PBDW State Estimation: Noisy Observations; Configuration-Adaptive Background Spaces; Physical Interpretations

Yvon Maday; Anthony T; James D Penn; Masayuki Yano

doi:10.1051/proc/201550008

Yvon Maday ¹ ; Anthony T ² ; James D Penn ^1,^3,² ; Masayuki Yano ^1,^3,²

¹Sorbonne Universités, UPMC Univ Paris 06 and CNRS UMR 7598, Laboratoire Jacques-Louis Lions, F-75005, Paris, France
²Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139, USA.
³Institut Universitaire de France; Division of Applied Mathematics, Brown University, Providence RI, USA

ESAIM. Proceedings, Tome 50 (2015), pp. 144-168

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Résumé

We provide extended analyses and interpretations of the parametrized-background data-weak (PBDW) formulation, a real-time in situ data assimilation framework for physical systems modeled by parametrized partial differential equations. The new contributions are threefold. First, we conduct an a priori error analysis for imperfect observations: we provide a bound for the variance of the state error and identify distinct contributions to the noise-induced error. Second, we illustrate the elements of the PBDW formulation for a physical system, a raised-box acoustic resonator, and provide detailed interpretations of the data assimilation results in particular related to model and data contributions. Third, we present and demonstrate an adaptive PBDW formulation in which we incorporate unmodeled physics identified through data assimilation of a select few configurations. Keywords:variational data assimilation; parametrized partial differential equations; model order reduction; imperfect observations; acoustics.

DOI : 10.1051/proc/201550008

Affiliations des auteurs :

Yvon Maday ¹ ; Anthony T ² ; James D Penn ^{1
,

3
,

2} ; Masayuki Yano ^{1
,

3
,

2}

¹ Sorbonne Universités, UPMC Univ Paris 06 and CNRS UMR 7598, Laboratoire Jacques-Louis Lions, F-75005, Paris, France
² Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139, USA.
³ Institut Universitaire de France; Division of Applied Mathematics, Brown University, Providence RI, USA

@article{EP_2015_50_a8,
     author = {Yvon Maday and Anthony T and James D Penn and Masayuki Yano},
     title = {PBDW {State} {Estimation:} {Noisy} {Observations;} {Configuration-Adaptive} {Background} {Spaces;} {Physical} {Interpretations}},
     journal = {ESAIM. Proceedings},
     pages = {144--168},
     year = {2015},
     volume = {50},
     doi = {10.1051/proc/201550008},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201550008/}
}

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Yvon Maday; Anthony T; James D Penn; Masayuki Yano. PBDW State Estimation: Noisy Observations; Configuration-Adaptive Background Spaces; Physical Interpretations. ESAIM. Proceedings, Tome 50 (2015), pp. 144-168. doi: 10.1051/proc/201550008

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