基于多变量高斯随机过程的水平风分量及相关变量一致模型

Rudiger Hewer, P. Friederichs, A. Hense, M. Schlather
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引用次数: 7

摘要

将物理关系集成到随机模型中是一个重要的研究方向,例如数据同化。本文介绍了二维风场与流函数、速度势、涡度、散度等相关变量之间的微分关系的多元高斯随机场公式。协方差模型是基于流函数和速度势的灵活的二元matn协方差函数。它允许电位的不同方差,它们之间的非零相关性,各向异性和灵活的平滑参数。分析导出了相关变量的联合协方差函数。进一步证明了在电位和正定协方差函数之间存在非零相关的一致性模型是可能的。将统计模式拟合到一个中尺度数值天气预报系统的水平风场预报中。采用参数自举法评估参数不确定性。这些估计只揭示了电位之间物理上可忽略不计的相关性。与数值估计量相比,旋转风分量和发散风分量方差之比的统计估计量是无偏的。
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A Matern based multivariate Gaussian random process for a consistent model of the horizontal wind components and related variables
The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the two-dimensional wind field and related variables such as streamfunction, velocity potential, vorticity and divergence. The covariance model is based on a flexible bivariate Matern covariance function for streamfunction and velocity potential. It allows for different variances in the potentials, non-zero correlations between them, anisotropy and a flexible smoothness parameter. The joint covariance function of the related variables is derived analytically. Further, it is shown that a consistent model with non-zero correlations between the potentials and positive definite covariance function is possible. The statistical model is fitted to forecasts of the horizontal wind fields of a mesoscale numerical weather prediction system. Parameter uncertainty is assessed by a parametric bootstrap method. The estimates reveal only physically negligible correlations between the potentials. In contrast to the numerical estimator, the statistical estimator of the ratio between the variances of the rotational and divergent wind components is unbiased.
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