arXiv subjects

Etienne Mémin

Publications and source records attributed to Etienne Mémin.

22 records · Page 2Linked to original sources

arXiv2016

A particle filter to reconstruct a free-surface flow from a depth camera

We investigate the combined use of a Kinect depth sensor and of a stochastic data assimilation method to recover free-surface flows. More specifically, we use a Weighted ensemble Kalman filter method to reconstruct the complete state of free-surface flows from a sequence of depth images only. This particle filter accounts for model and observations errors. This data assimilation scheme is enhanced with the use of two observations instead of one classically. We evaluate the developed approach on two numerical test cases: a collapse of a water column as a toy-example and a flow in an suddenly expanding flume as a more realistic flow. The robustness of the method to depth data errors and also to initial and inflow conditions is considered. We illustrate the interest of using two observations instead of one observation into the correction step, especially for unknown inflow boundary conditions. Then, the performance of the Kinect sensor to capture temporal sequences of depth observations is investigated. Finally, the efficiency of the algorithm is qualified for a wave in a real rectangular flat bottom tank. It is shown that for basic initial conditions, the particle filter rapidly and remarkably reconstructs velocity and height of the free surface flow based on noisy measurements of the elevation alone.

physics.flu-dyn↗

arXiv2014

Evaluation of an ensemble-based incremental variational data assimilation

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as variational assimilation schemes, it is formulated as the minimization of an objective function, but similarly to ensemble filter, it introduces in its objective function an empirical ensemble-based background-error covariance and works in an off-line smoothing mode rather than sequentially like sequential filters. These techniques have the great advantage to avoid the introduction of tangent linear and adjoint models, which are necessary for standard incremental variational techniques. They also allow handling a time varying background covariance matrix representing the error evolution between the estimated solution and a background solution. As this background error covariance matrix -- of reduced rank in practice -- plays a key role in the variational process, our study particularly focuses on the generation of the analysis ensemble state with localization techniques. Besides, to clarify well the differences between the different methods and to highlight the potential pitfall and advantages of the different methods, we present key theoretical properties associated to different choices involved in their setup. We compared experimentally the performances of several variations of an ensemble technique of interest with an incremental 4DVar method. The comparisons have been leaded on the basis of a Shallow Water model and have been carried out both with synthetic data and through a close experimental setup. The cases where the system's components are either fully observed or only partially have been in particular addressed.

math-ph↗

arXiv2013

Monte Carlo fixed-lag smoothing in state-space models

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing distributions, the method relies on a simulation technique of conditioned diffusions. The proposed sequential smoother can be applied to general non linear and multidimensional models, like the ones used in environmental applications. The smoothing of a turbulent flow in a high-dimensional context is given as a practical example.

stat.AP↗

arXiv2013

Fluid flow dynamics under location uncertainty

We present a derivation of a stochastic model of Navier Stokes equations that relies on a decomposition of the velocity fields into a differentiable drift component and a time uncorrelated uncertainty random term. This type of decomposition is reminiscent in spirit to the classical Reynolds decomposition. However, the random velocity fluctuations considered here are not differentiable with respect to time, and they must be handled through stochastic calculus. The dynamics associated with the differentiable drift component is derived from a stochastic version of the Reynolds transport theorem. It includes in its general form an uncertainty dependent "subgrid" bulk formula that cannot be immediately related to the usual Boussinesq eddy viscosity assumption constructed from thermal molecular agitation analogy. This formulation, emerging from uncertainties on the fluid parcels location, explains with another viewpoint some subgrid eddy diffusion models currently used in computational fluid dynamics or in geophysical sciences and paves the way for new large-scales flow modelling. We finally describe an applications of our formalism to the derivation of stochastic versions of the Shallow water equations or to the definition of reduced order dynamical systems.

physics.flu-dyn↗