Abstract
To understand and predict the behavior of a system one can use measurements or one can develop physically based numerical models. In many applications however neither of these approaches is able to provide an accurate description of the dynamic behavior of the system. A model is always a simplification of the real world while measurements seldom produce a complete picture of the system behaviour. Using data assimilation techniques measurements and model results are both used to obtain an optimal estimate of the state of the system. In this article we present an overview of methods available to assimilate data into a numerical model. Attention is concentrated on variational methods and on Kalman filtering. The main problem of using these advanced data assimilation schemes is the huge computational burden that is required for solving real life problems. For variational methods the adjoint model implementation is essential to obtain an efficient data assimilation algorithm. For Kalman filtering problems a number of approximate algorithms have been introduced recently: Ensemble Kalman filters and Reduced Rank filters. These algorithms make the application of Kalman filtering to large-scale data assimilation problems feasible. After a brief introduction to the most important data assimilation approaches we will discuss the advantages and disadvantages of the various methods and present a number of real life applications.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Anderson, J.L., An ensemble adjustment Kalman filter for data assimilation, Mon. Weather. Rev., Vol. 129, 2001, 2884–2903
Bennett, A.F., Inverse modeling of the ocean and atmosphere, Cambridge University Press, UK, 2002.
Bishop, C.H., and Etherton, B.J., and Majumdar, S.J., Adaptive sampling with the ensemble transform Kalman filter Part I: Theoretical aspects, Monthly Weather Review, Vol. 129, 2001, 420–436.
Booij, N., R.C. Ris, L.H. Holthuijsen, A third-generation wave model for coastal regions: 1. model description and validation, J. of Geoph. Research, Vol. 104, 1999, 7649–7666.
Byrd, R.H., J. Nocedal, R.B. Schnabel, Representations of quasi-Newton matrices and their use in limited memory methods, Mathematical Programming, Vol. 63, 1994, 129–156.
EC, Council directive 96/62/ec of 27 September 1996 on ambient air quality assessment and management from EU air quality framework directive, Off. J. Eur. Commun., L, Legis, 1996, 296:55–63.
Evensen G, Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics, JGR, 99(c5), 1994, 10143–10162.
Evensen, G., The Ensemble Kalman Filter: theoretical formulation and practical implementation, Ocean Dynamics, Vol. 53, 2003, 343–367.
Gerritsen, H., de Vries, J., Philippart, M., The Dutch Continental Shelf model, in: Quantitative Skill Assessment for Coastal Ocean models, D. Lynch and A. Davies (eds.), Coastal and Estuarine Studies, Vol 47, 1995, pp. 425–267.
Fletcher, R., C.M. Reeves, Function minimization by conjugate gradients, Computer Journal, Vol. 7, 1964, 149–154.
Hanea, R. G., G. J. M. Velders, A. Heemink, Data assimilation of ground-level ozone in Europe with a Kalman filter and chemistry transport model, J. Geophys, Vol. 109, 2004, D10302, doi:10.1029/2003JD004283.
Heemink, A. W., H. Kloosterhuis, Data assimilation for non-linear tidal models. –International Journal for Numerical Methods in Fluids, Vol. 11, 1990, 1097–1112.
Heemink, AW, and Metzelaar IDM, Data assimilation into a numerical shallow water flow model: a stochastic optimal control approach, J. Mar. Sys, Vol. 6, 1995, 145–158.
Heemink, A. W., M. Verlaan, A. J. Segers, Variance reduced Ensemble Kalman filtering, Mon. Weather Rev., Vol. 129, 2001, 1718–1728.
Kaminski T, et al., An example of an automatic differentiation-based modelling system, Lecture Notes in Computer Science 2668, 2003, 95–104.
Lelieveld, J., H. Berresheim, S. Borrmann, P.J. Crutzen, F.J. Dentener, H. Fischer, J. Feichter, P.J. Flatau, J. Heland, R. Holzinger, R. Korrmann, M.G. Lawrence, Z. Levin, K.M. Markowicz, N. Mihalopoulos, A. Minikin, V. Ramanathan, M. de Reus, G.J. Roelofs, H.A. Scheeren, J. Sciare, H. Schlager, M. Schultz, P. Siegmund, B. Steil, E.G. Stephanou, P. Stier, M. Traub, C. Warneke, J. Williams, and H. Ziereis, Global air pollution crossroads over the Mediterranean. Science, Vol. 201, 2002, 794–799.
Lermusiaux, P.F.J., and Robinson, A.R., Data assimilation via error subspace statistical estimation. Part I: Theory and schemes, Monthly Weather Review, Vol. 127, 1998, 1385–1407.
Lindström G., B. Johansson, M. Persson, M. Gardelin, S. Bergström, Development and test of the distributed HBV-96 hydrological model, Journal of Hydrology, Vol. 201, 1997, 272–288.
Matthijsen, J., L. Delobbe, F. Sauter, and L. de Waal, Changes of surface ozone over Europe upon the Gothenburg protocol abatement of 1990 reference emissions, Springer-Verlag, New York, 2001, 1384–1388.
Mouthaan, E. E. A., A. W. Heemink, K. B. Robaczewska, Assimilation of ERS-1 altimeter data in a tidal model of the continental shelf, Deutsche Hydrographische Zeitschrift, Vol. 46, 285–319.
Nelder, J. A., R. Mead, A Simplex Method for Function Minimization, Computer Journal, Vol. 7, 1965, 308–313.
Nocedal, J., Updating quasi-Newton matrices with limited storage, Mathematics of Computation, Vol. 35, 1980, 773–782.
Pham, D. T. and J. Verron, and C.M. Roubaud, A singular evolutive extended Kalman filter for data assimilation in oceanography, Journal of Marine Systems, Vol. 16, 1998, 323–340.
Pul, W.A.J. van, J.A. van Jaarsveld, and C.M.J. Jacobs, Deposition of persistent organic pollutants over Europe. Air Pollution modelling and its application XI 1995, Baltimore, 1996.
Ravindran SS, Control of flow separation over a forward-facing step by model reduction, Comp. Meth. in Applied Mechanics and Eng., Vol. 191, 2002, 4599–4617.
Reggiani, P., J. Schellekens, Invited Commentary: Modelling of hydro-logic responses: The Representative Elementary Watershed (REW) approach as an alternative blueprint for watershed modelling, Hydrological Processes, Vol. 17, 2004, 3785–3789, DOI 10.1002/hyp.5167.
Rheineck Leyssius, H.J. van, F.A.A.M. de Leeuw, and B.H. Kessenboom, A regional scale model for the calculation of episodic concentrations and depositions of acidifying components, Water, Air and Soil Pollution, Vol. 51, 1990, 327–344.
Schaap, M., H. A. C. Van Der Gon, F. J. Dentener, A. J. H. Visschedijk, M. Van Loon, H. M. ten Brink, J.-P. Putaud, B. Guillaume, C. Liousse, P. J. H. Builtjes, Anthropogenic black carbon and fine aerosol distribution over Europe, J. Geophys. Res., Vol. 109, D18207, doi:10.1029/2003JD004330.
Segers, A.J., Data assimilation in atmospheric chemistry models using Kalman filtering, PhD thesis, Delft University of Technology, Delft, Netherlands, 2002.
Stelling, G. S., On the construction of computational methods for shallow water flow problems. – Ph.D. thesis, Delft University of Technology, Rijkswaterstaat communications no. 35., 1984.
Tippett M.K., Anderson J.L., Bishop C.H., et al., Ensemble square root filters Monthly Weather Rev., Volume 131, 2003, 1485–1490
Velzen, N. van, 2006: COSTA a Problem Solving Environment for Data Assimilation, Paper presented at CMWR XVI -Computational Methods in Water Resources, Copenhagen, Denmark, 2006.
Velzen, N, van, M. Verlaan, COSTA a problem solving environment for data assimilation applied for hydrodynamical modelling, Meteorologische Zeitschrift, Vol. 16, No. 6, 2007, 777–793, DOI 10.1127/0941–2948/2007/0241.
Verlaan, M., Efficient Kalman Filtering Algorithms for Hydrodynamic Models, Ph.D. Thesis, Delft University of Technology, Netherlands, 1998.
Verlaan, M., Heemink A.W., Tidal flow forecasting using Reduced-Rank Square Root filters, Stoch. Hydrology and Hydraulics, Vol. 11, 1997, 349–368.
Verlaan M., Heemink A.W., Nonlinearity in data assimilation applications: A practical method for analysis, Mon. Weather Rev., Vol. 129, 2001, 1578–1589.
Verlaan, M., E. E. A. Mouthaan, E. V. L. Kuijper, M.E. Philippart, Parameter estimation tools for shallow water flow models, Hydroinformatics, Vol. 96, 1996, 341–347.
Vermeulen P.T.M., Heemink A.W., Model-reduced variational data assimilation, Mon. Weather Rev., Vol. 134 (10), 2006, 2888–2899.
Vermeulen P.T.M., Heemink A.W., Stroet C.B.M.T. te, Reduced models for linear groundwater flow models using EOFs, Adv. in Water Res. 27 (1), 2004, 57–69.
Whitaker, J. S., T. M. Hamill, 2002: Ensemble data assimilation without perturbed observations, Mon. Wea. Rev., Vol. 130, 2002, 1913–1924.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Heemink, A.W., Hanea, R.G., Sumihar, J., Roest, M., Velzen, N., Verlaan, M. (2009). Data Assimilation Algorithms for Numerical Models. In: Koren, B., Vuik, K. (eds) Advanced Computational Methods in Science and Engineering. Lecture Notes in Computational Science and Engineering, vol 71. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03344-5_5
Download citation
DOI: https://doi.org/10.1007/978-3-642-03344-5_5
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-03343-8
Online ISBN: 978-3-642-03344-5
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)