Multiscale methods for data assimilation in turbulent systems

Yoonsang Lee, Andrew J. Majda

Research output: Contribution to journalArticlepeer-review


Data assimilation of turbulent signals is an important challenging problem because of the extremely complicated large dimension of the signals and incomplete partial noisy observations which usually mix the large scale mean flow and small scale fluctuations. Due to the limited computing power in the foreseeable future, it is desirable to use multiscale forecast models which are cheap and fast to mitigate the curse of dimensionality in turbulent systems; thus model errors from imperfect forecast models are unavoidable in the development of a data assimilation method in turbulence. Here we propose a suite of multiscale data assimilation methods which use stochastic Superparameterization as the forecast model. Superparameterization is a seamless multiscale method for parameterizing the effect of small scales by cheap local problems embedded in a coarse grid. The key ingredient of the multiscale data assimilation methods is the systematic use of conditional Gaussian mixtures which make the methods efficient by filtering a subspace whose dimension is smaller than the full state. The multiscale data assimilation methods proposed here are tested on a six dimensional conceptual dynamical model for turbulence which mimics interesting features of anisotropic turbulence including two way coupling between the large and small scale parts, intermittencies, and extreme events in the smaller scale fluctuations. Numerical results show that suitable multiscale data assimilation methods have high skill in estimating the most energetic modes of turbulent signals even with infrequent observation times.

Original languageEnglish (US)
Pages (from-to)691-713
Number of pages23
JournalMultiscale Modeling and Simulation
Issue number2
StatePublished - 2015


  • Data assimilation
  • Filtering
  • Multiscale
  • Superparameterization
  • Turbulence

ASJC Scopus subject areas

  • General Chemistry
  • Modeling and Simulation
  • Ecological Modeling
  • General Physics and Astronomy
  • Computer Science Applications


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