Section: Research Program

Model reduction / multiscale algorithms

The high computational cost of the applications is a common and major concern to have in mind when deriving new methodological approaches. This cost increases dramatically with the use of sensitivity analysis or parameter estimation methods, and more generally with methods that require a potentially large number of model integrations.

A dimension reduction, using either stochastic or deterministic methods, is a way to reduce significantly the number of degrees of freedom, and therefore the calculation time, of a numerical model.

Model reduction Reduction methods can be deterministic (proper orthogonal decomposition, other reduced bases) or stochastic (polynomial chaos, Gaussian processes, kriging), and both fields of research are very active. Choosing one method over another strongly depends on the targeted application, which can be as varied as real-time computation, sensitivity analysis (see e.g., section 6.3.1) or optimisation for parameter estimation (see below).

Our goals are multiple, but they share a common need for certified error bounds on the output. Our team has a 4-year history of working on certified reduction methods and has a unique positioning at the interface between deterministic and stochastic approaches. Thus, it seems interesting to conduct a thorough comparison of the two alternatives in the context of sensitivity analysis. Efforts will also be directed toward the development of efficient greedy algorithms for the reduction, and the derivation of goal-oriented sharp error bounds for non linear models and/or non linear outputs of interest. This will be complementary to our work on the deterministic reduction of parametrized viscous Burgers and Shallow Water equations where the objective is to obtain sharp error bounds to provide confidence intervals for the estimation of sensitivity indices.

Reduced models for coupling applications Global and regional high-resolution oceanic models are either coupled to an atmospheric model or forced at the air-sea interface by fluxes computed empirically preventing proper physical feedback between the two media. Thanks to high-resolution observational studies, the existence of air-sea interactions at oceanic mesoscales (i.e., at $𝒪\left(1km\right)$ scales) have been unambiguously shown. Those interactions can be represented in coupled models only if the oceanic and atmospheric models are run on the same high-resolution computational grid, and are absent in a forced mode. Fully coupled models at high-resolution are seldom used because of their prohibitive computational cost. The derivation of a reduced model as an alternative between a forced mode and the use of a full atmospheric model is an open problem.

Multiphysics coupling often requires iterative methods to obtain a mathematically correct numerical solution. To mitigate the cost of the iterations, we will investigate the possibility of using reduced-order models for the iterative process. We will consider different ways of deriving a reduced model: coarsening of the resolution, degradation of the physics and/or numerical schemes, or simplification of the governing equations. At a mathematical level, we will strive to study the well-posedness and the convergence properties when reduced models are used. Indeed, running an atmospheric model at the same resolution as the ocean model is generally too expensive to be manageable, even for moderate resolution applications. To account for important fine-scale interactions in the computation of the air-sea boundary condition, the objective is to derive a simplified boundary layer model that is able to represent important 3D turbulent features in the marine atmospheric boundary layer.

Reduced models for multiscale optimization The field of multigrid methods for optimisation has known a tremendous development over the past few decades. However, it has not been applied to oceanic and atmospheric problems apart from some crude (non-converging) approximations or applications to simplified and low dimensional models. This is mainly due to the high complexity of such models and to the difficulty in handling several grids at the same time. Moreover, due to complex boundaries and physical phenomena, the grid interactions and transfer operators are not trivial to define.

Multigrid solvers (or multigrid preconditioners) are efficient methods for the solution of variational data assimilation problems. We would like to take advantage of these methods to tackle the optimization problem in high dimensional space. High dimensional control space is obtained when dealing with parameter fields estimation, or with control of the full 4D (space time) trajectory. It is important since it enables us to take into account model errors. In that case, multigrid methods can be used to solve the large scales of the problem at a lower cost, this being potentially coupled with a scale decomposition of the variables themselves.