arXiv subjects

Etienne Memin

Publications and source records attributed to Etienne Memin.

6 recordsLinked to original sources

arXiv2022

A consistent stochastic large-scale representation of the Navier-Stokes equations

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic version of the Reynolds transport theorem incorporates a so-called transport noise and involves several specific additional features such as a large scale diffusion term, akin to classical subgrid models, and a modified advection term arising from the spatial inhomogeneity of the small-scale velocity components. This formalism has been numerically evaluated in a series of studies with a particular interest on geophysical flows approximations and data assimilation. In this work we focus more specifically on its theoretical analysis. We demonstrate, through classical arguments, the existence of martingale solutions for the stochastic Navier-Stokes equations in LU form. We show they are pathwise and unique for 2D flows. We then prove that if the noise intensity goes to zero, these solutions converge, up to a subsequence in dimension $3$, to a solution of the deterministic Navier-Stokes equation. similarly to the grid convergence property of well established large-eddies simulation strategies, this result allows us to give some guarantee on the interpretation of the LU Navier-Stokes equations as a consistent large-scale model of the deterministic Navier-Stokes equation.

math.AP↗

arXiv2022

Hamiltonian formulation of the stochastic surface wave problem

We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general stochastic fluid motion equations, we show how one can naturally deduce Hamiltonian structure under a small noise assumption. Moreover, as in the classical water wave theory, the non-local Dirichlet-Neumann operator appears explicitly in the energy functional. This, in particular, allows us, in the same way as in deterministic setting, to conduct systematic approximations of the Dirichlet-Neumann operator and to infer different simplified wave models including noise in a natural way.

math.AP↗

arXiv2022

Eigenvalues of Autocovariance Matrix: A Practical Method to Identify the Koopman Eigenfrequencies

To infer eigenvalues of the infinite-dimensional Koopman operator, we study the leading eigenvalues of the autocovariance matrix associated with a given observable of a dynamical system. For any observable $f$ for which all the time-delayed autocovariance exist, we construct a Hilbert space $\mathcal{H}_f$ and a Koopman-like operator $\mathcal{K}$ that acts on $\mathcal{H}_f$. We prove that the leading eigenvalues of the autocovariance matrix has one-to-one correspondence with the energy of $f$ that is represented by the eigenvectors of $\mathcal{K}$. The proof is associated to several representation theorems of isometric operators on a Hilbert space, and the weak-mixing property of the observables represented by the continuous spectrum. We also provide an alternative proof of the weakly mixing property. When $f$ is an observable of an ergodic dynamical system which has a finite invariant measure $μ$, $\mathcal{H}_f$ coincides with closure in $L^2(X,dμ)$ of Krylov subspace generated by $f$, and $\mathcal{K}$ coincides with the classical Koopman operator. The main theorem sheds light to the theoretical foundation of several semi-empirical methods, including singular spectrum analysis (SSA), data-adaptive harmonic analysis (DAHD), Hankel DMD and Hankel alternative view of Koopman analysis (HAVOK). It shows that, when the system is ergodic and has finite invariant measure, the leading temporal empirical orthogonal functions indeed correspond to the Koopman eigenfrequencies. A theorem-based practical methodology is then proposed to identify the eigenfrequencies of $\mathcal{K}$ from a given time series. It builds on the fact that the convergence of the renormalized eigenvalues of the Gram matrix is a necessary and sufficient condition for the existence of $\mathcal{K}-$eigenfrequencies.

math.OC↗

arXiv2020

Learning Variational Data Assimilation Models and Solvers

This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic differentiation tools embedded in deep learning frameworks, we introduce end-to-end neural network architectures for data assimilation. It comprises two key components: a variational model and a gradient-based solver both implemented as neural networks. A key feature of the proposed end-to-end learning architecture is that we may train the NN models using both supervised and unsupervised strategies. Our numerical experiments on Lorenz-63 and Lorenz-96 systems report significant gain w.r.t. a classic gradient-based minimization of the variational cost both in terms of reconstruction performance and optimization complexity. Intriguingly, we also show that the variational models issued from the true Lorenz-63 and Lorenz-96 ODE representations may not lead to the best reconstruction performance. We believe these results may open new research avenues for the specification of assimilation models in geoscience.

physics.comp-ph↗

arXiv2016

Geophysical flows under location uncertainty, Part II: Quasi-geostrophy and efficient ensemble spreading

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion terms and a multiplicative noise contribution. In this paper, simplified geophysical dynamics are derived from a Boussinesq model under location uncertainty. Invoking usual scaling approximations and a moderate influence of the subgrid terms, stochastic formulations are obtained for the stratified Quasi-Geostrophy (QG) and the Surface Quasi-Geostrophy (SQG) models. Based on numerical simulations, benefits of the proposed stochastic formalism are demonstrated. A single realization of models under location uncertainty can restore small-scale structures. An ensemble of realizations further helps to assess model error prediction and outperforms perturbed deterministic models by one order of magnitude. Such a high uncertainty quantification skill is of primary interests for assimilation ensemble methods. MATLAB code examples are available online.

physics.ao-ph↗

arXiv2016

Geophysical flows under location uncertainty, Part III: SQG and frontal dynamics under strong turbulence conditions

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion terms and a multiplicative noise contribution. This change can be consitently applied to all fluid dynamics evolution laws. This paper continues to explore benefits of this framework and consequences of specific scaling assumptions. Starting from a Boussinesq model under location uncertainty, a model is developed to describe a mesoscale flow subject to a strong underlying submesoscale activity. As obtained, the geostrophic balance is modified and the Quasi-Geostrophic (QG) assumptions remarkably lead to a zero Potential Vorticity (PV). The ensuing Surface Quasi-Geostrophic (SQG) model provides a simple diagnosis of warm frontolysis and cold frontogenesis.

physics.ao-ph↗