Monotone conservative strategies in data assimilation
Abstract
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.
Cite
@article{arxiv.2502.12775,
title = {Monotone conservative strategies in data assimilation},
author = {James Woodfield},
journal= {arXiv preprint arXiv:2502.12775},
year = {2025}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2411.11172