costa an introduction nils van velzen email: c.vanvelzen@tudelft.nl

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

COSTA

An Introduction

Nils van Velzen email: c.vanvelzen@tudelft.nl

www.costapse.org

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Outline

• Data assimilation and calibration• Existing software and programming issues• COSTA• Application of COSTA with

WAQUA/TRIWAQ• Conclusions

www.costapse.org

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Data assimilation and calibration

• (Dynamic) simulation models– Weather forecast– Air quality– Shallow water (storm surge)– Ocean modelling– Reservoir

• Predictions are not perfect!

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Data assimilation and calibration

• Measurements:– Satellites– Buoy– Radar– Weather stations

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Data assimilation and calibration

– Make model perform better using the available observations:

• Calibration: change model parameters in order to reduce the difference between the model predictions and observations

• Data assimilation: combine the model forecast and observations into a mixed forecast

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Existing software and programming issues

• Simulation software is complex• More complex is combined with Data

assimilation and/or Calibration methods• Expensive to develop and maintain• Splitting up software is in general a

good idea– Less complex– Possible to reuse (parts of) the code

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Existing software and programming issues

• Why people think they have to develop a custom implementation of a DA method:– Computational efficient– Need to handle model specific issues

• Are these assumptions correct? Issues are:– Which method to implement?– Expensive– Incompatible– Potentially full of bugs

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

COSTA• A problem solving environment for data

assimilation and calibration– Components and their interface– Data assimilation methods– Platform for exchanging models and methods

• Free software (LGPL)

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Steps to prepare model codes for implementing data assimilation

• Identify the state-vector of your model and those parameters and forcing (you think) you want to use

• Isolate the model time step--This is 90% of the work and has to be done

for a custom data assimilation implementation as well

--COSTA provides tools to simplify this work

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

COSTA• A generic environment where user can

easily try out different DA-methods to their models

• A generic environment where method developers can easily implement their method to different models

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

COSTA• Most data assimilation actually only requires

information about model state and observation at the same time.

• This makes it possible to implement model, observation and data assimilation methods separately as independent components.

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

COSTA componentsModel, observations and DA-method

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Model Component

• Model component in COSTA (formal)

• State of a model instance• Methods to get or change the state of

model instance

, , ,d t

M t t tdt

x

x p u w

, , , , tx u p w

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Model Component• Propagate the model state-vector

• Get, set, axpy for

• GetObsValues:

, , ,t t

t

t M t t t dt

x x p u w

y t H t x

, , ,t t tx p u w

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Using COSTA

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Using COSTA

• Use the “costawb” program to combine a model with a DA-method without any programming

• Model components are dynamic libraries and are linked to the “costawb” program

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

WAQUA/TRIWAQ

• Simulation model for shallow water• Used operational by the Dutch

Rijkswaterstaat• Long history of data assimilation

– Too expensive– Inflexible

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

WAQUA/TRIWAQ

• Domain decomposition and parallel computing

• COSTAmodel component

• RRSQRTFilter

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

The WAQUA/TRIWAQ model Deterministic model:

Stochastic model:

or

φ ti+ 1=A [ φ t i ,u t i ,g ]

φt t i+1 pu t i+ 1p A t i+ 1 = A [ φ t t i ,u f t i +W u pu t i ,g ]+W A p A t i

diag α A p A t i diag α u pu t i 0

η u t i η A t i

x t t i+1 =M i [ x t i ]+η t i

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Deterministic and Stochastic We want a separation between

deterministic and stochastic model Use deterministic model for other applications Play with alternative

noise models

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Deterministic and Stochastic WAQUA/TRIWAQ uses ADI-scheme:

One time step consist of two half time steps Time correlation applied each half time step

New approach: Time correlation

each whole time step

Different results!

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Challenge Can we:

Separate filter and method Method?

have same results? Similar performance?

Is the COSTA modelinterface sufficientfor this task?

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Conclusions

• COSTA offers a flexible framework for using and developing data assimilation methods.

• Successful coupling with “real” models:– WAQUA/TRIWAQ– Lotos-Euros– Chimere

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Conclusions

• Easy to use• Complete basic functionality available:

– Implementation available for all basic building blocks

– Growing number of available methods• Support for parallel computing

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Thank you!

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Existing software and programming issues

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Tools for creating COSTA models

• Simple model builder– Handles the “object oriented” aspects of the model– You only need to implement 4 functions

• Model combiner– Combine multiple COSTA models in one composite

model– Create a stochastic model from a deterministic model

• Black Box model builder– Create a COSTA component for a model without

changing the model code

• Support for parallel models

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Automatic parallelization

Data Assimilation Summer School, Sibiu, 6th August 2009

Common Set of Tools for Assimilation of DataCOSTA

Using parallel models