Section: New Results

Tracking, Data assimilation and model-data coupling

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

Participants : Mohamed Yacine Ben Ali, Pranav Chandramouli, Dominique Heitz, Etienne Mémin, Gilles Tissot.

In this axis of work, we explore 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 planes enlightened with laser sheets. This approach is experimented on shear layer flows and on wake flows generated on the wind tunnel of Irstea Rennes. Within this study we aim 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. A 4DVar assimilation technique based on the numerical code Incompact3D has been implemented for that purpose to control the inlet and initial conditions in order to reconstruct a turbulent wake flow behind an unknown obstacle [21]. We extended this first data assimilation technique to control the subgrid parameters. This study is performed in collaboration with Sylvain Laizet (Imperial College). In another axis of research, in collaboration with the CSTB Nantes centre and within the PhD of Yacine Ben Ali we will explore the definition of efficient data assimilation schemes for wind engineering. The goal is here to couple Reynolds average model to pressure data at the surface of buildings. The final purpose will consist in proposing improved data-driven simulation models for architects.

Ensemble variational data assimilation of large-scale dynamics with uncertainty

Participant : Etienne Mémin.

Estimating the parameters of geophysical dynamic models is an important task in Data Assimilation (DA) technique used for forecast initialization and reanalysis. In the past, most parameter estimation strategies were derived by state augmentation, yielding algorithms that are easy to implement but may exhibit convergence difficulties. The Expectation-Maximization (EM) algorithm is considered advantageous because it employs two iterative steps to estimate the model state and the model parameter separately. In this work, we propose a novel ensemble formulation of the Maximization step in EM that allows a direct optimal estimation of physical parameters using iterative methods for linear systems. This departs from current EM formulations that are only capable of dealing with additive model error structures. This contribution shows how the EM technique can be used for dynamics identification problem with a model error parameterized as arbitrary complex form. The proposed technique is used for the identification of stochastic subgrid terms that account for processes unresolved by a geophysical fluid model. This method, along with the augmented state technique, has been evaluated to estimate such subgrid terms through high resolution data. Compared to the augmented state technique, our method is shown to yield considerably more accurate parameters. In addition, in terms of prediction capacity, it leads to smaller generalization error as caused by the overfitting of the trained model on presented data and eventually better forecasts [29].

Reduced-order models for flows representation from image data

Participants : Dominique Heitz, Etienne Mémin, Gilles Tissot.

During the PhD thesis of Valentin Resseguier we have proposed a new decomposition of the fluid velocity in terms of a large-scale continuous component with respect to time and a small-scale non continuous random component. Within this general framework, an uncertainty based representation of the Reynolds transport theorem and Navier-Stokes equations can be derived, based on physical conservation laws. This physically relevant stochastic model has been applied in the context of POD-Galerkin methods. This uncertainty modeling methodology provides a theoretically grounded technique to define an appropriate subgrid tensor as well as drift correction terms. The pertinence of this stochastic reduced order model has been successfully assessed on several wake flows at different Reynold number. It has been shown to be much more stable than the usual reduced order model construction techniques. Beyond the definition of a stable reduced order model, the modeling under location uncertainty paradigm offers a unique way to analyse from the data of a turbulent flow the action of the small-scale velocity components on the large-scale flow. Regions of prominent turbulent kinetic energy, direction of preferential diffusion, as well as the small-scale induced drift can be identified and analyzed to decipher key players involved in the flow. This study has been published in the Journal of Fluid Mechanics [15]. Note that these reduced order models can be extended to a full system of stochastic differential equations driving all the temporal modes of the reduced system (and not only the small-scale modes). This full stochastic system has been evaluated on wake flow at moderate Reynolds number. For this flow the system has shown to provide very good uncertainty quantification properties as well as meaningful physical behavior with respect to the simulation of the neutral modes of the dynamics. This study is pursued within a strong collaboration with the industrial partner: SCALIAN

Learning of the dynamics of large scale geophysical systems using semi-group theory for data assimilation

Participants : Etienne Mémin, Gilles Tissot.

The goal of this study is to propose new ensemble data assimilation methodologies to estimate oceanic and turbulent flows. In classical methods, from a distribution of initial conditions, an ensemble of simulations are computed and used for estimation. Ideally, from this solution, a new ensemble has to be generated to refine the estimation. However, due to large numerical costs and operational constraints, this iterative procedure is in practice intractable. In order to improve actual performances, we propose to take these limitations into account and to develop new methodologies able to better take advantage of the information contained in the ensemble and in the dynamical model. More precisely, we propose to learn the non-linear dynamical features of the system and to be able to reproduce it without having to run a new simulation. The formalism is based on two concepts: i) the reproducing kernel Hilbert spaces (RKHS) that are a basis of smooth functions in the phase space giving interpolatory properties ii) the Koopman operator, that is an infinite-dimensional operator able to propagate in time any observable of the phase space. These two elements allow to define a rigorous framework in which hypothesis classically done in ensemble methods appear naturally. Thus, classical methods enter in a special case of this new formalism, that allows us to generalise them in a way to improve the learning of the non-linear dynamical system. Numerical tests are performed using the Ginzburg-Landau equation and a quasi-geostrophic flow model.

Estimation and control of amplifier flows

Participant : Gilles Tissot.

Estimation and control of fluid systems is an extremely hard problem. The use of models in combination with data is central to take advantage of all information we have on the system. Unfortunately all flows do not present the same physical and mathematical behaviour, thus using models and methodologies specialised to the flow physics is necessary to reach high performances.

A class of flows, denoted "oscillator flows", are characterised by unstable modes of the linearised operator. A consequence is the dominance of relatively regular oscillations associated with a nonlinear saturation. Despite the non-linear behaviour, associated structures and dynamical evolution are relatively easy to predict. Canonical configurations are the cylinder wake flow or the flow over an open cavity.

By opposition to that, "amplifier flows" are linearly stable with regard to the linearised operator. However, due to their convective nature, a wide range of perturbations are amplified in time and convected away such that it vanishes at long time. The consequence is the high sensitivity to perturbations and the broad band response that forbid a low rank representation. Jets and mixing layers show this behaviour and a wide range of industrial applications are affected by these broad band perturbations. It constitutes then a class of problems that are worth to treat separately since it is one of the scientific locks that render hard the transfer of methodologies existing in flow control and estimation to industrial applications.

There exists a type of models, that we will denote as "parabolised", that are able to efficiently represent amplifier flows. These models, such as parabolised stability equations and one-way Navier-Stokes propagate, in the frequency domain, hydrodynamic instability waves over a given turbulent mean flow. We can note that these models, by their structure, give access to a natural experimental implementation. They are an ingredient adapted to represent the system, but have a mathematical structure strongly different from the dynamical models classically used in control and data assimilation. It is then important to develop new methodologies of control, estimation and data assimilation with these models to reach our objectives. Moreover, inventing new models by introducing the modelling under location uncertainties in these parabolised models will be perfectly adapted to represent the evolution and the variability of an instability propagating within a turbulent flow. It will be consistent with actual postprocessing of experimental data performed in similar flow configurations.