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Statistical Field Estimation and Scale Estimation for Complex Coastal Regions and Archipelagos

Agarwal, A., 2009. Statistical Field Estimation and Scale Estimation for Complex Coastal Regions and Archipelagos. SM Thesis, Massachusetts Institute of Technology, Department of Mechanical Engineering, May 2009.

A fundamental requirement in realistic computational geophysical fluid dynamics is the optimal estimation of gridded fields and of spatial-temporal scales directly from the spatially irregular and multivariate data sets that are collected by varied instruments and sampling schemes. In this work, we derive and utilize new schemes for the mapping and dynamical inference of ocean fields in complex multiply-connected domains, study the computational properties of our new mapping schemes, and derive and investigate new schemes for adaptive estimation of spatial and temporal scales.

Objective Analysis (OA) is the statistical estimation of fields using the Bayesian- based Gauss-Markov theorem, i.e. the update step of the Kalman Filter. The existing multi-scale OA approach of the Multidisciplinary Simulation, Estimation and Assimilation System consists of the successive utilization of Kalman update steps, one for each scale and for each correlation across scales. In the present work, the approach is extended to field mapping in complex, multiply-connected, coastal regions and archipelagos. A reasonably accurate correlation function often requires an estimate of the distance between data and model points, without going across complex land- forms. New methods for OA based on estimating the length of optimal shortest sea paths using the Level Set Method (LSM) and Fast Marching Method (FMM) are derived, implemented and utilized in general idealized and realistic ocean cases. Our new methodologies could improve widely-used gridded databases such as the climatological gridded fields of the World Ocean Atlas (WOA) since these oceanic maps were computed without accounting for coastline constraints. A new FMM-based methodology for the estimation of absolute velocity under geostrophic balance in complicated domains is also outlined. Our new schemes are compared with other approaches, including the use of stochastically forced differential equations (SDE). We find that our FMM-based scheme for complex, multiply-connected, coastal regions is more efficient and accurate than the SDE approach. We also show that the field maps obtained using our FMM-based scheme do not require postprocessing (smoothing) of fields. The computational properties of the new mapping schemes are studied in detail. We find that higher-order schemes improve the accuracy of distance estimates. We also show that the covariance matrices we estimate are not necessarily positive definite because the Weiner Khinchin and Bochner relationships for positive definiteness are only valid for convex simply-connected domains. Several approaches to overcome this issue are discussed and qualitatively evaluated. The solutions we propose include introducing a small process noise or reducing the covariance matrix based on the dominant singular value decomposition. We have also developed and utilized novel methodologies for the adaptive estimation of spatial-temporal scales from irregularly spaced ocean data. The three novel methodologies are based on the use of structure functions, short term Fourier transform and second generation wavelets. To our knowledge, this is the first time that adaptive methodologies for the spatial-temporal scale estimation are proposed. The ultimate goal of all these methods would be to create maps of spatial and temporal scales that evolve as new ocean data are fed to the scheme. This would potentially be a significant advance to the ocean community for better understanding and sampling of ocean processes.