2017/07/26 by Colin Grudzien, Alberto Carrassi, Grudzien, Colin +3
Earth and Planetary Sciences · Environmental Science · Mathematics · #Climate variability and models #FOS: Mathematics #Geophysics and Gravity Measurements #Meteorological Phenomena and Simulations #Optimization and Control (math.OC) #math.OC
paper · pdf · doi:10.48550/arxiv.1707.08334
openalex publication_date 2017/07/26 · arxiv created 2018/07/26 · arxiv updated 2018/07/27 · openalex created_date 2022/10/02 · openalex updated_date 2026/07/28
It is well understood that dynamic instability is among the primary drivers of forecast uncertainty in chaotic, physical systems. Data assimilation techniques have been designed to exploit this phenomena, reducing the effective dimension of the data assimilation problem to the directions of rapidly growing errors. Recent mathematical work has, moreover, provided formal proofs of the central hypothesis of the Assimilation in the Unstable Subspace methodology of Anna Trevisan and her collaborators: for filters and smoothers in perfect, linear, Gaussian models, the distribution of forecast errors asymptotically conforms to the unstable-neutral subspace. Specifically, the column span of the forecast and posterior error covariances asymptotically align with the span of backward Lyapunov vectors with non-negative exponents. Earlier mathematical studies have focused on perfect models, and this current work now explores the relationship between dynamical instability, the precision of observations and the evolution of forecast error in linear models with additive model error. We prove bounds for the asymptotic uncertainty, explicitly relating the rate of dynamical expansion, model precision and observational accuracy. Formalizing this relationship, we provide a novel, necessary criterion for the boundedness of forecast errors. Furthermore, we numerically explore the relationship between observational design, dynamical instability and filter boundedness. Additionally, we include a detailed introduction to the Multiplicative Ergodic Theorem and to the theory and construction of Lyapunov vectors.