The purpose of this paper is to provide a comprehensive presentation and interpretation of the Ensemble Kalman Filter (EnKF) and its numerical implementation. The EnKF has a large user group, and numerous publications have discussed applications and theoretical aspects of it. This paper reviews the important results from these studies and also presents new ideas and alternative interpretations which further explain the success of the EnKF. In addition to providing the theoretical framework needed for using the EnKF, there is also a focus on the algorithmic formulation and optimal numerical implementation. A program listing is given for some of the key subroutines. The paper also touches upon specific issues such as the use of nonlinear measurements, in situ profiles of temperature and salinity, and data which are available with high frequency in time. An ensemble based optimal interpolation (EnOI) scheme is presented as a cost-effective approach which may serve as an alternative to the EnKF in some applications. A fairly extensive discussion is devoted to the use of time correlated model errors and the estimation of model bias.

The Ensemble Kalman Filter: Theoretical formulation and practical implementation

The boundary layer equations for plane, incompressible, and steady flow are 

$$\matrix{ {u{{\partial u} \over {\partial x}} + v{{\partial u} \over {\partial y}} = - {1 \over \varrho }{{\partial p} \over {\partial x}} + v{{{\partial ^2}u} \over {\partial {y^2}}},} \cr {0 = {{\partial p} \over {\partial y}},} \cr {{{\partial u} \over {\partial x}} + {{\partial v} \over {\partial y}} = 0.} \cr }$$

Boundary Layer Theory

A time-split nonhydrostatic atmospheric model for weather research and forecasting applications

A New Flux Splitting Scheme

Most numerical integration techniques consist of approximating the integrand by a polynomial in a region or regions and then integrating the polynomial exactly. Often a complicated integrand can be factored into a non-negative ''weight'' function and another function better approximated by a polynomial, thus $\int_{a}^{b} g(t)dt = \int_{a}^{b} \omega (t)f(t)dt \approx \sum_{i=1}^{N} w_i f(t_i)$. Hopefully, the quadrature rule ${\{w_j, t_j\}}_{j=1}^{N}$ corresponding to the weight function $\omega$(t) is available in tabulated form, but more likely it is not. We present here two algorithms for generating the Gaussian quadrature rule defined by the weight function when: a) the three term recurrence relation is known for the orthogonal polynomials generated by $\omega$(t), and b) the moments of the weight function are known or can be calculated.

Calculation of Gauss quadrature rules.

This article reviews the state-of-the-art numerical calculation of wind turbine wake aerodynamics. Different computational fluid dynamics techniques for modeling the rotor and the wake are discussed. Regarding rotor modeling, recent advances in the generalized actuator approach and the direct model are discussed, as far as it attributes to the wake description. For the wake, the focus is on the different turbulence models that are employed to study wake effects on downstream turbines.

/pdf/review-of-computational-fluid-dynamics-for-wind-turbine-wake-4ox5ztbr3s.pdf

Review of computational fluid dynamics for wind turbine wake aerodynamics

/pdf/a-robust-upwind-discretization-method-for-advection-23gznai6hw.pdf

A robust upwind discretization method for advection, diffusion and source terms

A positive finite-difference advection scheme

Large Eddy Simulation of wind farm aerodynamics : a review

Part of the "Notes on Numerical Fluid Mechanics" series, this book examines numerical methods for advection - diffusion problems, industrial flows and many other fields. All major classes of methods are discussed and tested on standard problems. The performance on such criteria as accuracy, positivity, conservation and cost is evaluated.

Barry Koren

Papers

Review of computational fluid dynamics for wind turbine wake aerodynamics

A robust upwind discretization method for advection, diffusion and source terms

A positive finite-difference advection scheme

Large Eddy Simulation of wind farm aerodynamics : a review

Numerical Methods for Advection-Diffusion Problems