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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2502.00150 |
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| _version_ | 1866915688980938752 |
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| author | Alexanderian, Alen Díaz, Hugo Rao, Vishwas Saibaba, Arvind K. |
| author_facet | Alexanderian, Alen Díaz, Hugo Rao, Vishwas Saibaba, Arvind K. |
| contents | In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics of the governing equations. We propose a new framework for near-optimal sensor placement in the weak-constrained setting. This is achieved by first deriving a design criterion based on the expected information gain, which involves the Kullback-Leibler divergence from the forecast prior to the posterior distribution. An explicit formula for this criterion is provided, assuming that the model error and background are independent and Gaussian and the dynamics are linear. We discuss algorithmic approaches to efficiently evaluate this criterion through randomized approximations. To provide further insight and flexibility in computations, we also provide alternative expressions for the criteria. We provide an algorithm to find near-optimal experimental designs using column subset selection, including a randomized algorithm that avoids computing the adjoint of the forward operator. Through numerical experiments in one and two spatial dimensions, we show the effectiveness of our proposed methods. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_00150 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Optimal sensor placement under model uncertainty in the weak-constraint 4D-Var framework Alexanderian, Alen Díaz, Hugo Rao, Vishwas Saibaba, Arvind K. Numerical Analysis 58F15, 58F17, 53C3 In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics of the governing equations. We propose a new framework for near-optimal sensor placement in the weak-constrained setting. This is achieved by first deriving a design criterion based on the expected information gain, which involves the Kullback-Leibler divergence from the forecast prior to the posterior distribution. An explicit formula for this criterion is provided, assuming that the model error and background are independent and Gaussian and the dynamics are linear. We discuss algorithmic approaches to efficiently evaluate this criterion through randomized approximations. To provide further insight and flexibility in computations, we also provide alternative expressions for the criteria. We provide an algorithm to find near-optimal experimental designs using column subset selection, including a randomized algorithm that avoids computing the adjoint of the forward operator. Through numerical experiments in one and two spatial dimensions, we show the effectiveness of our proposed methods. |
| title | Optimal sensor placement under model uncertainty in the weak-constraint 4D-Var framework |
| topic | Numerical Analysis 58F15, 58F17, 53C3 |
| url | https://arxiv.org/abs/2502.00150 |