Section: New Results

Tracking, Data assimilation and model-data coupling

Stochastic filtering for fluid motion tracking

Participants : Sébastien Beyou, Anne Cuzol, Etienne Mémin.

Within the PhD thesis of Sébastien Beyou [11] , we investigated the study of a recursive Bayesian filter for tracking velocity fields of fluid flows. We resort in this study to Monte-Carlo approximations based on the particle filtering paradigm. In particular, we investigated the use of the so-called ensemble Kalman filtering for fluid tracking problems. This kind of filters introduced for the analysis of geophysical fluids is based on the Kalman filter update equations. Nevertheless, unlike traditional Kalman filtering setting, the covariances of the estimation errors, required to compute the so-called Kalman gain, relies on an ensemble of forecasts. Such a process gives rise to a Monte-Carlo approximation for a family of non-linear stochastic filters enabling to handle state spaces of large dimension. The method we proposed can be seen as an extension of this technique that combines sequential importance sampling and the propagation law of an ensemble Kalman filter. This technique leads to an ensemble Kalman filter with an improved efficiency. Within this type of scheme, we have in particular investigated the introduction of a nonlinear direct image measurement operator. This modification of the filter provides very good results on 2D numerical and experimental flows even in the presence of strong noises. We assessed successfully its application to oceanic satellite images for the recovering of ocean streams. We have also studied the impact on the stochastic dynamics of auto-similar Gaussian noise mimicking statistical properties of turbulence and the introduction within an incremental ensemble analysis scheme of multiscale motion measurements. This work has been published in the Tellus A journal [15] .

Stochastic filtering technique for the tracking of closed curves

Participant : Etienne Mémin.

We have studied a stochastic filtering technique for the tracking of closed curves along an image sequence. In that aim, we designed a continuous-time stochastic dynamics that allows us to infer inter-frame deformations. The curve is defined by an implicit level-set representation and the stochastic dynamics is expressed properly on the level-set function. It takes the form of a stochastic partial differential equation with a Brownian motion of low dimension. The evolution model we proposed combines local photometric information, deformations induced by the curve displacement and an uncertainty modeling of the dynamics. Specific choices of noise models and drift terms lead to an evolution law based on mean curvature as in classic level set methods, while other choices yield new evolution laws. The approach we propose is implemented through a particle filter, which includes color measurements characterizing the target and the background photometric probability densities respectively. The merit of this parameter free filter is demonstrated on various satellite image sequences depicting the evolution of complex geophysical flows. This work has been recently published in the Journal of Mathematical Imaging and Vision [13] . Let us note the method provides an empirical dynamical model learned recursively from a data flow. Its short time forecasting skills have been used in the context of weather-watch radar images within a fruitful collaboration with MeteoFrance.

Sequential smoothing for fluid motion

Participants : Anne Cuzol, Etienne Mémin.

In parallel to the construction of stochastic filtering techniques for fluid motions, we have proposed a new sequential smoothing method within a Monte-Carlo framework. This smoothing aims at reducing the temporal discontinuities induced by the sequential assimilation of discrete time data into continuous time dynamical models. The time step between observations can indeed be long in environmental applications for instance, and much longer than the time step used to discretize the model equations. While the filtering aims at estimating the state of the system at observations times in an optimal way, the objective of the smoothing is to improve the estimation of the hidden state between observation times. The method is based on a Monte-Carlo approximation of the filtering and smoothing distributions, and relies on a simulation technique of conditional diffusions. The proposed smoother can be applied to general non linear and multidimensional models. It has been applied to a turbulent flow in a high-dimensional context, in order to smooth the filtering results obtained from a particle filter with a proposal density built from an Ensemble Kalman procedure. This conditional simulation framework can also be used for filtering problem with low measurement noise. This has been explored through a collaboration with Jean-Louis Marchand (ENS Bretagne) in the context of vorticity tracking from image data.

Stochastic fluid flow dynamics under uncertainty

Participants : Etienne Mémin, Valentin Resseguier.

In this research axis we aim at devising Eulerian expressions for the description of fluid flow evolution laws under uncertainties. Such an uncertainty is modeled through the introduction of a random term that allows taking into account large-scale approximations or truncation effects performed within the dynamics analytical constitution steps. This includes for instance the modeling of unresolved scales interaction in large eddies simulation (LES) or in Reynolds average numerical simulation (RANS), but also uncertainties attached to non-uniform grid discretization. This model is mainly based on a stochastic version of the Reynolds transport theorem. Within this framework various simple expressions of the drift component can be exhibited for different models of the random field carrying the uncertainties we have on the flow. We aim at using such a formalization within image-based data assimilation framework and to derive appropriate stochastic versions of geophysical flow dynamical modeling. This formalization has been published in the journal Geophysical and Astrophysical Fluid Dynamics [25] . Numerical simulation on divergence free wavelets basis of 3D viscous Taylor-Green vortex and Crow instability have been performed within a collaboration with Souleymane Kadri-Harouna. First promising results have been published in the TSFP8 conference [30] . Besides, we explore in the context of Valentin Resseguier's PhD the extension of such framework to oceanic models and to satellite image data assimilation. This PhD thesis takes place within a fruitful collaboration with Bertrand Chapron (CERSAT/IFREMER).

Free surface flows reconstruction and tracking

Participants : Dominique Heitz, Etienne Mémin, Cordelia Robinson, Yin Yang.

Characterizing a free-surface flow (space and time-dependent velocity and geometry) given observations/measures at successive times is an ubiquitous problem in fluid mechanic and in hydrology. Observations can consist of e.g. measurements of velocity, or like in this work of measurements of the geometry of the free-surface. Indeed, recently developed depth/range sensors allow to capture directly a rough 3D geometry of surfaces with high space and time resolution. We have investigated the performance of the Kinect and have shown that it is likely to capture temporal sequences of depth observations of wave-like surfaces with wavelengths and amplitudes sufficiently small to characterize medium/large scale flows. Several data assimilation methods have been experimented and compared to estimate both time dependent geometry and displacement field associated to a free-surface flow from a temporal sequence of Kinect data. This study has been conducted on synthetic and real-world data. Finally, we explored the application of such techniques to hydrological applications. These results have been recently submitted to Journal of Computational Physics.

Variationnal ensemble methods for data assimilation

Participants : Dominique Heitz, Etienne Mémin, Cordelia Robinson, Yin Yang.

In this work, we aim at studying an ensemble based optimal control strategy for data assimilation. Such a formulation nicely combines the ingredients of ensemble Kalman filters and variational assimilation. In the same way as standard variational assimilation, it is formulated as the minimization of an objective function. However, similarly to ensemble filters, it introduces in its objective function an empirical ensemble-based background-error covariance and works in an off-line smoothing mode rather than sequentially like filtering approaches in a sequential filter. These techniques have the great advantage to avoid the introduction of tangent linear and adjoint models, which are necessary for standard incremental variational techniques. As the background error covariance matrix plays a key role in the variational process, our study particularly focuses on the generation of the analysis ensemble state with localization techniques. We compared the performances of both methods in different cases in which the system's component are fully observed or only partially. The comparisons have been leaded on the basis of a Shallow Water model.

Optimal control techniques for the coupling of large scale dynamical systems and image data

Participants : Dominique Heitz, Etienne Mémin, Cordelia Robinson.

This work aims at investigating the use of optimal control techniques for the coupling of Large Eddies Simulation (LES) techniques and 2D image data. The objective is to reconstruct a 3D flow from a set of simultaneous time resolved 2D image sequences visualizing the flow on a set of 2D plans enlightened with laser sheets. This approach will be experimented on shear layer flows and on wake flows generated on the wind tunnel of Irstea Rennes. Within this study we wish also to explore techniques to enrich large-scale dynamical models by the introduction of uncertainty terms or through the definition of subgrid models from the image data. This research theme is related to the issue of turbulence characterization from image sequences. Instead of predefined turbulence models, we aim here at tuning from the data the value of coefficients involved in traditional LES subgrid models or in longer-term goal to learn empirical subgrid models directly from image data. An accurate modeling of this term is essential for Large Eddies Simulation as it models all the non resolved motion scales and their interactions with the large scales.

We have pursued the first investigations on a 4DVar assimilation technique, integrating PIV data and Direct Numerical Simulation (DNS), to reconstruct two-dimensional turbulent flows. The problem we are dealing with consists in recovering a flow obeying Navier-Stokes equations, given some noisy and possibly incomplete PIV measurements of the flow. By modifying the initial and inflow conditions of the system, the proposed method reconstructs the flow on the basis of a DNS model and noisy measurements. The technique has been evaluated in the wake of a circular cylinder. It denoises the measurements and increases the spatiotemporal resolution of PIV time series. These results have been recently published in the Journal of Computational Physics [20] . A paper has been also recently published on the denoising aspect in the (PIV13) international conference [29] . Along the same line of studies the 3D case is ongoing. The goal consists here to reconstruct a 3D flow from a set of simultaneous time resolved 2D images of planar sections of the 3D volume. This work is mainly conducted within the PhD of Cordelia Robinson. The development of the variational assimilation code has been initiated within a collaboration with A. Gronskis, S. Laizé (lecturer, Imperial College, UK) and Eric Lamballais (institut P' Poitiers). A High Reynolds number simulation of the wake behind a cylinder has been recently performed within this collaboration.

Variational assimilation of images for large scale fluid flow dynamics with uncertainty

Participant : Etienne Mémin.

In this work we explore the assimilation of a large scale representation of the flow dynamics with image data provided at a finer resolution. The velocity field at large scales is described as a regular smooth components whereas the complement component is a highly oscillating random velocity field defined on the image grid but living at all the scales. Following this route we have started to assess the performance of a variational assimilation technique with direct image data observation. Preliminary encouraging results obtained for a wavelet-based 2D Navier Stokes implementation and images of a passive scalar transported by the flow have been obtained. Large-scale simulation under uncertainty for the 3D viscous Taylor-Green vortex flow have been carried out and show promising results of the approach.

Reduced-order models for flows representation from image data

Participants : Cédric Herzet, Etienne Mémin, Véronique Souchaud.

One of the possibilities to neglect the influence of some degrees of freedom over the main characteristics of a flow consists in representing it as a sum of K orthonormal spatial basis functions weighted with temporal coefficients. To determine the basis function of this expansion, one of the usual approaches relies on the Karhunen-Loeve decomposition (refered to as proper orthogonal decomposition – POD – in the fluid mechanics domain). In practice, the spatial basis functions, also called modes, are the eigenvectors of an empirical auto-correlation matrix which is built from “snapshots" of the considered physical process.

In this axis of work we focus on the case where one does not have a direct access to snapshots of the considered physical process. Instead, the POD has to be built from the partial and noisy observation of the physical phenomenon of interest. Instances of such scenarios include situations where real instantaneous vector-field snapshots are estimated from a sequence of images. We have been working on several approaches dealing with such a new paradigm. A first approach consists in extending standard penalized motion-estimation algorithms to the case where the sought velocity field is constrained to span a low-dimensional subspace. In particular, we have considered scenarios where the standard optical flow constraint (OFC) is no longer satisfied and one has therefore to resort to a Discrete Finite Difference (DFD) model. The non-linearity of the latter leads to several practical issues that we have addressed this year.

Within a collaboration with the University of Buenos Aires, we have also explored, a method that combines Proper Orthogonal Decomposition with a spectral technique to analyze and extract reduced order models of flows from time resolved data of velocity fields. This methodology, relying on the eigenfunctions of the Koopman operator, is specifically adapted to flows with quasi periodic orbits in the phase space. The technique is particularly suited to cases requiring a discretization with a high spatial and temporal resolution. The proposed analysis enables to decompose the flow dynamics into modes that oscillate at a single frequency. For each modes an energy content and a spatial structure can be put in correspondence. This approach has been assessed for a wake flow behind a cylinder at Reynolds number 3900 and has been recently published to the journal of Theoretical and Computational Fluid Dynamics [16] . The assessment of this method on oceanic model simulation data is on going.