A mechanism for catastrophic filter divergence in data assimilation for sparse observation networks

G. A. Gottwald, A. J. Majda

Research output: Contribution to journalArticlepeer-review

Abstract

We study catastrophic filter divergence in data assimilation procedures whereby the forecast model develops severe numerical instabilities leading to a blow-up of the solution. Catastrophic filter divergence can occur in sparse observational grids with small observational noise for intermediate observation intervals and finite ensemble sizes. Using a minimal five-dimensional model, we establish that catastrophic filter divergence is a numerical instability of the underlying forecast model caused by the filtering procedure producing analyses which are not consistent with the true dynamics, and stiffness caused by the fast attraction of the inconsistent analyses towards the attractor during the forecast step.

Original languageEnglish (US)
Pages (from-to)705-712
Number of pages8
JournalNonlinear Processes in Geophysics
Volume20
Issue number5
DOIs
StatePublished - Sep 25 2013

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Geophysics
  • Geochemistry and Petrology

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