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Scale-dependent localization in ensemble- variational data assimilation: Application in global and convective-scale systems Jean-François Caron a , Étienne Arbogast b , Mark Buehner a , Thibaut Montmerle b , Yann Michel b and Benjamin Ménétrier b a ECCC b CNRM/Météo-France

Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

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Page 1: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent localization in ensemble-variational data assimilation: Application in global and convective-scale systems Jean-François Carona, Étienne Arbogastb, Mark Buehnera, Thibaut Montmerleb, Yann Michelb and Benjamin Ménétrierb

aECCC bCNRM/Météo-France

Page 2: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Outline

1.  An  approach  to  improve  spa2al  covariance  localiza2on  in  EnVar  :  scale-­‐dependent  localiza2on  (SDL)  

2.  Applica2on  in  two  EnVar-­‐based  DA  systems    a)  A  simplified  version  of  ECCC’s  global  opera2onal  system  b)  Meteo-­‐France  AROME  convec2ve-­‐scale  system  (R&D  version)  

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Localisation

•  Spa2al  covariance  localiza2on  is  essen2al  to  obtain  useful  analyses  with  “small”  ensembles  (a  256-­‐member  ensemble  is  s2ll  "small"!).  

•  Currently,  ECCC's  EnVar  uses  simple  localiza2on  of  ensemble  covariances,  similar  to  EnKF:  single  length  scale  in  both  horizontal  and  ver2cal  localiza2ons  based  on  Gaspari  and  Cohn  (1999)  5th  order  piecewise  ra2onal  func2on.  

•  Comparing  various  NWP  studies,  seems  that  the  best  amount  of  horizontal  localiza2on  depends  on  applica2on/resolu2on:  

o  convec2ve-­‐scale  assimila2on:  ~10km    o  mesoscale  assimila2on:                    ~100km  o  global-­‐scale  assimila2on:                ~1000km  –  3000km  (2800km  at  ECCC)  

A  one-­‐size-­‐fits-­‐all  approach  for  localiza2on  does  not  seem  appropriated  for  analysing  a  wide  range  of  scales.  

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Scale-dependent localisation (SDL)

Defini2on:  Simultaneously  apply  appropriate  (i.e.  different)  localiza2on  to  different  range  of  scales.  

•  The  approach  can  be  applied  to  both  horizontal  and  ver2cal  localiza2on  but  this  presenta2on  will  only  focus  on  horizontal-­‐scale-­‐dependent  horizontal  localiza2on.  

•  Pros:    •  Seems  appropriated  for  mul2-­‐scale  analysis.  •  In  limited-­‐area:  Could  avoid  the  need  of  mul2-­‐step  or  large-­‐scale  

blending  approaches.  

•  Cons:    •  Adds  more  parameters  to  tuned.  •  Increases  the  cost  of  the  analysis  step  (at  least  in  our  formula2on).    

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Horizontal Scale Decomposition

Large  scale  

Medium  scale  

Small  scale  

2000  km  10000  km   500  km  

Filter  response  func2ons  for  decomposing  with  respect  to  3  horizontal  scale  ranges  

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Horizontal Scale Decomposition

Full   Large  scale  

Small  scale   Medium  scale  

Perturba2ons  for  ensemble  member  #001  –  Temperature  at  ~700hPa  

0  

-­‐2  

+2  

0  

-­‐2  

+2  

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Horizontal Scale Decomposition

Homogeneous  horizontal  correla2on  

length  scales  

Large  scale  

Medium  scale  

Small  scale  

Full  

6-­‐h  temperature  perturba2on  from  256-­‐

member  EnKF    hP

a  

km  

Horizontal  scale-­‐dependent  localiza2on  leads  to  (implicit)…  

ver2cal-­‐level-­‐dependent  horizontal  localiza2on    

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Horizontal Scale Decomposition

Waveband  integrated  variances  

Large  scale  Medium  scale  

Small  scale  

6-­‐h  perturba2on  from  256-­‐member  EnKF    

hPa  

Horizontal  scale-­‐dependent  localiza2on  leads  to  (implicit)…  variable-­‐dependent  horizontal  

localiza2on    

T  

All  the  scales  

log(q)  

Page 9: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

•  The  original  ensemble  covariances  with  localiza2on  

     

LeeB !Tkk

kL ∑=

The  basic  idea  (from  Buehner  and  Shlyaeva,  2015,  Tellus)  

k:  member  index  

Scale-dependent localisation (SDL)

•  With  a  scale-­‐decompose  ensemble  

     

LeeB !∑∑∑=1 2

2,1,j j

Tjk

kjkL

•  With  scale-­‐dependent  localiza2on  

     

kjjk eFe =,F:  filtering  step  j:  scale  index  ∑=

jjkk ,ee

2,11 2

2,1, jjj j

Tjk

kjkSDL LeeB !∑∑∑=

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EnVar with B1/2 preconditioning (ECCC)

•  Analysis  increment  computed  from  control  vector  (B1/2  precondi2oning)  using:  

     

( )∑∑=Δk j

kjjk ξLex 2/1, !

( )∑=Δk

kk ξLex 2/1!

•  Varying  amounts  of  smoothing  applied  to  same  set  of  amplitudes  for  a  given  member  

Current  (one-­‐size-­‐fits-­‐all)  Approach  

Scale-­‐dependent  Approach  (as  in  Buehner  and  Shlyaeva,  2015,  Tellus)  

where  ek,j    is  scale  j  of  normalized  member  k  perturba2on  

k:  member  index  j:  scale  index  

k:  member  index  

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 Page  11  

•  Analysis  increment  computed  from  control  vector  (B  precondi2oning)  using:  

     

( )∑ Δ=Δk

ikko )( xeLex !!

•  Direct  applica2on  to  the  above  formula2on  

Current  (one-­‐size-­‐fits-­‐all)  Approach  

Scale-­‐dependent  Approach  

j:  scale  index  

k:  member  index  

EnVar with B preconditioning (Meteo-France)

( )∑∑∑ Δ=Δ1 2

2,2,11, )(j j k

ijkjjjko xeLex !!

•  Reformula2on  using  B1/2  BT/2  

( )∑∑=Δk j

kjjko ξLex 2/1, ! ∑ Δ=

jijk

Tjk )( ,2/ xeLξ !

Page 12: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Application in a global EnVar system: ECCC’s Global Determinisitic

Prediction System •  256  ensemble  member  @  50km  •  Localiza2on  in  spectral  space  •  Determini2c  forecast  @  25  km  

Page 13: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization

Normalized temperature increments (correlation-like) at 700 hPa resulting from various B matrices.

Bnmc  

Bens  No  hLoc  Bens  Std  hLoc  

Bens  SD  hLoc    

hLoc:  1500km  /  4000km  /  10000km  

700 hPa T observation at the center of Hurricane Gonzalo (October 2014)  hLoc:  2800km  

0  

-­‐1  

+1  

0  

-­‐1  

+1  

0  

-­‐1  

+1  

0  

-­‐1  

+1  

Impact  in  single  observa3on  DA  experiments    

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Scale-dependent covariance localization Impact  in  single  observa3on  DA  experiments    

Bens  No  hLoc  

Normalized temperature increments (correlation-like) at 700 hPa resulting from various B matrices.

Bnmc  

Bens  Std  hLoc  

Bens  SD  hLoc    

hLoc:  1500km  /  4000km  /  10000km  

700 hPa T observation at the center of a High Pressure

 hLoc:  2800km  

0  

-­‐1  

+1  

0  

-­‐1  

+1  

0  

-­‐1  

+1  

0  

-­‐1  

+1  

Page 15: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization

•  2.5-month trialling (June-August 2014) in our global NWP system.

1)  Control  experiment  with  hLoc  =  2800  km,  vLoc  =  2  units  of  ln(p)  

2)  Scale-­‐Dependent  experiment  with  a  3  horizontal-­‐scale  decomposi2on  I.  Small  scale  uses  hLoc  =  1500  km  II.  Medium  scale  uses  hLoc  =  2400  km  III.  Large  scale  with  uses  =  3300  km  

•  3DEnVar  with  100%  Bens  used  in  both  experiments  

Ad  hoc  values!  

Same  vLoc  (2  units  of  ln(p))  for  every  horizontal-­‐scale  

Forecast impact  

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Scale-dependent covariance localization Forecast impact  

T+24h Northern E-T

Ø  Control  

U  

Z   T  

RH   U  

Z   T  

RH  

Ø  Scale-­‐Dependent  

T+24h Southern E-T

Page 17: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

T+72h Northern E-T

Ø  Control  

U  

Z   T  

RH   U  

Z   T  

RH  

Ø  Scale-­‐Dependent  

T+72h Southern E-T

Page 18: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

T+120h Northern E-T

Ø  Control  

U  

Z   T  

RH   U  

Z   T  

RH  

Ø  Scale-­‐Dependent  

T+120h Southern E-T

Page 19: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

T+168h Northern E-T

Ø  Control  

U  

Z   T  

RH   U  

Z   T  

RH  

Ø  Scale-­‐Dependent  

T+168h Southern E-T

Page 20: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

Time series Northern E-T Time series Southern E-T

Std  Dev  for  U  at  250  hPa  

Std  Dev  for  U  at  250  hPa  

Ø  Control   Ø  Scale-­‐Dependent  

Page 21: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

•  2 new 1.5-month trialling (June-July 2014) with a single localization approach (still using 3DEnVar with 100% Bens)

1)  hLoc  =  2400  km  (the  value  used  for  medium  scale  in  SD  hLoc)  

2)  hLoc  =  3300  km  (the  value  used  for  large  scale  in  SD  hLoc)    

Is  it  possible  to  do  as  good  as  SDL  with  a  single  localiza2on  approach?  Awer  all,  perhaps  our  one-­‐size-­‐fits-­‐all  horizontal  localiza2on  radius  of  2800  km  is  not  op2mal...  

Page 22: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

Time series Northern E-T Time series Southern E-T

Std  Dev  for  U  at  250  hPa  

Std  Dev  for  U  at  250  hPa  

Ø  Control  (hLoc  =  2800  km)   Ø  hLoc  =  2400  km  

Page 23: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Scale-dependent covariance localization Forecast impact  

Time series Northern E-T Time series Southern E-T

Std  Dev  for  U  at  250  hPa  

Std  Dev  for  U  at  250  hPa  

Ø  Control  (hLoc  =  2800  km)   Ø  hLoc  =  3300  km  

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Scale-dependent covariance localization Impact on dynamical balance –  Rota2onal  Part  

It  is  well  know  that  localiza2on  can  disrupt  the  dynamical  balance  of  the  analysis  increments.  Does  the  SDL  increase  or  decrease  this  problem?  

rrrrrrrrrrrrr u

yf

xv

yu

yv

xu

xv

yu

yv

xu

xv

yu

yv

xuf ʹ′

∂−⎥⎦

⎤⎢⎣

⎡⎟⎟⎠

⎞⎜⎜⎝

ʹ′∂

ʹ′∂−

ʹ′∂

ʹ′∂+⎟⎟⎠

⎞⎜⎜⎝

ʹ′∂−

ʹ′∂+⎟⎟⎠

⎞⎜⎜⎝

ʹ′∂

∂−

ʹ′∂

∂+ʹ′=Φʹ′∇ 22 ζ

Wind Mass

•  Rotational part: Charney’s (1955) nonlinear balance equation

Balance  diagnos2cs  as  in  Caron  and  Fillion  (2010;  MWR)  

One  conclusion  from  Caron  and  Fillion:  Both  horizontal  and  ver2cal  localiza2on  have  significant  deleterious  effect  on  the  rota2onal  balance  with  the  largest  detrimental  impact  coming  from  the  ver2cal  localiza2on.  

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Scale-dependent covariance localization Impact on dynamical balance –  Rota2onal  Part  

Ver2cal  profile  of  average  normalized  departure  from  (n-­‐l)  balance  

1.6 0.4

hLoc 2800 km SD  hLoc

0.8 1.2

800

600

400

200

hPa

1000 1.6 0.4 0.8 1.2

Northern E-T Southern E-T

□ hLoc 3300 km ○ hLoc 2400 km

hLoc 2800 km SD  hLoc

□ hLoc 3300 km ○ hLoc 2400 km

800

600

400

200

1000

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Application in a convective-scale EnVar system:

Meteo-France’s AROME R&D version •  25  ensemble  member  @  3.8km  •  Localiza2on  in  spectral  or  gridpoint  space  •  Determini2c  forecast  @  3.8  km  

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(Adhoc) scale-decomposition for AROME

Temperatutre  perturba2ons  at  ~950  hPa  for  member  #1.  3h  forecast  valid  on  06  February  2016  at  00  UTC  

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Pseudo-single obs - Frontal case

SP  250km  

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Pseudo-single obs - Frontal case

SP-­‐SDL  080/250/500km  

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Pseudo-single obs - Convective case

SP  250km  

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Pseudo-single obs - Convective case

SP-­‐SDL  080/250/500km  

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Performed DA and forecast cycles

•  2 weeks trialling (February 2016) were used testing many horizontal localization lengtscale for both SDL and ‘one-size-fits-all’ approaches.

•  Extension to 1 month for both the control experiment and the best performing SDL configurations

•  Spectral and gridpoint (recursive fitler) localization were used/compared. •  The same horizontal-scale decomposition (3 wave band) was used in all

the SDL experiments. •  3-hourly DA cycle •  30-hour forecasts issued from 00, 06, 12 and18 UTC

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Verification against aircraft

SP  075/150/300km    vs    SP  250km  

2  weeks  

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Verification against aircraft

SP  075/150/300km    vs    SP  250km  

2  weeks  

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Verification against aircraft

SP  075/150/300km    vs    SP  250km  

2  weeks  

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Verification against aircraft

SP  075/150/300km    vs    SP  250km  

2  weeks  

Page 37: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

Verification against aircraft

SP  075/150/300km    vs    SP  250km  

2  weeks  

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Verification against aircraft(+3 to +30h, 3h)

SP  075/150/300km  vs    SP  250km  

2  weeks  

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SP  075/150/300km  vs    SP  250km  

Verification against aircraft (+1 to +10h, 1h)

2  weeks  

Page 40: Scale-dependent localization in ensemble- variational data … · 2017. 9. 1. · Scale-dependent localization in ensemble-variational data assimilation: Application in global and

SP  300km    vs    SP  250km  

Verification against aircraft (+3 to +30h, 3h)

2  weeks  

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SP  200km    vs    SP  250km  

Verification against aircraft (+3 to +30h, 3h)

2  weeks  

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SP  150km    vs    SP  250km  

Verification against aircraft (+3 to +30h, 3h)

2  weeks  

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Full verification (+3 to +30h, 3h)

SP  075/150/300km  vs    SP  250km  

1  month  

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Full verification (+3 to +30h, 3h)

RF  075/150/300km  vs    RF  250km  

1  month  

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Impact on balance

RF-­‐SDL  RF    SP-­‐SDL  SP    

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Summary and conclusion

•  SDL is feasible and straightforward to implement in EnVar, but more expensive than using single-scale localization.

–  In the SDL experiments reported here: 3x to 3.5x more expensive

•  Results using a horizontal-scale-dependent horizontal localization indicate small forecast improvements in both systems examined. However, the time-scales over which the SDL method impacted the forecasts are completely different:

–  Improvements up to day 5 were noticed in the global system, –  In the convective-scale system, they were limited mostly in the first 9 hours of the forecasts

•  In terms of dynamical balance, SDL seems to alleviate somewhat the imbalance generated by the localization.

•  Finding the optimal SDL setup is not straightforward. –  No objective approach has been found useful so far.