Engineering PapersSearch

Engineering topics

Cohn, S. E.

Publications and source records attributed to Cohn, S. E..

Evaluation of the DAO Retrospective Data Assimilation System

We have developed and implemented a retrospective data assimilation system (RDAS) as an upgrade to the operational DAO/Terra data assimilation system. This formulation aims at improving analysis over filter analysis by the dynamically consistent incorporation of observation information past a given analysis time. The current implementation of the RDAS uses the adjoint of the tangent linear model of a simplified version of the Terra general circulation model and extensions to the physical-space statistical analysis system to propagate observation information back in time. The RDAS adopts the same assumptions of the regular data assimilation system, particularly, no explicit propagation of error covariances are involved therefore rendering a procedure that is computationally affordable. In this study, we show results of experiments conducted to investigate the performance of the 6-hour (lag-1) RDAS. Statistical results obtained over one month during a winter season indicate that the RDAS represents considerable improvement over the regular assimilation. Plans for implementation of the RDAS capability in our new finite-volume data assimilation system will also be presented at the time of the conference.

Zhu, Yanqiu

Implementation of a Parallel Kalman Filter for Stratospheric Chemical Tracer Assimilation

A Kalman filter for the assimilation of long-lived atmospheric chemical constituents has been developed for two-dimensional transport models on isentropic surfaces over the globe. An important attribute of the Kalman filter is that it calculates error covariances of the constituent fields using the tracer dynamics. Consequently, the current Kalman-filter assimilation is a five-dimensional problem (coordinates of two points and time), and it can only be handled on computers with large memory and high floating point speed. In this paper, an implementation of the Kalman filter for distributed-memory, message-passing parallel computers is discussed. Two approaches were studied: an operator decomposition and a covariance decomposition. The latter was found to be more scalable than the former, and it possesses the property that the dynamical model does not need to be parallelized, which is of considerable practical advantage. This code is currently used to assimilate constituent data retrieved by limb sounders on the Upper Atmosphere Research Satellite. Tests of the code examined the variance transport and observability properties. Aspects of the parallel implementation, some timing results, and a brief discussion of the physical results will be presented.

Chang, Lang-Ping

An efficient algorithm for estimating noise covariances in distributed systems

An efficient computational algorithm for estimating the noise covariance matrices of large linear discrete stochatic-dynamic systems is presented. Such systems arise typically by discretizing distributed-parameter systems, and their size renders computational efficiency a major consideration. The proposed adaptive filtering algorithm is based on the ideas of Belanger, and is algebraically equivalent to his algorithm. The earlier algorithm, however, has computational complexity proportional to p to the 6th, where p is the number of observations of the system state, while the new algorithm has complexity proportional to only p-cubed. Further, the formulation of noise covariance estimation as a secondary filter, analogous to state estimation as a primary filter, suggests several generalizations of the earlier algorithm. The performance of the proposed algorithm is demonstrated for a distributed system arising in numerical weather prediction.

Dee, D. P.

A factored implicit scheme for numerical weather prediction

An implicit method is proposed to factor the nonlinear partial differential equations governing fast and slow modes of dynamic motion in numerical weather prediction schemes. The method permits separate factorization of the slow and fast modes of the implicit operator. A simple two-dimensional version of the system of three-dimensional equations governing atmospheric dynamics over shallow water was analyzed to assess the accuracy of the proposed method. It is shown that the method has a small error which is comparable to other discretization errors in the overall scheme.

Augenbaum, J. M.

A fully implicit scheme for the barotropic primitive equations

An efficient implicit finite-difference method is developed and tested for a global barotropic model. The scheme requires, at each time step, the solution of only one-dimensional block-tridiagonal linear systems. This additional computation is offset by the use of a time step chosen independently of the mesh spacing. The method is second-order accurate in time and fourth-order accurate in space. Present experience indicates that this implicit method is practical for numerical simulation on fine meshes.

Cohn, S. E.

A Factored Implicit Scheme for Numerical Weather Prediction with Small Factorization Error

Numerical results show that, for large time steps, the factorization error can be significant, even for the slowly propagating Rossby modes. A new scheme is formulated based on a more accurate factorization of the equations. By grouping separately the terms of the equations which give rise to the fast and slow motion, the equations are factored more accurately. The fast-slow factorization eliminated the factorization error. If each of the fast and slow factors are factored again according to spatial components, the resulting scheme only involves the solution of one dimensional linear systems, and computational efficient. It is shown that the factorization error for the slow made component is negligible for this new scheme.

Augenbaum, J. M.

A Kalman filter for a two-dimensional shallow-water model

A two-dimensional Kalman filter is described for data assimilation for making weather forecasts. The filter is regarded as superior to the optimal interpolation method because the filter determines the forecast error covariance matrix exactly instead of using an approximation. A generalized time step is defined which includes expressions for one time step of the forecast model, the error covariance matrix, the gain matrix, and the evolution of the covariance matrix. Subsequent time steps are achieved by quantifying the forecast variables or employing a linear extrapolation from a current variable set, assuming the forecast dynamics are linear. Calculations for the evolution of the error covariance matrix are banded, i.e., are performed only with the elements significantly different from zero. Experimental results are provided from an application of the filter to a shallow-water simulation covering a 6000 x 6000 km grid.

Parrish, D. F.

Systematic estimation of forecast and observation error covariances in four-dimensional data assimilation

A two-part algorithm is presented for reliably computing weather forecast model and observational error covariances during data assimilation. Data errors arise from instrumental inaccuracies and sub-grid scale variability, whereas forecast errors occur because of modeling errors and the propagation of previous analysis errors. A Kalman filter is defined as the primary algorithm for estimating the forecast and analysis error convariance matrices. A second algorithm is described for quantifying the noise covariance matrices of any degree to obtain accurate values for the observational error covariances. Numerical results are provided from a linearized one-dimensional shallow-water model. The results cover observational noise covariances, initial instrumental errors and erroneous model values.

Dee, D. P.

A fully implicit scheme for global numerical weather prediction

A fast-slow factored scheme is presented for use with shallow-water primitive equation numerical weather prediction models. The technique was developed to reduce the rotational mode errors which arise when the fast and slow terms of the governing differential equations are treated simultaneously. The method factors out the fast and slow terms along the coordinate directions by means of a modified Crank-Nicolson scheme. A finite-difference spatial discretization is carried out in the zonal and meridional directions to reduce the factorization error to near-zero, and that time steps of 60-90 min can be used to obtain acceptably accurate results, even in the presence of fine spatial structures in the flow.

Augenbaum, J. M.

Fully Implicit Numerical Methods for the Baroclinic Primitive Equations

A fully implicit code was developed to solve the three-dimensional primitive equations of atmospheric flow. The scheme is second order accurate in time and fourth order accurate in the horizontal and vertical directions. Furthermore, as a result of being fully implicit, the time step is not restricted by the mesh spacing near the poles, nor by the speed of inertia-gravity waves. Rather, the time step, deltat is determined simply by the requirement that it be small enough to adequately resolve the atmospheric flow of interest. The accuracy and efficiency of current models for fine grids should be significantly improved.

Cohn, S. E.

The effect of compact implicit differencing in a baroclinic primitive equations model

In an effort to improve forecast accuracy, the horizontal accuracy of gridpoint forecast models at a number of numerical weather prediction (NWP) centers was increased from second order to fourth order. The current GLAS model uses second-order explicit finite-difference formulas in the vertical and fourth-order explicit finite-difference formulas in the horizontal. Experiments are described which indicate the increased forecast accuracy gained by use of compact fourth-order finite differences in a simple baroclinic model. Tables show an increase in forecast accuracy by a factor of 100-150 by use of fourth-order instead of second-order vertical discretization.

Augenbaum, J. M.

Methods of sequential estimation for determining initial data in numerical weather prediction

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Cohn, S. E.