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In this paper, we introduce a new framework for parametrization schemes (PS) in GFD. Using the theory of controlled rough paths, we derive a class of rough geophysical fluid dynamics (RGFD) models as critical points of rough action functionals. These RGFD models characterize Lagrangian trajectories in fluid dynamics as geometric rough paths (GRP) on the manifold of diffeomorphic maps. Three constrained variational approaches are formulated for the derivation of these models. The first is the Clebsch formulation, in which the constraints are imposed as rough advection laws. The second is the Hamilton-Pontryagin formulation, in which the constraints are imposed as right-invariant rough vector fields. The third is the Euler--Poincar\'e formulation in which the variations are constrained. These variational principles lead directly to the Lie--Poisson Hamiltonian formulation of fluid dynamics on geometric rough paths. The GRP framework preserves the geometric structure of fluid dynamics obtained by using Lie group reduction to pass from Lagrangian to Eulerian variational principles, thereby yielding a rough formulation of the Kelvin circulation theorem. The rough-path variational approach includes non-Markovian perturbations of the Lagrangian fluid trajectories. In particular, memory effects can be introduced through this formulation through a judicious choice of the rough path (e.g. a realization of a fractional Brownian motion). In the special case when the rough path is a realization of a semimartingale, we recover the SGFD models in Holm (2015). However, by eliminating the need for stochastic variational tools, we retain a pathwise interpretation of the Lagrangian trajectories. In contrast, the Lagrangian trajectories in the stochastic framework are described by stochastic integrals which do not have a pathwise interpretation. Thus, the rough path formulation restores this property.

We consider the Euler equations for the incompressible flow of an ideal fluid with an additional rough-in-time, divergence-free, Lie-advecting vector field. In recent work, we have demonstrated that this system arises from Clebsch and Hamilton-Pontryagin variational principles with a perturbative geometric rough path Lie-advection constraint. In this paper, we prove local well-posedness of the system in $L^2$-Sobolev spaces $H^m$ with integer regularity $m\ge \lfloor d/2\rfloor+2$ and establish a Beale-Kato-Majda (BKM) blow-up criterion in terms of the $L^1_tL^\infty_x$-norm of the vorticity. In dimension two, we show that the $L^p$-norms of the vorticity are conserved, which yields global well-posedness and a Wong-Zakai approximation theorem for the stochastic version of the equation.

We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can have a cost that scales exponentially with the dimension of the hidden state. Inspired by lag-approximation methods for the smoothing problem, we introduce a lagged approximation of the smoothing distribution that is necessarily biased. For certain classes of SSMs, particularly those that forget the initial condition exponentially fast in time, the bias of our approximation is shown to be uniformly controlled in the dimension and exponentially small in time. We develop a sequential Monte Carlo (SMC) method to recursively estimate expectations with respect to our biased filtering distributions. Moreover, we prove for a class of class of SSMs that can contain dependencies amongst coordinates that as the dimension $d\rightarrow\infty$ the cost to achieve a stable mean square error in estimation, for classes of expectations, is of $\mathcal{O}(Nd^2)$ per-unit time, where $N$ is the number of simulated samples in the SMC algorithm. Our methodology is implemented on several challenging high-dimensional examples including the conservative shallow-water model.

We consider the problem of parameter estimation for a class of continuous-time state space models. In particular, we explore the case of a partially observed diffusion, with data also arriving according to a diffusion process. Based upon a standard identity of the score function, we consider two particle filter based methodologies to estimate the score function. Both methods rely on an online estimation algorithm for the score function of $\mathcal{O}(N^2)$ cost, with $N\in\mathbb{N}$ the number of particles. The first approach employs a simple Euler discretization and standard particle smoothers and is of cost $\mathcal{O}(N^2 + N\Delta_l^{-1})$ per unit time, where $\Delta_l=2^{-l}$, $l\in\mathbb{N}_0$, is the time-discretization step. The second approach is new and based upon a novel diffusion bridge construction. It yields a new backward type Feynman-Kac formula in continuous-time for the score function and is presented along with a particle method for its approximation. Considering a time-discretization, the cost is $\mathcal{O}(N^2\Delta_l^{-1})$ per unit time. To improve computational costs, we then consider multilevel methodologies for the score function. We illustrate our parameter estimation method via stochastic gradient approaches in several numerical examples.

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic parameterisation in a two-layer quasi-geostrophic model for a beta-plane channel flow configuration. We present a new method for estimating the stochastic forcing (used in the parameterisation) to approximate unresolved components using data from the high resolution deterministic simulation, and describe a procedure for computing physically-consistent initial conditions for the stochastic model. We also quantify uncertainty of coarse grid simulations relative to the fine grid ones in homogeneous (teamed with small-scale vortices) and heterogeneous (featuring horizontally elongated large-scale jets) flows, and analyse how the spread of stochastic solutions depends on different parameters of the model. The parameterisation is tested by comparing it with the true eddy-resolving solution that has reached some statistical equilibrium and the deterministic solution modelled on a low-resolution grid. The results show that the proposed parameterisation significantly depends on the resolution of the stochastic model and gives good ensemble performance for both homogeneous and heterogeneous flows, and the parameterisation lays solid foundations for data assimilation.

In this work, we apply a particle filter with three additional procedures (model reduction, tempering and jittering) to a damped and forced incompressible 2D Euler dynamics defined on a simply connected bounded domain. We show that using the combined algorithm, we are able to successfully assimilate data from a reference system state (the ``truth") modelled by a highly resolved numerical solution of the flow that has roughly $3.1\times10^6$ degrees of freedom for $10$ eddy turnover times, using modest computational hardware. The model reduction is performed through the introduction of a stochastic advection by Lie transport (SALT) model as the signal on a coarser resolution. The SALT approach was introduced as a general theory using a geometric mechanics framework from Holm, Proc. Roy. Soc. A (2015). This work follows on the numerical implementation for SALT presented by Cotter et al, SIAM Multiscale Model. Sim. (2019) for the flow in consideration. The model reduction is substantial: The reduced SALT model has $4.9\times 10^4$ degrees of freedom. Forecast reliability and estimated asymptotic behaviour of the particle filter are also presented.