Changes between Version 11 and Version 12 of ImplementAnalysispf


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Timestamp:
Jun 4, 2025, 11:19:54 AM (7 weeks ago)
Author:
lnerger
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  • ImplementAnalysispf

    v11 v12  
    4444== Overview ==
    4545
     46The Particle Filter (PF) in PDAF is a standard particle filter with importance resampling (see, e.g. [wiki:PublicationsandPresentations Vetra-Carvalho et al., 2018]). There are different options to set perturbation noise or a stabilizing factor (`type_winf`, `limit_winf`) based on the effective sample size, see the [wiki:AvailableOptionsforInitPDAF#PFfiltertypePDAF_DA_PF12  Page on available options].
     47
    4648For the analysis step of the PF, different operations related to the observations are needed. These operations are requested by PDAF by calling user-supplied routines. Intentionally, the operations are split into separate routines in order to keep the operations rather elementary. This procedure should simplify the implementation. The names of the required routines are specified in the call to the routine `PDAF_assimilate_pf` in the fully-parallel implementation (or `PDAF_put_state_pf` for the 'flexible' implementation) that was discussed before. With regard to the parallelization, all these routines are executed by the filter processes (`filterpe=.true.`) only.
    4749
     
    5254== `PDAF_assimilate_pf` ==
    5355
    54 The general aspects of the filter-specific routines `PDAF_assimilate_*` have been described on the page [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3 Modification of the model code for the ensemble integration]. The routine is used in the fully-parallel implementation variant of the data assimilation system. When the 'flexible' implementation variant is used, the routines `PDAF_put_state_*' is used as described further below. Here, we list once more the full interface. Subsequently, the full set of user-supplied routines specified in the call to `PDAF_assimilate_pf` is explained.
    55 
    56 The interface when using the PF method is the following:
    57 {{{
    58   SUBROUTINE PDAF_assimilate_pf(U_collect_state, U_distribute_state, U_init_dim_obs, &
    59                                  U_obs_op, U_init_obs, U_prepoststep, U_likelihood, &
    60                                  U_next_observation, status)
     56This routine is used both in the ''fully-parallel'' and the ''flexible'' implementation variants of the data assimilation system. (See the page [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3 Modification of the model code for the ensemble integration] for these variants)
     57
     58Here, we list the full interface of the routine. Subsequently, the user-supplied routines specified in the call are explained.
     59
     60The interface is:
     61{{{
     62  SUBROUTINE PDAF_assimilate_pf(U_collect_state, U_distribute_state, &
     63                                 U_init_dim_obs, U_obs_op, U_init_obs, U_prepoststep, &
     64                                 U_likelihood, U_next_observation, status)
    6165}}}
    6266with the following arguments:
     
    7276
    7377
     78== `PDAF_assim_offline_pf ` ==
     79
     80This routine is used to perform the analysis step for the offline mode of PDAF.
     81The interface of the routine is identical with that of the 'assimilate'-routine, except that the user-supplied routines `U_distribute_state`, `U_collect_state` and `U_next_observation` are missing.
     82
     83The 'assim_offline' routines were introduced with PDAF V3.0 to simplify the [wiki:OfflineImplementationGuide_PDAF3 implementation of the offline mode].
     84
     85The interface is:
     86{{{
     87  SUBROUTINE PDAF_assim_offline_pf( &
     88                                 U_init_dim_obs, U_obs_op, U_init_obs, U_prepoststep, &
     89                                 U_likelihood, status)
     90}}}
     91
    7492== `PDAF_put_state_pf` ==
    7593
    76 When the 'flexible' implementation variant is chosen for the assimilation system, the routine `PDAF_put_state_pf` has to be used instead of `PDAF_assimilate_pf`. The general aspects of the filter specific routines `PDAF_put_state_*` have been described on the page [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3 Modification of the model code for the ensemble integration]. The interface of the routine is identical with that of `PDAF_assimilate_pf` with the exception of the specification of the user-supplied routines `U_distribute_state` and `U_next_observation` are missing.
    77 
    78 The interface when using the PF method is the following:
    79 {{{
    80   SUBROUTINE PDAF_put_state_pf(U_collect_state, U_init_dim_obs, U_obs_op, &
    81                                  U_init_obs, U_prepoststep, U_likelihood, status)
     94This routine exists for backward-compatibility. In implementations that were done for PDAF V2.3.1 and before, a 'put_state' routine was used for the [wiki:OnlineFlexible_PDAF3 'flexible' parallelization variant] and for the [wiki:OfflineImplementationGuide_PDAF3 offline mode].  This routine allows to continue using the previous implementation structure.
     95The interface of the routine is identical with that of the 'assimilate'-routine, except that the user-supplied routines `U_distribute_state` and `U_next_observation` are missing.
     96
     97The interface is:
     98{{{
     99  SUBROUTINE PDAF_put_state_pf(U_collect_state, &
     100                                 U_init_dim_obs, U_obs_op, U_init_obs, U_prepoststep, &
     101                                 U_likelihood, status)
    82102}}}
    83103
     
    85105== User-supplied routines ==
    86106
    87 Here, all user-supplied routines are described that are required in the call to `PDAF_assimilate_pf`. For some of the generic routines, we link to the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3 modifying the model code for the ensemble integration].
     107Here all user-supplied routines are described that are required in the call to the analysis routine. For some of the generic routines, we link to the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3 modifying the model code for the ensemble integration].
    88108
    89109To indicate user-supplied routines we use the prefix `U_`. In the tutorials in `tutorial/` and in the template directory `templates/` these routines exist without the prefix, but with the extension `_pdaf`. The files are named correspondingly. In the section titles below we provide the name of the template file in parentheses.
     
    95115
    96116This routine is independent of the filter algorithm used.
    97 See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#U_collect_statecollect_state_pdaf.F90 inserting the analysis step] for the description of this routine.
     117See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#collect_state_pdafcollect_state_pdaf.F90 modifying the model code for the ensemble integration] for the description of this routine.
    98118
    99119
     
    101121
    102122This routine is independent of the filter algorithm used.
    103 See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#U_distribute_statedistribute_state_pdaf.F90 inserting the analysis step] for the description of this routine.
     123See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#distribute_state_pdafdistribute_state_pdaf.F90 modifying the model code for the ensemble integration] for the description of this routine.
    104124
    105125
     
    166186=== `U_prepoststep` (prepoststep_ens_pdaf.F90) ===
    167187 
    168 The routine has been described on the [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#U_prepoststepprepoststep_ens_pdaf.F90 page on modifying the model code for the ensemble integration] for the SEIK filter. For the PF, the interface is generally identical. For completeness, we repeat the description here.
    169 
    170 The interface for this routine is
    171 {{{
    172 SUBROUTINE prepoststep(step, dim_p, dim_ens, dim_ens_p, dim_obs_p, &
    173                        state_p, Uinv, ens_p, flag)
    174 
    175   INTEGER, INTENT(in) :: step        ! Current time step
    176                          ! (When the routine is called before the analysis -step is provided.)
    177   INTEGER, INTENT(in) :: dim_p       ! PE-local state dimension
    178   INTEGER, INTENT(in) :: dim_ens     ! Size of state ensemble
    179   INTEGER, INTENT(in) :: dim_ens_p   ! PE-local size of ensemble
    180   INTEGER, INTENT(in) :: dim_obs_p   ! PE-local dimension of observation vector
    181   REAL, INTENT(inout) :: state_p(dim_p) ! PE-local forecast/analysis state
    182                                      ! The array 'state_p' is not generally not initialized in the case of SEIK/EnKF/ETKF/NETF/PF.
    183                                      ! It can be used freely in this routine.
    184   REAL, INTENT(inout) :: Uinv(dim_ens, dim_ens) ! Inverse of matrix U
    185   REAL, INTENT(inout) :: ens_p(dim_p, dim_ens)  ! PE-local state ensemble
    186   INTEGER, INTENT(in) :: flag        ! PDAF status flag
    187 }}}
    188 
    189 The routine `U_prepoststep` is called once at the beginning of the assimilation process. In addition, it is called during the assimilation cycles before the analysis step and after the ensemble transformation. The routine is called by all filter processes (that is `filterpe=1`).
    190 
    191 The routine provides for the user the full access to the ensemble of model states. Thus, user-controlled pre- and post-step operations can be performed.  For example the forecast and the analysis states and ensemble covariance matrix can be analyzed, e.g. by computing the estimated variances. In addition, the estimates can be written to disk.
    192 
    193 Hint:
    194  * If a user considers to perform adjustments to the estimates (e.g. for balances), this routine is the right place for it.
    195  * The vector (`state_p`) is allocated but not initialized with the ensemble mean. It can be used freely during the execution of `U_prepoststep`, for example to compute the ensemble mean state.
    196  * The interface has a difference for PF and ESTKF/ETKF: For the PF, the array `Uinv` has size `1` x `1`. In contrast it has size `dim_ens` x `dim_ens` for the ESTKF/ETKF filters. (For most cases, this will be irrelevant, because most usually the ensemble array `ens_p` is used for computations, rather than `Uinv`.)
    197  * The interface through which `U_prepoststep` is called does not include the array of smoothed ensembles. In order to access the smoother ensemble array one has to set a pointer to it using a call to the routine `PDAF_get_smootherens` (see page on [AuxiliaryRoutines auxiliary routines])
     188The routine has already been described for modifying the model for the ensemble integration and for inserting the analysis step.
     189
     190See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#distribute_state_pdafdistribute_state_pdaf.F90 modifying the model code for the ensemble integration] for the description of this routine.
    198191
    199192
     
    227220
    228221This routine is independent of the filter algorithm used.
    229 See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#U_next_observationnext_observation_pdaf.F90 inserting the analysis step] for the description of this routine.
    230 
     222See the page on [wiki:OnlineModifyModelforEnsembleIntegration_PDAF3#next_observation_pdafnext_observation_pdaf.F90 modifying the model code for the ensemble integration] for the description of this routine.
    231223
    232224== Execution order of user-supplied routines ==