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Multiscale methods for data assimilation in turbulent systems. (English) Zbl 1317.93250

Summary: Data assimilation of turbulent signals is an important challenging problem because of the extremely complicated large dimension of the signals and incomplete partial noisy observations which usually mix the large scale mean flow and small scale fluctuations. Due to the limited computing power in the foreseeable future, it is desirable to use multiscale forecast models which are cheap and fast to mitigate the curse of dimensionality in turbulent systems; thus model errors from imperfect forecast models are unavoidable in the development of a data assimilation method in turbulence. Here we propose a suite of multiscale data assimilation methods which use stochastic superparameterization as the forecast model. Superparameterization is a seamless multiscale method for parameterizing the effect of small scales by cheap local problems embedded in a coarse grid. The key ingredient of the multiscale data assimilation methods is the systematic use of conditional Gaussian mixtures which make the methods efficient by filtering a subspace whose dimension is smaller than the full state. The multiscale data assimilation methods proposed here are tested on a six dimensional conceptual dynamical model for turbulence which mimics interesting features of anisotropic turbulence including two way coupling between the large and small scale parts, intermittencies, and extreme events in the smaller scale fluctuations. Numerical results show that suitable multiscale data assimilation methods have high skill in estimating the most energetic modes of turbulent signals even with infrequent observation times.

MSC:

93E11 Filtering in stochastic control theory
62M20 Inference from stochastic processes and prediction
62L12 Sequential estimation
65C20 Probabilistic models, generic numerical methods in probability and statistics
76F55 Statistical turbulence modeling
34E13 Multiple scale methods for ordinary differential equations

Software:

CRCP

References:

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