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arXiv 2602.23461physics.flu-dyncs.LG
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神经集成卡尔曼滤波器:含激波可压缩流的数据同化

Neural ensemble Kalman filter: Data assimilation for compressible flows with shocks

University of California, San Diego(加州大学圣迭戈分校);University of Cambridge(剑桥大学)

Xu-Hui Zhou, Lorenzo Beronilla, Michael K. Sleeman, Hangchuan Hu, Matthias Morzfeld, Andrew M. Stuart, Tamer A. Zaki

AI总结:

针对含激波可压缩流中集成卡尔曼滤波器(EnKF)因双峰预报分布失效的问题,提出神经EnKF,通过将预报集合映射到神经网络参数空间并在此空间进行同化,结合物理信息迁移学习避免伪振荡和非物理特征。

摘要:

含激波可压缩流的数据同化(DA)具有挑战性,因为许多经典DA方法在不确定激波附近会产生伪振荡和非物理特征。我们在此关注集成卡尔曼滤波器(EnKF)。我们表明,EnKF性能不佳可归因于在不确定激波位置附近可能出现双峰预报分布;这违反了EnKF的假设,即预报接近高斯分布。为解决此问题,我们引入了新的神经EnKF。基本思想是通过将激波流的预报集合映射到深度神经网络(NN)的参数空间(权重和偏置),并随后在该空间中进行DA,从而系统地将神经函数逼近嵌入到集成DA中。非线性映射将尖锐和光滑的流动特征编码在NN参数的集合中。因此,只有当NN参数在预报集合的神经表示中平滑变化时,神经EnKF更新才是良好的。我们表明,可以通过物理信息迁移学习强制网络参数的这种平滑变化,并证明这样做神经EnKF避免了困扰EnKF的伪振荡和非物理特征。通过无粘Burgers方程、Sod激波管和二维爆炸波的一系列系统数值实验,证明了神经EnKF的适用性。

英文摘要:

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We show that the poor performance of the EnKF may be attributed to the bimodal forecast distribution that can arise in the vicinity of an uncertain shock location; this violates the assumptions underpinning the EnKF, which assume a forecast which is close to Gaussian. To address this issue we introduce the new neural EnKF. The basic idea is to systematically embed neural function approximations within ensemble DA by mapping the forecast ensemble of shocked flows to the parameter space (weights and biases) of a deep neural network (NN) and to subsequently perform DA in that space. The nonlinear mapping encodes sharp and smooth flow features in an ensemble of NN parameters. Neural EnKF updates are therefore well-behaved only if the NN parameters vary smoothly within the neural representation of the forecast ensemble. We show that such a smooth variation of network parameters can be enforced via physics-informed transfer learning, and demonstrate that in so-doing the neural EnKF avoids the spurious oscillations and nonphysical features that plague the EnKF. The applicability of the neural EnKF is demonstrated through a series of systematic numerical experiments with the inviscid Burgers' equation, the Sod shock tube, and a two-dimensional blast wave.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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