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Bibliographic Details
Main Author: Woodfield, James
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2502.12775
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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