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In this paper, we consider a stochastic nonlinear formulation of classical coastal waves models under location uncertainty (LU). In the formal setting investigated here, stochastic versions of the Serre-Green- Nagdi, Boussinesq and classical shallow water wave models are obtained through an asymptotic expansion, which is similar to the one operated in the deterministic setting. However, modified advection terms emerge, together with advection noise terms. These terms are well-known features arising from the LU formalism, based on momentum conservation principle.

In this paper, we study how relaxing the classical hydrostatic balance hypothesis affects theoretical aspects of the LU primitive equations well-posedness. We focus on models that sit between incompressible 3D LU Navier-Stokes equations and standard LU primitive equations, aiming for numerical manageability while capturing non-hydrostatic phenomena. Our main result concerns the well-posedness of a specific stochastic interpretation of the LU primitive equations. This holds with rigid-lid type boundary conditions, and when the horizontal component of noise is independent of z. In fact these conditions can be related to the dynamical regime in which the primitive equations remain valid. Moreover, under these conditions, we show that the LU primitive equations solution tends toward the one of the deterministic primitive equations for a vanishing noise, thus providing a physical coherence to the LU stochastic model.

With a new unifying model for layered rotating shallow-water (RSW) and quasi-geostrophic (QG) equations, this paper sheds light on the relation between these two sets of equations. We propose here a new formulation of the quasi-geostrophic equations as a projection of the rotating shallow-water equations. This QG formulation uses the same prognostic variables as RSW, namely velocity and layer thickness, restoring the proximity of these two sets of equations. It allows direct access to the ageostrophic velocities hidden in geostrophic velocities resolved by the QG equations. It opens the path of studying the difference between QG and RSW using the same underlying numerical discretization. We illustrate this new possibility on a vortex shear instability and a double-gyre configuration.

The aim of this paper is to provide a stochastic version under location uncertainty of the compressible Navier-Stokes equations. The modelling under location uncertainty setting is used here to derive a physically consistent stochastic dynamical system for compressible flows. It relies on an extended stochastic version of the Reynolds transport theorem involving stochastic source terms. In a similar way as in the deterministic case, this conservation theorem is applied to density, momentum and total energy in order to obtain a transport equation of the primitive variables, i.e. density, velocity and temperature. For the modelling of ocean dynamics, the transport of mass fraction of species, such as salinity, is also considered. We show that performing low Mach and Boussinesq approximations to this more general set of equations allows us to recover previous versions of incompressible stochastic Navier-Stokes equations and the stochastic Boussinesq equations, respectively. Finally, we provide some research directions on the use of this general set of equations in the perspective of relaxing the Boussinesq and hydrostatic approximation for ocean modelling.

In recent years, stochastic parametrizations have been ubiquitous in modelling uncertainty in fluid dynamics models. One source of model uncertainty comes from the coarse graining of the fine-scale data and is in common usage in computational simulations at coarser scales. In this paper, we look at two such stochastic parametrizations: the Stochastic Advection by Lie Transport (SALT) parametrization introduced by Holm and the Location Uncertainty (LU) parametrization introduced by M\'emin. Whilst both parametrizations are available for full-scale models, we study their reduced order versions obtained by projecting them on a complex vector Fourier mode triad of eigenfunctions of the curl. Remarkably, these two parametrizations lead to the same reduced order model, which we term the helicity-preserving stochastic triad (HST). This reduced order model is then compared with an alternative model which preserves the energy of the system, and which is termed the energy preserving stochastic triad (EST). These low-dimensional models are ideal benchmark models for testing new Data Assimilation algorithms: they are easy to implement, exhibit diverse behaviours depending on the choice of the coefficients and come with natural physical properties such as the conservation of energy and helicity., Comment: Submitted to Proceedings of the 3rd Stochastic Transport in Upper Ocean Dynamics (STUOD) Annual Workshop, Springer Verlag

In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind or coming as the feedback of the ocean on the atmosphere and leading in a very fast way to the selection of some wavelength. This interwoven, yet simple, mechanism explains the emergence of typical wavelength associated to near inertial waves. Ensemble-mean waves that are not in phase with the random forcing are damped at an exponential rate, whose magnitude depends on the random forcing variance. Geostrophic adjustment is also interpreted as a statistical homogenization process in which, in order to conserve potential vorticity, the small-scale component tends to align to the velocity fields to form a statistically homogeneous random field., Comment: Submitted for STUOD 2022 conference proceedings

A methodological framework for ensemble-based estimation and simulation of high dimensional dynamical systems such as the oceanic or atmospheric flows is proposed. To that end, the dynamical system is embedded in a family of reproducing kernel Hilbert spaces (RKHS) with kernel functions driven by the dynamics. In the RKHS family, the Koopman and Perron-Frobenius operators are unitary and uniformly continuous. This property warrants they can be expressed in exponential series of diagonalizable bounded evolution operators defined from their infinitesimal generators. Access to Lyapunov exponents and to exact ensemble based expressions of the tangent linear dynamics are directly available as well. The RKHS family enables us the devise of strikingly simple ensemble data assimilation methods for trajectory reconstructions in terms of constant-in-time linear combinations of trajectory samples. Such an embarrassingly simple strategy is made possible through a fully justified superposition principle ensuing from several fundamental theorems.

Stochastic linear modelling proposed in Tissot, M\'emin & Cavalieri (J. Fluid Mech., vol. 912, 2021, A51) is based on classical conservation laws subject to a stochastic transport. Once linearised around the mean flow and expressed in the Fourier domain, the model has proven its efficiency to predict the structure of the streaks of streamwise velocity in turbulent channel flows. It has been in particular demonstrated that the stochastic transport by unresolved incoherent turbulence allows to better reproduce the streaks through lift-up mechanism. In the present paper, we focus on the study of streamwise-elongated structures, energetic in the buffer and logarithmic layers. In the buffer layer, elongated streamwise vortices, named rolls, are seen to result from coherent wave-wave non-linear interactions, which have been neglected in the stochastic linear framework. We propose a way to account for the effect of these interactions in the stochastic model by introducing a stochastic forcing, which replace the missing non-linear terms. In addition, we propose an iterative strategy in order to ensure that the stochastic noise is decorrelated from the solution, as prescribed by the modelling hypotheses. We explore the prediction abilities of this more complete model in the buffer and logarithmic layers of channel flows at $Re_\tau=180$, $Re_\tau=550$ and $Re_\tau=1000$. We show an improvement of predictions compared to resolvent analysis with eddy viscosity, especially in the logarithmic layer.

In this paper we analyze the theoretical properties of a stochastic representation of the incompressible Navier-Stokes equations defined in the framework of the modeling under location uncertainty (LU). This setup built from a stochastic version of the Reynolds transport theorem incorporates a so-called transport noise and involves several specific additional features such as a large scale diffusion term, akin to classical subgrid models, and a modified advection term arising from the spatial inhomogeneity of the small-scale velocity components. This formalism has been numerically evaluated in a series of studies with a particular interest on geophysical flows approximations and data assimilation. In this work we focus more specifically on its theoretical analysis. We demonstrate, through classical arguments, the existence of martingale solutions for the stochastic Navier-Stokes equations in LU form. We show they are pathwise and unique for 2D flows. We then prove that if the noise intensity goes to zero, these solutions converge, up to a subsequence in dimension $3$, to a solution of the deterministic Navier-Stokes equation. similarly to the grid convergence property of well established large-eddies simulation strategies, this result allows us to give some guarantee on the interpretation of the LU Navier-Stokes equations as a consistent large-scale model of the deterministic Navier-Stokes equation.

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the Lagrangian velocity into a smooth-in-time component and a highly oscillating noise term. One important characteristic of this random model is that it conserves the total energy of the resolved flow for any realization. Such an energy-preserving representation is successfully implemented in a well established multi-layered quasi-geostrophic dynamical core. The empirical spatial correlation of the unresolved noise is calibrated from the eddy-resolving simulation data. In particular, a stationary correction drift can be introduced in the noise through Girsanov transformation. This non intuitive term appears to be important in reproducing on a coarse mesh the eastwards jet of the wind-driven double-gyre circulation. In addition, a projection method has been proposed to constrain the noise living along the iso-surfaces of the vertical stratification. The resulting noise enables us to improve the intrinsic low-frequency variability of the large-scale current.

The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class of rotating shallow water models which are stochastically perturbed in order to incorporate model uncertainty into the underlying system. The stochasticity is chosen in a judicious way, by following the principles of location uncertainty, as introduced in [M\'emin, 2014]. We prove that the resulting equation is part of a class of stochastic partial differential equations that have unique maximal strong solutions. The methodology is based on the construction of an approximating sequence of models taking value in an appropriately chosen finite-dimensional Littlewood-Paley space. Finally, we show that a distinguished element of this class of stochastic partial differential equations has a global weak solution., Comment: 46 pages, comments welcome

We present a simple parameterization for coarse-resolution ocean models. To replace computationally expensive high-resolution ocean models, we develop a computationally cheap parameterization for coarse-resolution models based solely on the modification of the viscosity term in advection equations. It is meant to reproduce the mean quantities like pressure, velocity, or vorticity computed from a high-resolution reference solution or using observations. We test this new parameterization on a double-gyre quasi-geostrophic model in the eddy-permitting regime. Our results show that the proposed scheme improves significantly the energy statistics and the intrinsic variability on the coarse mesh. This method shall serve as a deterministic basis model for coarse-resolution stochastic parameterizations in future works.

Given a stationary continuous-time process $f(t)$, the Hilbert-Schmidt operator $A_{\tau}$ can be defined for every finite $\tau$\cite{Vautard1989SingularSA}. Let $\lambda_{\tau,i}$ be the eigenvalues of $A_{\tau}$ with descending order. In this article, a Hilbert space $\mathcal{H}_f$ and the (time-shift) continuous one-parameter semigroup of isometries $\mathcal{K}^s$ are defined. Let $\{v_i, i\in\mathbb{N}\}$ be the eigenvectors of $\mathcal{K}^s$ for all $s\geq 0$. Let $f = \displaystyle\sum_{i=1}^{\infty}a_iv_i + f^{\perp}$ be the orthogonal decomposition with descending $|a_i|$. We prove that $\displaystyle\lim_{\tau\to\infty}\lambda_{\tau,i} = |a_i|^2$. The continuous one-parameter semigroup $\{\mathcal{K}^s: s\geq 0\}$ is equivalent, almost surely, to the classical Koopman one-parameter semigroup defined on $L^2(X,\nu)$, if the dynamical system is ergodic and has invariant measure $\nu$ on the phase space $X$.

Image-based computational fluid dynamics have long played an important role in leveraging knowledge and understanding of several physical phenomena. In particular, probabilistic computational methods have opened the way to modelling the complex dynamics of systems in purely random turbulent motion. In the field of structural geology, a better understanding of the deformation and stress state both within the salt and the surrounding rocks is of great interest to characterize all kinds of subsurface long-terms energy-storage systems. The objective of this research is to determine the non-linear deformation of the salt boundary over time using a parallelized, stochastic filtering approach from x-ray computed tomography (CT) image time series depicting the evolution of salt structures triggered by gravity and under differential loading. This work represents a first step towards bringing together physical modeling and advanced stochastic image processing methods where model uncertainty is taken into account.

We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general stochastic fluid motion equations, we show how one can naturally deduce Hamiltonian structure under a small noise assumption. Moreover, as in the classical water wave theory, the non-local Dirichlet-Neumann operator appears explicitly in the energy functional. This, in particular, allows us, in the same way as in deterministic setting, to conduct systematic approximations of the Dirichlet-Neumann operator and to infer different simplified wave models including noise in a natural way.

To infer eigenvalues of the infinite-dimensional Koopman operator, we study the leading eigenvalues of the autocovariance matrix associated with a given observable of a dynamical system. For any observable $f$ for which all the time-delayed autocovariance exist, we construct a Hilbert space $\mathcal{H}_f$ and a Koopman-like operator $\mathcal{K}$ that acts on $\mathcal{H}_f$. We prove that the leading eigenvalues of the autocovariance matrix has one-to-one correspondence with the energy of $f$ that is represented by the eigenvectors of $\mathcal{K}$. The proof is associated to several representation theorems of isometric operators on a Hilbert space, and the weak-mixing property of the observables represented by the continuous spectrum. We also provide an alternative proof of the weakly mixing property. When $f$ is an observable of an ergodic dynamical system which has a finite invariant measure $\mu$, $\mathcal{H}_f$ coincides with closure in $L^2(X,d\mu)$ of Krylov subspace generated by $f$, and $\mathcal{K}$ coincides with the classical Koopman operator. The main theorem sheds light to the theoretical foundation of several semi-empirical methods, including singular spectrum analysis (SSA), data-adaptive harmonic analysis (DAHD), Hankel DMD and Hankel alternative view of Koopman analysis (HAVOK). It shows that, when the system is ergodic and has finite invariant measure, the leading temporal empirical orthogonal functions indeed correspond to the Koopman eigenfrequencies. A theorem-based practical methodology is then proposed to identify the eigenfrequencies of $\mathcal{K}$ from a given time series. It builds on the fact that the convergence of the renormalized eigenvalues of the Gram matrix is a necessary and sufficient condition for the existence of $\mathcal{K}-$eigenfrequencies.

We introduce a physically relevant stochastic representation of the rotating shallow water equations. The derivation relies mainly on a stochastic transport principle and on a decomposition of the fluid flow into a large-scale component and a noise term that models the unresolved flow components. As for the classical (deterministic) system, this scheme, referred to as modelling under location uncertainty (LU), conserves the global energy of any realization and provides the possibility to generate an ensemble of physically relevant random simulations with a good trade-off between the model error representation and the ensemble's spread. To maintain numerically the energy conservation feature, we combine an energy (in space) preserving discretization of the underlying deterministic model with approximations of the stochastic terms that are based on standard finite volume/difference operators. The LU derivation, built from the very same conservation principles as the usual geophysical models, together with the numerical scheme proposed can be directly used in existing dynamical cores of global numerical weather prediction models. The capabilities of the proposed framework is demonstrated for an inviscid test case on the f-plane and for a barotropically unstable jet on the sphere.

This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic differentiation tools embedded in deep learning frameworks, we introduce end-to-end neural network architectures for data assimilation. It comprises two key components: a variational model and a gradient-based solver both implemented as neural networks. A key feature of the proposed end-to-end learning architecture is that we may train the NN models using both supervised and unsupervised strategies. Our numerical experiments on Lorenz-63 and Lorenz-96 systems report significant gain w.r.t. a classic gradient-based minimization of the variational cost both in terms of reconstruction performance and optimization complexity. Intriguingly, we also show that the variational models issued from the true Lorenz-63 and Lorenz-96 ODE representations may not lead to the best reconstruction performance. We believe these results may open new research avenues for the specification of assimilation models in geoscience.

To date no satisfying model exists to explain the mean velocity profile within the whole turbulent layer of canonical wall bounded flows. We propose a modification of the velocity profile expression that ensues from a recently proposed stochastic representation of fluid flows dynamics. This modeling, called modeling under location uncertainty introduces in a rigorous way a subgrid term generalizing the eddy-viscosity assumption and an eddy-induced advection term resulting from turbulence inhomogeneity. This latter term gives rise to a theoretically well-grounded model for the transitional zone between the viscous sublayer and the turbulent sublayer. An expression of the small-scale velocity component is also provided in the viscous zone. Numerical assessment of the results are provided for turbulent boundary layer flows, for pipe flows and channel flows at various Reynolds numbers.

We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a decomposition of the velocity in terms of a smooth large-scale velocity component and a rough, highly oscillating, component gives rise, without any supplementary assumption, to a large-scale flow dynamics that includes a modified advection term together with an inhomogeneous diffusion term. Both of those terms, related respectively to turbophoresis and mixing effects, depend on the variance of the unre-solved small-scale velocity component. They bring to the reduced system an explicit subgrid term enabling to take into account the action of the truncated modes. Besides, a decomposition of the variance tensor in terms of diffusion modes provides a meaningful statistical representation of the stationary or nonstationary structuration of the small-scale velocity and of its action on the resolved modes. This supplies a useful tool for turbulent fluid flows data analysis. We apply this methodology to circular cylinder wake flow at Reynolds numbers Re = 300 and Re = 3900, respectively. The finite dimensional models of the wake flows reveal the energy and the anisotropy distributions of the small-scale diffusion modes. These distributions identify critical regions where corrective advection effects as well as structured energy dissipation effects take place. In providing rigorously derived subgrid terms, the proposed approach yields accurate and robust temporal reconstruction of the low-dimensional models.

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion terms and a multiplicative noise contribution. In this paper, simplified geophysical dynamics are derived from a Boussinesq model under location uncertainty. Invoking usual scaling approximations and a moderate influence of the subgrid terms, stochastic formulations are obtained for the stratified Quasi-Geostrophy (QG) and the Surface Quasi-Geostrophy (SQG) models. Based on numerical simulations, benefits of the proposed stochastic formalism are demonstrated. A single realization of models under location uncertainty can restore small-scale structures. An ensemble of realizations further helps to assess model error prediction and outperforms perturbed deterministic models by one order of magnitude. Such a high uncertainty quantification skill is of primary interests for assimilation ensemble methods. MATLAB code examples are available online.

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion terms and a multiplicative noise contribution. This change can be consitently applied to all fluid dynamics evolution laws. This paper continues to explore benefits of this framework and consequences of specific scaling assumptions. Starting from a Boussinesq model under location uncertainty, a model is developed to describe a mesoscale flow subject to a strong underlying submesoscale activity. As obtained, the geostrophic balance is modified and the Quasi-Geostrophic (QG) assumptions remarkably lead to a zero Potential Vorticity (PV). The ensuing Surface Quasi-Geostrophic (SQG) model provides a simple diagnosis of warm frontolysis and cold frontogenesis.

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time. Subsequently, the material derivative is modified and leads to a stochastic version of the material derivative to include a drift correction , an inhomogeneous and anisotropic diffusion, and a multiplicative noise. As derived, this stochastic transport exhibits a remarkable energy conservation property for any realizations. As demonstrated, this pivotal operator further provides elegant means to derive stochastic formulations of classical representations of geophysical flow dynamics.

We investigate the combined use of a Kinect depth sensor and of a stochastic data assimilation method to recover free-surface flows. More specifically, we use a Weighted ensemble Kalman filter method to reconstruct the complete state of free-surface flows from a sequence of depth images only. This particle filter accounts for model and observations errors. This data assimilation scheme is enhanced with the use of two observations instead of one classically. We evaluate the developed approach on two numerical test cases: a collapse of a water column as a toy-example and a flow in an suddenly expanding flume as a more realistic flow. The robustness of the method to depth data errors and also to initial and inflow conditions is considered. We illustrate the interest of using two observations instead of one observation into the correction step, especially for unknown inflow boundary conditions. Then, the performance of the Kinect sensor to capture temporal sequences of depth observations is investigated. Finally, the efficiency of the algorithm is qualified for a wave in a real rectangular flat bottom tank. It is shown that for basic initial conditions, the particle filter rapidly and remarkably reconstructs velocity and height of the free surface flow based on noisy measurements of the elevation alone.