988 .

[40]  A. Adcroft,et al.  Application of Discrete Element Methods to Approximate Sea Ice Dynamics , 2018, Journal of Advances in Modeling Earth Systems.

[41]  H. Zwally,et al.  Antarctic Sea Ice, 1973-1976: Satellite Passive-Microwave Observations , 1983 .

[42]  P. Rampal,et al.  Presentation of the dynamical core of neXtSIM, a new sea ice model , 2015 .

[43]  PierGianLuca Porta Mana,et al.  Toward a stochastic parameterization of ocean mesoscale eddies , 2014 .

[44]  Andrew J. Majda,et al.  Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation , 2010, J. Comput. Phys..

[45]  Hajo Eicken,et al.  Growth, Structure and Properties of Sea Ice , 2010 .

[46]  Annalisa Griffa,et al.  Prediction of particle trajectories in the Adriatic Sea using Lagrangian data assimilation , 2001 .

[47]  Andrew J. Majda,et al.  Accuracy of Some Approximate Gaussian Filters for the Navier-Stokes Equation in the Presence of Model Error , 2018, Multiscale Model. Simul..

[48]  J. Holton Geophysical fluid dynamics. , 1983, Science.

[49]  Andrew J. Majda,et al.  Model Error in Filtering Random Compressible Flows Utilizing Noisy Lagrangian Tracers , 2016 .

[50]  Sylvain Bouillon,et al.  neXtSIM: a new Lagrangian sea ice model , 2015 .

[51]  S. S. ARTEMIEV,et al.  Numerical solution of systems of stochastic differential equations , 1988 .

[52]  Andrew J. Majda,et al.  Noisy Lagrangian Tracers for Filtering Random Rotating Compressible Flows , 2015, J. Nonlinear Sci..

[53]  A. Mariano,et al.  Assimilation of drifter observations for the reconstruction of the Eulerian circulation field , 2003 .

[54]  Istvan Szunyogh,et al.  A Local Ensemble Kalman Filter for Atmospheric Data Assimilation , 2002 .