This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential of proposal densities. It discusses the issues with present-day particle filters and explorers new ideas for proposal densities to solve them, converging to particle filters that work well in systems of any dimension, closing the contribution with a high-dimensional example. The second contribution by Cheng and Reich discusses a unified framework for ensemble-transform particle filters. This allows one to bridge successful ensemble Kalman filters with fully nonlinear particle filters, and allows a proper introduction of localization in particle filters, which has been lacking up to now.

Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing why and not just how. Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.

The Advanced Study Courses in the field of Marine Science and Technology were part of the training programme developed from 1989 until 1999 within MAST, the Marine Science and Technology Programme of the European Union. They were related to the core topics of MAST Programme, marine systems research, extreme marine environments, regional Sea research, coastal systems research and engineering, and marine technology. The main objectives of these study courses were to further advance education in topics at the forefront of scien tific and technological development in Europe, and to improve the communication between students and experienced scientists on a European and international level. Over the years the Programme sponsored around 30 Advanced Study Courses. They took place in ten different member states of the European Union and their contribution in the formation of a European scientific community was significant. They also encouraged exchanges and contacts with several countries around the world such as United States, the third Mediterranean countries and others. The Course on Ocean Forecasting was one ofthe most successful with regard to its con tent, number of applications for participation and students satisfaction. When considering the need for the Advanced Study Course on Ocean Forecast ing, it is important to remember that the Oceans and Seas have always played a central role throughout the history of mankind. This is seen from the times of the ancient civilizations ofEgypt and Greece with the Phoenician traders, to the Viking voyages of exploration and discovery in medieval times.

Publisher description

This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.

Data Assimilation for the Geosciences: From Theory to Application brings together all of the mathematical,statistical, and probability background knowledge needed to formulate data assimilation systems in one place. It includes practical exercises for understanding theoretical formulation and presents some aspects of coding the theory with a toy problem. The book also demonstrates how data assimilation systems are implemented in larger scale fluid dynamical problems related to the atmosphere, oceans, as well as the land surface and other geophysical situations. It offers a comprehensive presentation of the subject, from basic principles to advanced methods, such as Particle Filters and Markov-Chain Monte-Carlo methods. Additionally, Data Assimilation for the Geosciences: From Theory to Application covers the applications of data assimilation techniques in various disciplines of the geosciences, making the book useful to students, teachers, and research scientists. Includes practical exercises, enabling readers to apply concepts in a theoretical formulation Offers explanations for how to code certain parts of the theory Presents a step-by-step guide on how, and why, data assimilation works and can be used

This book contains the most recent progress in data assimilation in meteorology, oceanography and hydrology including land surface. It spans both theoretical and applicative aspects with various methodologies such as variational, Kalman filter, ensemble, Monte Carlo and artificial intelligence methods. Besides data assimilation, other important topics are also covered including targeting observation, sensitivity analysis, and parameter estimation. The book will be useful to individual researchers as well as graduate students for a reference in the field of data assimilation.