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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2502.12775 |
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| _version_ | 1866913696097239040 |
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| author | Woodfield, James |
| author_facet | Woodfield, James |
| contents | This paper studies whether numerically preserving monotonic properties can offer modelling advantages in data assimilation, particularly when the signal or data is a realization of a stochastic partial differential equation (SPDE) or partial differential equation (PDE) with a monotonic property. We investigate the combination of stochastic Strong Stability Preserving (SSP) time-stepping, nonlinear solving strategies and data assimilation. Experimental results indicate that a particle filter whose ensemble members are solved monotonically can increase forecast skill when the reference data (not necessarily observations) also has a monotone property. Additionally, more advanced techniques used to avoid the degeneracy of the filter (tempering-jittering) are shown to be compatible with a conservative monotone approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_12775 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Monotone conservative strategies in data assimilation Woodfield, James Computational Physics This paper studies whether numerically preserving monotonic properties can offer modelling advantages in data assimilation, particularly when the signal or data is a realization of a stochastic partial differential equation (SPDE) or partial differential equation (PDE) with a monotonic property. We investigate the combination of stochastic Strong Stability Preserving (SSP) time-stepping, nonlinear solving strategies and data assimilation. Experimental results indicate that a particle filter whose ensemble members are solved monotonically can increase forecast skill when the reference data (not necessarily observations) also has a monotone property. Additionally, more advanced techniques used to avoid the degeneracy of the filter (tempering-jittering) are shown to be compatible with a conservative monotone approach. |
| title | Monotone conservative strategies in data assimilation |
| topic | Computational Physics |
| url | https://arxiv.org/abs/2502.12775 |