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  • 1
    Online Resource
    Online Resource
    Bremen : Zentrum für Technomathematik, Universität Bremen, Fachbereich 3 - Mathematik und Informatik
    Keywords: Forschungsbericht
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (23 Seiten, 400 kB) , Diagramme
    Series Statement: Berichte aus der Technomathematik Report 13-08
    Language: English
    Note: Literaturverzeichnis: Seite 18-21
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  • 2
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    In:  EPIC3EGU General Assembly, April 27 - May 3, 2014, Vienna, Austria (Geophysical Research Abstracts, Vol. 16, EGU2014-2191)
    Publication Date: 2014-05-08
    Description: The NEMO model is a state-of-the-art ocean circulation model. For data assimilation applications with ensemble Kalman filters like the SEEK filter, e.g. for operational ocean forecasting, NEMO is typically run separately from the assimilation algorithm. This procedure generates a set of restart files on disks that hold the ensemble of model forecasts providing the error covariance matrix information for the ensemble Kalman filter. These files need to be read by a separate assimilation program that computes the analysis step of the filter algorithm and generates new restart files for NEMO. This scheme requires a large amount of disk storage as well as time to read and write restart files and to perform the model restarts. Here, a data assimilation system for NEMO is introduced that is built using the parallel data assimilation framework PDAF (http://pdaf.awi.de). Inserting a few subroutine calls to the source code of NEMO, one extends NEMO to a data assimilation system that consists of a single program. Utilizing the parallelization capacity of today’s supercomputers, the system performs both the ensemble forecasts and the analysis step of the filter algorithm in a single execution of the program. The features of the resulting assimilation system are discussed as well as the parallel performance of the program when it is applied with an idealized double-gyre configuration of NEMO.
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev
    Format: application/pdf
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  • 3
    Publication Date: 2016-07-24
    Description: The recently proposed nonlinear ensemble transform filter (NETF) is extended to a fixed lag smoother. The NETF approximates Bayes' equation by applying a square root update based on weights computed from a particle filter. As an ensemble transform filter the NETF shares similarities with the widely used ETKF and can be localized analogously. Further, the smoother extension NETS can by obtained by applying the transform matrix for filtering to the ensembles at previous analysis times. To assess the nonlinear assimilation method in a high-dimensional test case, the effectiveness of the nonlinear filter and the new smoother is assessed by twin experiments with a square box configuration of NEMO ocean model. The results show that the NETF reaches a comparable assimilation performance as the LETKF. The smoothing in the NETS effectively reduces the errors in the state estimates. Different variables show very similar optimal smoothing lags, which allows for a simultaneous tuning of the lag to obtain minimal smoothing errors. In comparison to the LESTKS, the NETS is slightly less effective and the optimal lag in the NETS is shorter. This difference is caused by the different update mechanisms of both filters and can depend on the nonlinearity of the model.
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev , info:eu-repo/semantics/conferenceObject
    Format: application/pdf
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  • 4
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    In:  EPIC3GODAE OceanView Symposium 2019 - OceanPredict '19, May 6-10, 2019, Halifax, Canada
    Publication Date: 2020-02-28
    Description: Discussed is how we can build a data-assimilative model by augmenting a forecast model by data assimilation functionality for efficient ensemble data assimilation. The implementation strategy uses a direct connection between a coupled simulation model and ensemble data assimilation software provided by the open-source Parallel Data Assimilation Framework (PDAF, http://pdaf.awi.de), which also provides fully-implemented and parallelized ensemble filters. The combination of a model with PDAF yields a data assimilation program with high flexibility and parallel scalability with only small changes to the model. The direct connection is obtained by first extending the source code of the coupled model so that it is able to run an ensemble of model states. In addition, a filtering step is added using a combination of in-memory access and parallel communication to create an online-coupled ensemble assimilation program. The direct connection avoids the common need to stop and restart a whole forecast model to perform the assimilation of observations in the analysis step of ensemble-based filter methods like ensemble Kalman or particle filters. Instead, the analysis step is performed in between time steps and is independent of the actual model coupler. This strategy can be applied with forced uncoupled models or coupled Earth system models, where it even allows for cross-domain data assimilation. The structure, features and performance of the data assimilation systems is discussed on the example of the ocean circulation models MITgcm and NEMO.
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev
    Format: application/pdf
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  • 5
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    In:  EPIC3Workshop on Data Assimilation in Terrestrial Systems, Bonn, Germany, September 19-21, 2016
    Publication Date: 2016-10-02
    Description: Data assimilation applications with high-dimensional numerical models show extreme requirements on computational resources. Thus, good scalability of the assimilation system is necessary to make these applications feasible. Sequential data assimilation methods based on ensemble forecasts, like ensemble-based Kalman filters and particle filters, provide such good scalability, because the forecast of each ensemble member can be performed independently. This parallelism has to be combined with the parallelization of both the numerical model and the data assimilation algorithm. While the filter algorithms can be implemented so that they are nearly independent from the model into which they assimilate observations, they need to be coupled to the numerical model. Using separate programs for the model and the data assimilation step coupled by disk files to exchange the model state information between model and ensemble data assimilation methods can be inefficient for high-dimensional models. More efficient is an online coupling strategy in which subroutine calls for the data assimilation are directly inserted into the model source code and augment the numerical model to become a data assimilative model. This strategy avoids model restarts as well as excessive writing of ensemble information into disk files and can hence lead to excellent computational scalability on supercomputers. The required modifications to the model code are very limited, such this strategy allows one to quickly extent a model to a data assimilation system. The online coupling is provided by the Parallel Data Assimilation Framework (PDAF, http://pdaf.awi.de), which is designed to simplify the implementation of scalable data assimilation systems based on existing numerical models. Further, it includes several optimized parallel filter algorithms. We will discuss the coupling strategy, features, and scalability of data assimilation systems based on PDAF.
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev
    Format: application/pdf
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  • 6
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    In:  EPIC3Workshop "Mathematical and Algorithmic Aspects of Data Assimilation in the Geosciences", Mathematical Research Institute Oberwolfach, Oberwolfach, Germany, October 2-8, 2016
    Publication Date: 2016-10-11
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev
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  • 7
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    In:  EPIC3Seminar at National Marine Environmental Forecasting Center (NMEFC), Beijing, China, November 9, 2017
    Publication Date: 2018-01-07
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev
    Format: application/pdf
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  • 8
    Publication Date: 2018-03-23
    Description: This paper compares several commonly used state-of-the-art ensemble-based data assimilation methods in a coherent mathematical notation. The study encompasses different methods that are applicable to high-dimensional geophysical systems, like ocean and atmosphere and provide an uncertainty estimate. Most variants of Ensemble Kalman Filters, Particle Filters and second-order exact methods are discussed, including Gaussian Mixture Filters, while methods that require an adjoint model or a tangent linear formulation of the model are excluded. The detailed description of all the methods in a mathematically coherent way provides both novices and experienced researchers with a unique overview and new insight in the workings and relative advantages of each method, theoretically and algorithmically, even leading to new filters. Furthermore, the practical implementation details of all ensemble and particle filter methods are discussed to show similarities and differences in the filters aiding the users in what to use when. Finally, pseudo-codes are provided for all of the methods presented in this paper.
    Repository Name: EPIC Alfred Wegener Institut
    Type: Article , isiRev , info:eu-repo/semantics/article
    Format: application/pdf
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  • 9
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    In:  EPIC3Liege Colloquium 2015, Liege, Belgium, May 4-8, 2015
    Publication Date: 2016-01-07
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev , info:eu-repo/semantics/conferenceObject
    Format: application/pdf
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  • 10
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    In:  EPIC3Liege Colloquium 2015, Liege, Belgium, May 4-8, 2015
    Publication Date: 2016-01-07
    Description: Different strategies for implementing ensemble-based data assimilation systems are discussed. Ensemble filters like ensemble Kalman filters and particle filters can be implemented so that they are nearly independent from the model into which they assimilate observations. This allows to develop implementations that clearly separate the data assimilation algorithm from the numerical model. For coupling the model with a data assimilation software one possibility is to use disk files to exchange the model state information between model and ensemble data assimilation methods. This offline coupling does not require changes in the model code, except for a possible component to simulate model error during the ensemble integration. However, using disk files can be inefficient, in particular when the time for the model integrations is not significantly larger than the time to restart the model for each ensemble member and to read and write the ensemble state information with the data assimilation program. In contrast, an online coupling strategy can be computational much more efficient. In this coupling strategy, subroutine calls for the data assimilation are directly inserted into the source code of an existing numerical model and augment the numerical model to become a data assimilative model. This strategy avoids model restarts as well as excessive writing of ensemble information into disk files. To allow for ensemble integrations, one of the subroutines modifies the parallelization of the model or adds one, if a model is not already parallelized. Then, the data assimilation can be performed efficiently using parallel computers. As the required modifications to the model code are very limited, this strategy allows one to quickly extent a model to a data assimilation system. In particular, the numerics of a model do not need to be changed and the model itself does not need to be a subroutine. The online coupling shows an excellent computational scalability on supercomputers and is well suited for high-dimensional numerical models. Further, a clear separation of the model and data assimilation components allows to continue the development of both components separately. Thus, new data assimilation methods can be easily added to the data assimilation system. Using the example of the parallel data assimilation framework [PDAF, http://pdaf.awi.de] and the ocean model NEMO, it is demonstrated how the online coupling can be achieved with minimal changes to the numerical model.
    Repository Name: EPIC Alfred Wegener Institut
    Type: Conference , notRev , info:eu-repo/semantics/conferenceObject
    Format: application/pdf
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