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Advanced Data Interpolating Variational Analysis. Application to climatological data. C. Troupin a , D. Sirjacobs b , M. Rixen c , P. Brasseur d , J.-M. Brankart d , A. Barth a , A.Alvera-Azc´arate a , A. Capet a , M. Ouberdous a , F. Lenartz a , M.-E. Toussaint a & J.-M. Beckers a a GeoHydrodynamics and Environment Research, MARE, University of Li` ege, BELGIUM b Algology, Mycology and Experimental Systematics, Department of Life Sciences, University of Li` ege, BELGIUM c NURC - NATO Undersea Research Centre, La Spezia, ITALY d LEGI - CNRS - Universit´ e de Grenoble, FRANCE Corresponding Author: [email protected] 1. Objectives Diva is a method applied to grid sparse and noisy data. It has been successfully used to create regional climatologies (North Sea, Black Sea, Baltic Sea, Mediter- ranean Sea, . . . ). Here we will: Present the new features of Diva software. Demonstrate its capabilities on a realistic application. 2. Data and method Data set = combination of SeaDataNet (http://www.seadatanet.org) Data set + World Ocean Database 2009 (WOD09, Boyer et al., 2009). Period: 1950-2010. Month: September. Depth: 30 m. Total: 4699 data points, 352 randomly chosen for validation (Fig. 1) 0 o 9 o E 18 o E 27 o E 36 o E 30 o N 33 o N 36 o N 39 o N 42 o N 45 o N Figure 1: Finite-element mesh and data locations. Black dots indi- cate data used for the analysis, while grey ones are those discarded for validation. Diva = Data Interpolating Variational Analysis Brasseur et al., 1996; Brankart and Brasseur, 1998 Diva = particular methodology (Eq. 1) Diva + efficient finite-element solver (Fig. 1) Formulation: for N data d i located at (x i ,y i ), construct field ϕ(x, y ) by min- imizing the functional: min J [ϕ]= N i=1 μ i data-analysis misfit [d i ϕ(x i ,y i )] 2 (1) + D ∇∇ϕ : ∇∇ϕ + α 1 ϕ · ϕ + α 0 ϕ 2 dD field regularity . where μ i are the data weights, is the gradient operator. In non-dimensional form: ˜ J [ϕ]= N i=1 μ i L 2 [d i ϕ(x i ,y i )] 2 (2) + ˜ D ˜ ˜ ϕ : ˜ ˜ ϕ + α 1 L 2 ˜ ϕ · ˜ ϕ + α 0 L 4 ϕ 2 d ˜ D. 3. Parameter estimation Coefficients μ i , α 1 and α 0 related to data through: the correlation length L: estimated by fitting of the data covariance to an analytical function L = 150 km the signal-to-noise ratio λ: estimated ordinary or generalized cross-validation (Fig. 2) λ =4.02. 10 -2 10 -1 10 0 10 1 10 2 0.22 0.23 0.24 0.25 0.26 0.27 0.28 0.29 0.3 λ Θ GCV Random CV CV Figure 2: Generalised cross-validator for a set of given λ values. GCV = generalised cross-validation, CV = ordinary cross- validation, Random CV = CV performed on a random subset of data points. The corresponding analyse (Fig. 3) shows: penetration of Atlantic water through the Strait of Gibraltar, decrease of salinity in the northern Adriatic Sea due to river input, signal of the anticyclonic eddy south of Cyprus , sharp separation of eastern and western Mediterranean waters. 0 o 8 o E 16 o E 24 o E 32 o E 30 o N 33 o N 36 o N 39 o N 42 o N 45 o N 36.5 37 37.5 38 38.5 39 Figure 3: Analysed field of salinity obtained with L =1.346 and λ =4.02. 4. Advection constraint Advection is taken into account in the functional by adding a term in (2): ˜ J a = ˜ J (ϕ)+ θ U 2 ˜ D u · ˜ ϕ A L ˜ · ˜ ϕ 2 d ˜ D. (3) where U is the velocity scale and θ measures the strength of the advection. Experiment: Data located in a determined zone are discarded (Fig.5). Velocity field: 1/16 -resolution model (F. Lenartz et al., in prep.). Two analyses: 1. without advection, 2. with advection constraint. The advection constraint improves the quality of the analysed field by transport- ing the information along the streamlines. 0 o 2 o E 4 o E 6 o E 8 o E 10 o E 12 o E 39 o N 40 o N 41 o N 42 o N 43 o N 44 o N 45 o N 0.1m/s -0.05 0 0.05 Figure 4: Difference between the analysed salinity fields in September at 30 m without and with advection constraint. The black rectangle rep- resents the area where the data have been removed, while the blue dots indicate the data positions. 5. Error fields New developments allows the estimation of the real covariance function (Troupin et al., 2011). Errors are compared in Fig. 5. Poor man’s method underestimates the error. The three other methods provides similar results, with the largest errors along the coasts of Libya. 30 o N 33 o N 36 o N 39 o N 42 o N 45 o N (a) (b) 0 o 8 o E 16 o E 24 o E 32 o E 30 o N 33 o N 36 o N 39 o N 42 o N 45 o N (c) 0 o 8 o E 16 o E 24 o E 32 o E (d) 0.2 0.4 0.6 0.8 1 Figure 5: Error fields computed using four different methods: (a) poor man’s estimate, (b) hybrid method, (c) real covariance and (d) real co- variance with boundary effects. 6. Outliers detection Random data points are displaced or have their salinity artificially changed. The outlier detection criterion implemented in Diva allows us to catch them (Fig. 6). 0 o 8 o E 16 o E 24 o E 32 o E 30 o N 33 o N 36 o N 39 o N 42 o N 45 o N 3 3.5 4 4.5 5 5.5 6 Figure 6: Outliers detected using a criterion based on the misfit be- tween the data and the reconstruction. Black circles indicate data points of which the position/value has been changed. 7. Comparison with OI The example show the influence of the boundaries on the analyzed field. The difference of two fields are weak in the open ocean, but larger close to the coast. 0 o 8 o E 16 o E 24 o E 32 o E 30 o N 33 o N 36 o N 39 o N 42 o N 45 o N -0.2 -0.1 0 0.1 0.2 Figure 7: Difference between the salinity fields obtained by Diva and by OI. Main references Brankart, J.-M. and Brasseur, P.: The general circulation in the Mediter- ranean Sea: a climatological approach, J. Mar. Syst., 18, 41–70, doi:10.1016/S0924-7963(98)00005-0 , 1998. Brasseur, P., Beckers, J.-M., Brankart, J.-M., and Schoenauen, R.: Sea- sonal temperature and salinity fields in the Mediterranean Sea: Climato- logical analyses of a historical data set, Deep-Sea Res. I, 43, 159–192, doi:10.1016/0967-0637(96)00012-X , 1996. Troupin, C., Sirjacobs, D., Rixen, M., Brasseur, P., Brankart J.-M., Barth, A., Alvera-Azc´arate, A., Capet, A., Ouberdous, M. , Lenartz, F., Toussaint, M.-E., and J.-M. Beckers: Advanced Data Interpolating Variational Analysis. Application to climatological data, submitted to Ocean Model. Acknowledgements: Diva was developed by the GHER and improved in the frame of the SeaDataNet project, an Integrated Infrastructure Initiative of the EU Sixth Framework Programme. Comments from the users greatly contribute to improve the software. C. Troupin’s and A. Capet’s thesis were funded by FRIA grants (FRS-FNRS, Belgium). The FRS-FNRS is acknowledged for funding the post-doctoral positions of A. Alvera-Azc´arate and A. Barth. The IODE 50th Anniversary International Conference was organised with the support of: the Belgian Federal Science Policy Office, Wallonia, the Flemish UNESCO Scientific Trust fund, the University of Li` ege.

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Page 1: Advanced Data Interpolating Variational Analysis ... · M.-E., and J.-M. Beckers: Advanced Data Interpolating Variational Analysis. Application to climatological data, submitted to

Advanced Data Interpolating Variational Analysis.Application to climatological data.

C. Troupina, D. Sirjacobsb, M. Rixenc, P. Brasseurd, J.-M. Brankartd, A. Bartha,A. Alvera-Azcaratea, A. Capeta, M. Ouberdousa, F. Lenartza, M.-E. Toussainta & J.-M. Beckersa

a GeoHydrodynamics and Environment Research, MARE, University of Liege, BELGIUMb Algology, Mycology and Experimental Systematics, Department of Life Sciences, University of Liege, BELGIUM

c NURC - NATO Undersea Research Centre, La Spezia, ITALYd LEGI - CNRS - Universite de Grenoble, FRANCE Corresponding Author: [email protected]

1. Objectives

Diva is a method applied to grid sparse and noisy data. It has been successfullyused to create regional climatologies (North Sea, Black Sea, Baltic Sea, Mediter-ranean Sea, . . . ). Here we will:

X Present the new features of Diva software.

X Demonstrate its capabilities on a realistic application.

2. Data and method

Data set = combination of SeaDataNet (http://www.seadatanet.org)Data set + World Ocean Database 2009 (WOD09, Boyer et al., 2009).Period: 1950-2010. Month: September. Depth: 30 m.Total: 4699 data points, 352 randomly chosen for validation (Fig. 1)

0o 9oE 18oE 27oE 36oE 30oN

33oN

36oN

39oN

42oN

45oN

Figure 1: Finite-element mesh and data locations. Black dots indi-cate data used for the analysis, while grey ones are those discarded forvalidation.

Diva = Data Interpolating Variational Analysis Brasseur et al., 1996; Brankartand Brasseur, 1998Diva = particular methodology (Eq. 1)Diva + efficient finite-element solver (Fig. 1)

Formulation: for N data di located at (xi, yi), construct field ϕ(x, y) by min-imizing the functional:

min J [ϕ] =

N∑

i=1

µi

data-analysis misfit︷ ︸︸ ︷

[di − ϕ(xi, yi)]2 (1)

+

D

(

∇∇ϕ : ∇∇ϕ + α1∇ϕ · ∇ϕ + α0ϕ2)

dD︸ ︷︷ ︸

field regularity

.

where µi are the data weights, ∇ is the gradient operator.In non-dimensional form:

J [ϕ] =

N∑

i=1

µiL2[di − ϕ(xi, yi)]

2 (2)

+

D

(

∇∇ϕ : ∇∇ϕ + α1L2∇ϕ · ∇ϕ + α0L

4ϕ2)

dD.

3. Parameter estimation

Coefficients µi, α1 and α0 related to data through:

• the correlation length L: estimated by fitting of the data covariance to ananalytical function → L = 150 km

• the signal-to-noise ratio λ: estimated ordinary or generalized cross-validation(Fig. 2) → λ = 4.02.

10−2

10−1

100

101

102

0.22

0.23

0.24

0.25

0.26

0.27

0.28

0.29

0.3

λ

Θ

GCVRandom CVCV

Figure 2: Generalisedcross-validator for aset of given λ values.GCV = generalisedcross-validation, CV= ordinary cross-validation, RandomCV = CV performedon a random subset ofdata points.

The corresponding analyse (Fig. 3) shows:

X penetration of Atlantic water through the Strait of Gibraltar,

X decrease of salinity in the northern Adriatic Sea due to river input,

X signal of the anticyclonic eddy south of Cyprus ,

X sharp separation of eastern and western Mediterranean waters.

0o 8oE 16oE 24oE 32oE 30oN

33oN

36oN

39oN

42oN

45oN

36.5

37

37.5

38

38.5

39

Figure 3: Analysed field of salinity obtained with L = 1.346◦ andλ = 4.02.

4. Advection constraint

Advection is taken into account in the functional by adding a term in (2):

Ja = J(ϕ) +θ

U2

D

[

~u · ∇ϕ −A

L∇·∇ϕ

]2

dD. (3)

where U is the velocity scale and θ measures the strength of the advection.Experiment:

• Data located in a determined zone are discarded (Fig.5).

• Velocity field: 1/16◦-resolution model (F. Lenartz et al., in prep.).

• Two analyses: 1. without advection, 2. with advection constraint.

The advection constraint improves the quality of the analysed field by transport-ing the information along the streamlines.

0o 2oE 4oE 6oE 8oE 10oE 12oE

39oN

40oN

41oN

42oN

43oN

44oN

45oN

0.1m/s

−0.05

0

0.05

Figure 4: Difference between the analysed salinity fields in Septemberat 30 m without and with advection constraint. The black rectangle rep-resents the area where the data have been removed, while the blue dotsindicate the data positions.

5. Error fields

New developments allows the estimation of the real covariance function (Troupinet al., 2011). Errors are compared in Fig. 5. Poor man’s method underestimates

the error. The three other methods provides similar results, with the largest errorsalong the coasts of Libya.

30oN

33oN

36oN

39oN

42oN

45oN

(a) (b)

0o 8oE 16oE 24oE 32oE 30oN

33oN

36oN

39oN

42oN

45oN

(c) 0o 8oE 16oE 24oE 32oE

(d)

0.2

0.4

0.6

0.8

1

Figure 5: Error fields computed using four different methods: (a) poorman’s estimate, (b) hybrid method, (c) real covariance and (d) real co-variance with boundary effects.

6. Outliers detection

Random data points are displaced or have their salinity artificially changed. Theoutlier detection criterion implemented in Diva allows us to catch them (Fig. 6).

0o 8oE 16oE 24oE 32oE 30oN

33oN

36oN

39oN

42oN

45oN

3

3.5

4

4.5

5

5.5

6

Figure 6: Outliers detected using a criterion based on the misfit be-tween the data and the reconstruction. Black circles indicate data pointsof which the position/value has been changed.

7. Comparison with OI

The example show the influence of the boundaries on the analyzed field. Thedifference of two fields are weak in the open ocean, but larger close to the coast.

0o 8oE 16oE 24oE 32oE 30oN

33oN

36oN

39oN

42oN

45oN

−0.2

−0.1

0

0.1

0.2

Figure 7: Difference between the salinity fields obtained by Diva andby OI.

Main references

Brankart, J.-M. and Brasseur, P.: The general circulation in the Mediter-ranean Sea: a climatological approach, J. Mar. Syst., 18, 41–70,doi:10.1016/S0924-7963(98)00005-0, 1998.

Brasseur, P., Beckers, J.-M., Brankart, J.-M., and Schoenauen, R.: Sea-sonal temperature and salinity fields in the Mediterranean Sea: Climato-logical analyses of a historical data set, Deep-Sea Res. I, 43, 159–192,doi:10.1016/0967-0637(96)00012-X, 1996.

Troupin, C., Sirjacobs, D., Rixen, M., Brasseur, P., Brankart J.-M., Barth,A., Alvera-Azcarate, A., Capet, A., Ouberdous, M. , Lenartz, F., Toussaint,M.-E., and J.-M. Beckers: Advanced Data Interpolating Variational Analysis.Application to climatological data, submitted to Ocean Model.

Acknowledgements: Diva was developed by the GHER and improved in the frame of the SeaDataNet project, an Integrated Infrastructure Initiative of the EU Sixth Framework Programme. Comments from the users greatly contribute toimprove the software. C. Troupin’s and A. Capet’s thesis were funded by FRIA grants (FRS-FNRS, Belgium). The FRS-FNRS is acknowledged for funding the post-doctoral positions of A. Alvera-Azcarate and A. Barth.

The IODE 50th Anniversary International Conference was organised with the support of: the Belgian Federal Science Policy Office, Wallonia, the Flemish UNESCO Scientific Trust fund, the University of Liege.