A mechanism for catastrophic filter divergence in data assimilation for sparse observation networks
- 1School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
- 2Department of Mathematics and Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University, USA
Abstract. We study catastrophic filter divergence in data assimilation procedures whereby the forecast model develops severe numerical instabilities leading to a blow-up of the solution. Catastrophic filter divergence can occur in sparse observational grids with small observational noise for intermediate observation intervals and finite ensemble sizes. Using a minimal five-dimensional model, we establish that catastrophic filter divergence is a numerical instability of the underlying forecast model caused by the filtering procedure producing analyses which are not consistent with the true dynamics, and stiffness caused by the fast attraction of the inconsistent analyses towards the attractor during the forecast step.