Numerical solutions to the parabolic wave equation are plagued by the curse of dimensionality coupled with the Nyquist criterion. As a remedy, a new range-dynamical low-rank split-step Fourier method is developed. The integration scheme scales sub-linearly with the number of classical degrees of freedom in the transverse directions. It is orders of magnitude faster than the classic full-rank split-step Fourier algorithm and saves copious amounts of storage space. This enables numerical solutions of the parabolic wave equation at higher frequencies and on larger domains, and simulations may be performed on laptops rather than high-performance computing clusters. Using a rank-adaptive scheme to optimize the low-rank equations further ensures the approximate solution is highly accurate and efficient. The methodology and algorithms are demonstrated on realistic high-resolution data-assimilative ocean fields in Massachusetts Bay for two three-dimensional acoustic configurations with different source locations and frequencies. The acoustic pressure, transmission loss, and phase solutions are analyzed in the two geometries with seamounts and canyons across and along Stellwagen Bank. The convergence with the rank of the subspace and the properties of the rank-adaptive scheme are demonstrated, and all results are successfully compared with those of the full-rank method when feasible.

The stochastic dynamically orthogonal (DO) narrow-angle parabolic equations (NAPEs) are exemplified and their properties and capabilities are described using three new 2D stochastic range-independent and range-dependent test cases with uncertain sound speed field, bathymetry, and source location. We validate results against ground-truth deterministic analytical solutions and direct Monte Carlo predictions of acoustic pressure and transmission loss fields. We verify the stochastic convergence and computational advantages of the DO-NAPEs and discuss the differences with normal mode approaches. Results show that a single DO-NAPE simulation can accurately predict stochastic range-dependent acoustic fields and their non-Gaussian probability distributions, with computational savings of several orders of magnitude when compared to direct Monte Carlo methods. With their coupling properties and their adaptation in range to the dominant uncertainties, the DO-NAPEs are shown to predict accurate statistics, from mean and variance to multiple modes and full probability distributions, and to provide excellent reconstructed realizations, from amplitudes and phases to other specific properties of complex realization fields.

Robust informative acoustic predictions require precise knowledge of ocean physics, bathymetry, seabed, and acoustic parameters. However, in realistic applications, this information is uncertain due to sparse and heterogeneous measurements and complex ocean physics. Efficient techniques are thus needed to quantify these uncertainties and predict the stochastic acoustic wave fields. In this work, we derive and implement new stochastic differential equations that predict the acoustic pressure fields and their probability distributions. We start from the stochastic acoustic parabolic equation (PE) and employ the instantaneously-optimal Dynamically Orthogonal (DO) equations theory. We derive stochastic DO-PEs that dynamically reduce and march the dominant multi-dimensional uncertainties respecting the nonlinear governing equations and non-Gaussian statistics. We develop the dynamical reduced-order DO-PEs theory for the Narrow-Angle PE (NAPE) and implement numerical schemes for discretizing and integrating the stochastic acoustic fields.

We develop two new sets of stable, rank-adaptive Dynamically Orthogonal Runge-Kutta (DORK) schemes that capture the high-order curvature of the nonlinear low-rank manifold. The DORK schemes asymptotically approximate the truncated singular value decomposition at a greatly reduced cost while preserving mode continuity using newly derived retractions. We show that arbitrarily high-order optimal perturbative retractions can be obtained, and we prove that these new retractions are stable. In addition, we demonstrate that repeatedly applying retractions yields a gradient-descent algorithm on the low-rank manifold that converges geometrically when approximating a low-rank matrix. When approximating a higher-rank matrix, iterations converge linearly to the best low-rank approximation. We then develop a rank-adaptive retraction that is robust to overapproximation. Building off of these retractions, we derive two novel, rank-adaptive integration schemes that dynamically update the subspace upon which the system dynamics is projected within each time-step: the stable, optimal Dynamically Orthogonal Runge-Kutta (so-DORK) and gradient-descent Dynamically Orthogonal Runge-Kutta (gd-DORK) schemes. These integration schemes are numerically evaluated and compared on an ill-conditioned matrix differential equation, an advection-diffusion partial differential equation, and a nonlinear, stochastic reaction-diffusion partial differential equation. Results show a reduced error accumulation rate with the new stable, optimal and gradient-descent integrators. In addition, we find that rank adaptation allows for highly accurate solutions while preserving computational efficiency.

In this paper, a method for merging partial overlap- ping time series of ocean profiles into a single time series of profiles using empirical orthogonal function (EOF) decomposition with the objective analysis is presented. The method is used to handle internal waves passing two or more mooring locations from multiple directions, a situation where patterns of variability cannot be accounted for with a simple time lag. Data from one mooring are decomposed into linear combination of EOFs. Objective analysis using data from another mooring and these patterns is then used to build the necessary profile for merging the data, which is a linear combination of the EOFs. This method is applied to temperature data collected at a two vertical moorings in the 2006 New Jersey Shelf Shallow Water Experiment (SW06). Resulting profiles specify conditions for 35 days from sea surface to seafloor at a primary site and allow for reliable acoustic propagation modeling, mode decomposition, and beamforming.

Variabilities in the coastal ocean environment span a wide range of spatial and temporal scales. From an acoustic viewpoint, the limited oceanographic measurements and today’s ocean computational capabilities are not always able to provide oceanic-acoustic predictions in high-resolution and with enough accuracy. Adaptive Rapid Environmental Assessment (AREA) is an adaptive sampling concept being developed in connection with the emergence of Autonomous Ocean Sampling Networks and interdisciplinary ensemble predictions and adaptive sampling via Error Subspace Statistical Estimation (ESSE). By adaptively and optimally deploying in situ sampling resources and assimilating these data into coupled nested ocean and acoustic models, AREA can dramatically improve the estimation of ocean fields that matter for acoustic predictions. These concepts are outlined and a methodology is developed and illustrated based on the Focused Acoustic Forecasting-05 (FAF05) exercise in the northern Tyrrhenian sea. The methodology first couples the data-assimilative environmental and acoustic propagation ensemble modeling. An adaptive sampling plan is then predicted, using the uncertainty of the acoustic predictions as input to an optimization scheme which finds the parameter values of autonomous sampling behaviors that optimally reduce this forecast of the acoustic uncertainty. To compute this reduction, the expected statistics of unknown data to be sampled by different candidate sampling behaviors are assimilated. The predicted-optimal parameter values are then fed to the sampling vehicles. A second adaptation of these parameters is ultimately carried out in the water by the sampling vehicles using onboard routing, in response to the real ocean data that they acquire. The autonomy architecture and algorithms used to implement this methodology are also described. Results from a number of real-time AREA simulations using data collected during the Focused Acoustic Forecasting (FAF05) exercise are presented and discussed for the case of a single Autonomous Underwater Vehicle (AUV). For FAF05, the main AREA-ESSE application was the optimal tracking of the ocean thermocline based on ocean-acoustic ensemble prediction, adaptive sampling plans for vertical Yo-Yo behaviors and subsequent onboard Yo-Yo routing.