论文标题
Krylov方法用于动态系统中的基于无伴随的单数矢量的扰动
Krylov Methods for Adjoint-Free Singular Vector Based Perturbations in Dynamical Systems
论文作者
论文摘要
通过集合系统的天气预测不确定性的估计需要仔细选择扰动,以确定模型相空间中误差增长潜力的可靠采样。通常,切线线性模型传播器的奇异向量用于识别增长最快的模式(经典的奇异矢量扰动(SV)方法)。在本文中,我们提出了一种有效的无基质块Krylov方法,用于在高维动力系统中产生快速增长的扰动。引入了包含扰动的非线性演化的特定矩阵,我们称之为进化增量矩阵(EIM)。我们没有解决等效的特征值问题,而是使用Arnoldi方法直接近似此矩阵的主要奇异向量,但是它从未明确计算出来。这避免了线性和伴随模型,但需要使用完整的非线性系统进行预测。将近似扰动的性能与完整EIM的单数向量进行比较(不使用经典SV方法)。我们显示了Lorenz96微分方程和浅水模型的有希望的结果,在那里我们仅使用少量的Arnoldi迭代获得了最快生长扰动的良好近似值。
The estimation of weather forecast uncertainty with ensemble systems requires a careful selection of perturbations to establish a reliable sampling of the error growth potential in the phase space of the model. Usually, the singular vectors of the tangent linear model propagator are used to identify the fastest growing modes (classical singular vector perturbation (SV) method). In this paper we present an efficient matrix-free block Krylov method for generating fast growing perturbations in high dimensional dynamical systems. A specific matrix containing the non-linear evolution of perturbations is introduced, which we call Evolved Increment Matrix (EIM). Instead of solving an equivalent eigenvalue problem, we use the Arnoldi method for a direct approximation of the leading singular vectors of this matrix, which however is never computed explicitly. This avoids linear and adjoint models but requires forecasts with the full non-linear system. The performance of the approximated perturbations is compared with singular vectors of a full EIM (not with the classical SV method). We show promising results for the Lorenz96 differential equations and a shallow water model, where we obtain good approximations of the fastest growing perturbations by using only a small number of Arnoldi iterations.