Pierre F. J. Lermusiaux

Data assimilation via error subspace statistical estimation. Part II: Middle Atlantic Bight shelfbreak front simulations and ESSE validation

Abstract Identical twin experiments are utilized to assess and exemplify the capabilities of error subspace statistical estimation (ESSE). The experiments consists of nonlinear, primitive equation–based, idealized Middle Atlantic Bight shelfbreak front simulations. Qualitative and quantitative comparisons with an optimal interpolation (OI) scheme are made. Essential components of ESSE are illustrated. The evolution of the error subspace, in agreement with the initial conditions, dynamics, and data properties, is analyzed. The three-dimensional multivariate minimum variance melding in the error subspace is compared to the OI melding. Several advantages and properties of ESSE are discussed and evaluated. The continuous singular value decomposition of the nonlinearly evolving variations of variability and the possibilities of ESSE for dominant process analysis are illustrated and emphasized.

The Atlantic Ionian Stream

Abstract This paper describes some preliminary results of the cooperative effort between SACLANT Undersea Research Centre and Harvard University in the development of a regional descriptive and predictive capability for the Strait of Sicily. The aims of the work have been to: (1) determine and describe the underlying dynamics of the region; and, (2) rapidly assess synoptic oceanographic conditions through measurements and modeling. Based on the 1994–1996 surveys, a picture of some semi-permanent features which occur in the Strait of Sicily is beginning to emerge. Dynamical circulation studies, with assimilated data from the surveys, indicate the presence of an Adventure Bank Vortex (ABV), Maltese Channel Crest (MCC), and Ionian Shelf Break Vortex (IBV). A schematic water mass model has been developed for the region. Results from the Rapid Response 96 real-time numerical modeling experiments are presented and evaluated. A newly developed data assimilation methodology, Error Subspace Statistical Estimation (ESSE) is introduced. The ideal Error Subspace spans and tracks the scales and processes where the dominant, most energetic, errors occur, making this methodology especially useful in real-time adaptive sampling.

Path Planning of Autonomous Underwater Vehicles for Adaptive Sampling Using Mixed Integer Linear Programming

The goal of adaptive sampling in the ocean is to predict the types and locations of additional ocean measurements that would be most useful to collect. Quantitatively, what is most useful is defined by an objective function and the goal is then to optimize this objective under the constraints of the available observing network. Examples of objectives are better oceanic understanding, to improve forecast quality, or to sample regions of high interest. This work provides a new path-planning scheme for the adaptive sampling problem. We define the path-planning problem in terms of an optimization framework and propose a method based on mixed integer linear programming (MILP). The mathematical goal is to find the vehicle path that maximizes the line integral of the uncertainty of field estimates along this path. Sampling this path can improve the accuracy of the field estimates the most. While achieving this objective, several constraints must be satisfied and are implemented. They relate to vehicle motion, intervehicle coordination, communication, collision avoidance, etc. The MILP formulation is quite powerful to handle different problem constraints and flexible enough to allow easy extensions of the problem. The formulation covers single- and multiple-vehicle cases as well as single- and multiple-day formulations. The need for a multiple-day formulation arises when the ocean sampling mission is optimized for several days ahead. We first introduce the details of the formulation, then elaborate on the objective function and constraints, and finally, present a varied set of examples to illustrate the applicability of the proposed method.

Estimation and study of mesoscale variability in the Strait of Sicily

Abstract Considering mesoscale variability in the Strait of Sicily during September 1996, the four-dimensional physical fields and their dominant variability and error covariances are estimated and studied. The methodology applied in real-time combines an intensive data survey and primitive equation dynamics based on the error subspace statistical estimation approach. A sequence of filtering and prediction problems are solved for a period of 10 days, with adaptive learning of the dominant errors. Intercomparisons with optimal interpolation fields, clear sea surface temperature images and available in situ data are utilized for qualitative and quantitative evaluations. The present estimation system is shown to be a comprehensive nonlinear and adaptive assimilation scheme, capable of providing real-time forecasts of ocean fields and associated dominant variability and error covariances. The initialization and evolution of the error subspace is explained. The dominant error eigenvectors, variance and covariance fields are illustrated and their multivariate, multiscale properties described. Five coupled features associated with the dominant variability in the Strait during August–September 1996 emerge from the dominant decomposition of the initial PE variability covariance matrix: the Adventure Bank Vortex, Maltese Channel Crest, Ionian Shelf Break Vortex, Strait of Messina Vortex, and subbasin-scale temperature and salinity fronts of the Ionian slope. From the evolution of the estimated fields and dominant predictability error covariance decompositions, several of the primitive equation processes associated with the variations of these features are revealed, decomposed and studied. In general, the estimation of the evolving dominant decompositions of the multivariate predictability error and variability covariances appears promising for ocean sciences and technology. The practical feedbacks of the present approach which include the determination of data optimals and the refinements of dynamical and measurement models are considered.

Uncertainty estimation and prediction for interdisciplinary ocean dynamics

Scientific computations for the quantification, estimation and prediction of uncertainties for ocean dynamics are developed and exemplified. Primary characteristics of ocean data, models and uncertainties are reviewed and quantitative data assimilation concepts defined. Challenges involved in realistic data-driven simulations of uncertainties for four-dimensional interdisciplinary ocean processes are emphasized. Equations governing uncertainties in the Bayesian probabilistic sense are summarized. Stochastic forcing formulations are introduced and a new stochastic-deterministic ocean model is presented. The computational methodology and numerical system, Error Subspace Statistical Estimation, that is used for the efficient estimation and prediction of oceanic uncertainties based on these equations is then outlined. Capabilities of the ESSE system are illustrated in three data-assimilative applications: estimation of uncertainties for physical-biogeochemical fields, transfers of ocean physics uncertainties to acoustics, and real-time stochastic ensemble predictions with assimilation of a wide range of data types. Relationships with other modern uncertainty quantification schemes and promising research directions are discussed.

Visualizing scalar volumetric data with uncertainty

Abstract Increasingly, more importance is placed on the uncertainty information of data being displayed. This paper focuses on techniques for visualizing 3D scalar data sets with corresponding uncertainty information at each point which is also represented as a scalar value. In Djurcilov (in: D. Ebert, J.M. Favre, R. Peikert (Eds.), Data Visualization 2001, Springer, Berlin, 2001), we presented two general methods (inline DVR approach and a post-processing approach) for carrying out this task. The first method involves incorporating the uncertainty information directly into the volume rendering equation. The second method involves post-processing information of volume rendered images to composite uncertainty information. Here, we provide further improvements to those techniques primarily by showing the depth cues for the uncertainty, and also better transfer function selections.

Path planning in time dependent flow fields using level set methods

We develop and illustrate an efficient but rigorous methodology that predicts the time-optimal paths of ocean vehicles in continuous dynamic flows. The goal is to best utilize or avoid currents, without limitation on these currents or on the number of vehicles. The methodology employs a new modified level set equation to evolve a front from the starting point of a vehicle until it reaches the desired goal location, combining flow advection with nominal vehicle motion. The optimal path of the vehicle is then obtained by solving a particle tracking equation backward in time. The computational cost of this method increases linearly with the number of vehicles and geometrically with spatial dimensions. The methodology is applicable to any continuous flow and in scenarios with multiple vehicles. Present illustrations consist of the crossing of a canonical uniform jet and its validation using a classic optimization solution, as well as swarm formation in more complex time varying 2D flow fields, including jets, eddies and forbidden regions.

Evolving the subspace of the three-dimensional multiscale ocean variability : Massachusetts Bay

Abstract A data and dynamics driven approach to estimate, decompose, organize and analyze the evolving three-dimensional variability of ocean fields is outlined. Variability refers here to the statistics of the differences between ocean states and a reference state. In general, these statistics evolve in time and space. For a first endeavor, the variability subspace defined by the dominant eigendecomposition of a normalized form of the variability covariance is evolved. A multiscale methodology for its initialization and forecast is outlined. It combines data and primitive equation dynamics within a Monte-Carlo approach. The methodology is applied to part of a multidisciplinary experiment that occurred in Massachusetts Bay in late summer and early fall of 1998. For a 4-day time period, the three-dimensional and multivariate properties of the variability standard deviations and dominant eigenvectors are studied. Two variability patterns are discussed in detail. One relates to a displacement of the Gulf of Maine coastal current offshore from Cape Ann, with the creation of adjacent mesoscale recirculation cells. The other relates to a Bay-wide coastal upwelling mode from Barnstable Harbor to Gloucester in response to strong southerly winds. Snapshots and tendencies of physical fields and trajectories of simulated Lagrangian drifters are employed to diagnose and illustrate the use of the dominant variability covariance. The variability subspace is shown to guide the dynamical analysis of the physical fields. For the stratified conditions, it is found that strong wind events can alter the structures of the buoyancy flow and that circulation features are more variable than previously described, on multiple scales. In several locations, the factors estimated to be important include some or all of the atmospheric and surface pressure forcings, and associated Ekman transports and downwelling/upwelling processes, the Coriolis force, the pressure force, inertia and mixing.

Data‐driven simulations of synoptic circulation and transports in the Tunisia‐Sardinia‐Sicily region

[1] Data from a hydrographic survey of the Tunisia-Sardinia-Sicily region are assimilated into a primitive equations ocean model. The model simulation is then averaged in time over the short duration of the data survey. The corresponding results, consistent with data and dynamics, are providing new insight into the circulation of Modified Atlantic Water (MAW) and Levantine Intermediate Water (LIW) in this region of the western Mediterranean. For MAW these insights include a southward jet off the east coast of Sardinia, anticyclonic recirculation cells on the Algerian and Tunisian shelves, and a secondary flow splitting in the Strait of Sicily. For the LIW regime a detailed view of the circulation in the Strait of Sicily is given, indicating that LIW proceeds from the strait to the Tyrrhenian Sea. No evidence is found for a direct current path to the Sardinia Channel. Complex circulation patterns are validated by two-way nesting of critical regions. Volume transports are computed for the Strait of Sicily, the Sardinia Channel, and the passage between Sardinia and Sicily. INDEX TERMS: 4243 Oceanography: General: Marginal and semienclosed seas; 4283 Oceanography: General: Water masses; 4532 Oceanography: Physical: General circulation; 4255 Oceanography: General: Numerical modeling; 4512 Oceanography: Physical: Currents;

Coupled physical and biogeochemical data-driven simulations of Massachusetts Bay in late summer: real-time and postcruise data assimilation

Abstract Data-driven forecasts and simulations for Massachusetts Bay based on in situ observations collected during August–September 1998 and on coupled four-dimensional (4-D) physical and biogeochemical models are carried out, evaluated, and studied. The real-time forecasting and adaptive sampling took place from August 17 to October 5, 1998. Simultaneous synoptic physical and biogeochemical data sets were obtained over a range of scales. For the real-time forecasts, the physical model was initialized using hydrographic data from August 1998 and the new biogeochemical model using historical data. The models were forced with real-time meteorological fields and the physical data were assimilated. The resulting interdisciplinary forecasts were robust and the Bay-scale biogeochemical variability was qualitatively well represented. For the postcruise simulations, the August–September 1998 biogeochemical data are utilized. Extensive comparisons of the coupled model fields with data allowed significant improvements of the biogeochemical model. All physical and biogeochemical data are assimilated using an optimal interpolation scheme. Within this scheme, an approximate biogeochemical balance and dynamical adjustments are utilized to derive the non-observed ecosystem variables from the observed ones. Several processes occurring in the lower trophic levels of Massachusetts Bay during the summer–autumn period over different spatial and temporal scales are described. The coupled dynamics is found to be more vigorous and diverse than previously thought to be the case in this period. For the biogeochemical dynamics, multiscale patchiness occurs. The locations of the patches are mainly defined by physical processes, but their strengths are mainly controlled by biogeochemical processes. The fluxes of nutrients into the euphotic zone are episodic and induced in part by atmospheric forcing. The quasi-weekly passage of storms gradually deepened the mixed layer and often altered the Bay-scale circulation and induced internal submesoscale variability. The physical variability increased the transfer of biogeochemical materials between the surface and deeper layers and modulated the biological processes.