Online model error correction with 4D-Var and machine learning
Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the error of a knowledge-based model. The resulting surrogate model is hybrid, with a statistical part supplementing a physical part. In practice, the correction can be added as an integrated term (i.e. in the model resolvent) or directly inside the tendencies of the physical model. The resolvent correction is easy to implement. The tendency correction is more technical, in particular it requires the adjoint of the physical model, but also more flexible. We use the two-scale Lorenz model to compare the two methods. The accuracy in long-range forecast experiments is somewhat similar between the surrogate models using the resolvent correction and the tendency correction. By contrast, the surrogate models using the tendency correction significantly outperform the surrogate models using the resolvent correction in data assimilation experiments. Finally, we show that the tendency correction opens the possibility to make online model error correction, i.e. improving the model progressively as new observations become available. The resulting algorithm can be seen as a new formulation of weak-constraint 4D-Var. We compare online and offline learning using the same framework with the two-scale Lorenz system, and show that with online learning, it is possible to extract all the information from sparse and noisy observations.
The paper, led by my colleague Alban Farchi, entitled A comparison of combined data assimilation and machine learning methods for offline and online model error correction, is published (open access) in the Journal of Computational Science.