Publications

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2017
Kadakia, N, Rey D, Ye J, Abarbanel HDI.  2017.  Symplectic structure of statistical variational data assimilation. Quarterly Journal of the Royal Meteorological Society. 143:756-771.   10.1002/qj.2962   Abstract

Data assimilation variational principles (4D-Var) exhibit a natural symplectic structure among the state variables x(t) and. x(t). We explore the implications of this structure in both Lagrangian coordinates {x(t), x(t)} andHamiltonian canonical coordinates {x(t), p(t)} through a numerical examination of the chaotic Lorenz 1996 model in ten dimensions. We find that there are a number of subtleties associated with discretization, boundary conditions, and symplecticity, suggesting differing approaches when working in the the Lagrangian versus the Hamiltonian description. We investigate these differences in detail, and accordingly develop a protocol for searching for optimal trajectories in a Hamiltonian space. We find that casting the problem into canonical coordinates can, in some situations, considerably improve the quality of predictions.

2010
Quinn, JC, Abarbanel HDI.  2010.  State and parameter estimation using Monte Carlo evaluation of path integrals. Quarterly Journal of the Royal Meteorological Society. 136:1855-1867.   10.1002/qj.690   AbstractWebsite

The process of transferring information from observations of a dynamical system to estimate the fixed parameters and unobserved states of a system model can be formulated as the evaluation of a discrete-time path integral in model state space. The observations serve as a guiding 'potential' working with the dynamical rules of the model to direct system orbits in state space. The path-integral representation permits direct numerical evaluation of the conditional mean path through the state space as well as conditional moments about this mean. Using a Monte Carlo method for selecting paths through state space, we show how these moments can be evaluated and demonstrate in an interesting model system the explicit influence of the role of transfer of information from the observations. We address the question of how many observations are required to estimate the unobserved state variables, and we examine the assumptions of Gaussianity of the underlying conditional probability. Copyright (C) 2010 Royal Meteorological Society