A structurally informed data assimilation approach for nonlinear partial differential equations

Tongtong Li

doi:10.1016/j.jcp.2024.113396

A structurally informed data assimilation approach for nonlinear partial differential equations

2024-12-01

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DOI：10.1016/j.jcp.2024.113396

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Ensemble-based Kalman filtering data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is well known that the commonly used Gaussian distribution assumption introduces biases for state variables that admit discontinuous profiles, which are prevalent in nonlinear partial differential equations. This investigation designs a new structurally informed prior that exploits statistical information from the simulated state variables. In particular, based on the second moment information of the state variable gradient, we construct a new weighting matrix for the numerical simulation contribution in the data assimilation objective function. This replaces the typical prior covariance matrix used for this purpose. We further adapt our weighting matrix to include information in discontinuity regions via a clustering technique. Our numerical experiments demonstrate that this new approach yields more accurate estimates than those obtained using standard ensemble-based Kalman filtering on shallow water equations, even when it is enhanced with inflation and localization techniques.

Keywords:

Data assimilation

Ensemble transform Kalman filtering

Structurally informed prior

Clustering

Shallow water equations

A structurally informed data assimilation approach for nonlinear partial differential equations

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