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

With its roots in kinetic theory and the cellular automaton concept, the lattice-Boltzmann (LB) equation can be used to obtain continuum flow quantities from simple and local update rules based on particle interactions. The simplicity of formulation and its versatility explain the rapid expansion of the LB method to applications in complex and multiscale flows. We review many significant developments over the past decade with specific examples. Some of the most active developments include the entropic LB method and the application of the LB method to turbulent flow, multiphase flow, and deformable particle and fiber suspensions. Hybrid methods based on the combination of the Eulerian lattice with a Lagrangian grid system for the simulation of moving deformable boundaries show promise for more efficient applications to a broader class of problems. We also discuss higherorder boundary conditions and the simulation of microchannel flow with finite Knudsen number. Additionally, the remarkable scalability of the LB method for parallel processing is shown with examples. Teraflop simulations with the LB method are routine, and there is no doubt that this method will be one of the first candidates for petaflop computational fluid dynamics in the near future.

Lattice-Boltzmann Method for Complex Flows

A copy of Guangbo jiemu bao [Broadcast Program Report] was being passed from hand to hand among a group of young people eager to be the first to read the article introducing the program "What Is Revolutionary Love?" It said: "… Young friends, you are certainly very concerned about this problem'. So, we would like you to meet the young women workers Meng Xiaoyu and Meng Yamei and the older cadre Miss Feng. They are the three leading characters in the short story ‘The Place of Love.’ Through the description of the love lives of these three, the story induces us to think deeply about two questions that merit further examination.

This is How the Discussion Started

In the past 30 years, there has been considerable progress in the development of large-eddy simulation (LES) for turbulent flows, which has been greatly facilitated by the substantial increase in computer power. In this paper, we raise some fundamental questions concerning the conceptual foundations of LES and about the methodologies and protocols used in its application. The 10 questions addressed are stated at the end of the introduction. Several of these questions highlight the importance of recognizing the dependence of LES calculations on the artificial parameter Δ (i.e. the filter width or, more generally, the turbulence resolution length scale). The principle that LES predictions of turbulence statistics should depend minimally on Δ provides an alternative justification for the dynamic procedure.

https://robots.iopscience.iop.org/article/10.1088/1367-2630/6/1/035/pdf

Ten questions concerning the large-eddy simulation of turbulent flows

Fluid dynamic turbulence is one of the most challenging computational physics problems because of the extremely wide range of time and space scales involved, the strong nonlinearity of the governing equations, and the many practical and important applications. While most linear fluid instabilities are well understood, the nonlinear interactions among them makes even the relatively simple limit of homogeneous isotropic turbulence difficult to treat physically, mathematically, and computationally. Turbulence is modeled computationally by a two-stage bootstrap process. The first stage, direct numerical simulation, attempts to resolve the relevant physical time and space scales but its application is limited to diffusive flows with a relatively small Reynolds number (Re). Using direct numerical simulation to provide a database, in turn, allows calibration of phenomenological turbulence models for engineering applications. Large eddy simulation incorporates a form of turbulence modeling applicable when the large-scale flows of interest are intrinsically time dependent, thus throwing common statistical models into question. A promising approach to large eddy simulation involves the use of high-resolution monotone computational fluid dynamics algorithms such as flux-corrected transport or the piecewise parabolic method which have intrinsic subgrid turbulence models coupled naturally to the resolved scales in the computed flow. The physical considerations underlying and evidence supporting this monotone integrated large eddy simulation approach are discussed.

New insights into large eddy simulation

It is well known that when wind turbines are deployed in large arrays, their efficiency decreases due to complex interactions among themselves and with the atmospheric boundary layer (ABL). For wind farms whose length exceeds the height of the ABL by over an order of magnitude, a “fully developed” flow regime can be established. In this asymptotic regime, changes in the streamwise direction can be neglected and the relevant exchanges occur in the vertical direction. Such a fully developed wind-turbine array boundary layer (WTABL) has not been studied systematically before. A suite of large eddy simulations (LES), in which wind turbines are modeled using the classical “drag disk” concept, is performed for various wind-turbine arrangements, turbine loading factors, and surface roughness values. The results are used to quantify the vertical transport of momentum and kinetic energy across the boundary layer. It is shown that the vertical fluxes of kinetic energy are of the same order of magnitude as the power...

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Large eddy simulation study of fully developed wind-turbine array boundary layers

As wind farms become larger, the asymptotic limit of the “fully developed”, or “infinite”, wind farm has been receiving increased interest. This limit is relevant for wind farms on flat terrain whose length exceeds the height of the atmospheric boundary layer by over an order of magnitude. Recent computational studies based on Large Eddy Simulation have identified various mean velocity equilibrium layers, and have led to parameterizations of the effective roughness height that allow predicting the wind velocity at hub-height as function of parameters such as wind turbine spacing and loading factors. In the current paper, we employ this as a tool to make predictions of optimal wind turbine spacing as function of these parameters, as well as in terms of the ratio of turbine costs to land-surface costs. For realistic cost ratios, we find that the optimal average turbine spacing may be considerably higher than conventionally used in current wind-farm implementations.

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Optimal turbine spacing in fully developed wind farm boundary layers

Reducing wake losses in wind farms by deflecting the wakes through turbine yawing has been shown to be a feasible wind farm controls approach. Nonetheless, the effectiveness of yawing depends not only on the degree of wake deflection but also on the resulting shape of the wake. In this work, the deflection and morphology of wakes behind a porous disk model of a wind turbine operating in yawed conditions are studied using wind tunnel experiments and uniform inflow. First, by measuring velocity distributions at various downstream positions and comparing with prior studies, we confirm that the non-rotating porous disk wind turbine model in yaw generates realistic wake deflections. Second, we characterize the wake shape and make observations of what is termed as curled wake, displaying significant spanwise asymmetry. The wake curling observed in the experiments is also reproduced qualitatively in Large Eddy Simulations using both actuator disk and actuator line models. Results suggest that when a wind turbine is yawed for the benefit of downstream turbines, the curled shape of the wake and its asymmetry must be taken into account since it affects how much of it intersects the downstream turbines.

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Wake structure in actuator disk models of wind turbines in yaw under uniform inflow conditions

In very large wind farms the vertical interaction with the atmospheric boundary layer plays an important role, i.e. the total energy extraction is governed by the vertical transport of kinetic energy from higher regions in the boundary layer towards the turbine level. In the current study, we investigate optimal control of wind-farm boundary layers, considering the individual wind turbines as flow actuators, whose energy extraction can be dynamically regulated in time so as to optimally influence the flow field and the vertical energy transport. To this end, we use Large-Eddy Simulations (LES) of a fullydeveloped pressure-driven wind-farm boundary layer in a receding-horizon optimal control framework. For the optimization of the wind-turbine controls, a conjugate-gradient optimization method is used in combination with adjoint LESs for the determination of the gradients of the cost functional. In a first control study, wind-farm energy extraction is optimized in an aligned wind farm. Results are accumulated over one hour of operation. We find that the energy extraction is increased by 16% compared to the uncontrolled reference. This is directly related to an increase of the vertical fluxes of energy towards the wind turbines, and vertical shear stresses increase considerably. A further analysis, decomposing total stresses in dispersive and Reynolds stresses, shows that the dispersive stresses increase drastically, and that the Reynolds stresses decrease on average, but increase in the wake region, leading to better wake recovery. We further observe that also turbulent dissipation levels in the boundary layer increase, and overall the outer layer of the boundary layer enters into a transient decelerating regime, while the inner layer and the turbine region attain a new statistically steady equilibrium within approximately one wind-farm through-flow time. Two additional optimal-control cases study penalization of turbulent dissipation. For the current wind-farm geometry, it is found that the ratio between wind-farm energy extraction and turbulent boundary-layer dissipation remains roughly around 70%, but can be slightly increased with a few percent by penalizing the dissipation in the optimization objective. For a pressure-driven boundary layer in equilibrium, we estimate that such a shift can lead to an increase in wind-farm energy extraction of 6%.

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Optimal control of energy extraction in wind-farm boundary layers

A database of decaying homogeneous, isotropic turbulence is constructed including reference direct numerical simulations at two different Reynolds numbers and a large number of corresponding large-eddy simulations at various subgrid resolutions. Errors in large-eddy simulation as a function of physical and numerical parameters are investigated. In particular, employing the Smagorinsky subgrid parametrization, the dependence of modeling and numerical errors on simulation parameters is quantified. The interaction between these two basic sources of error is shown to lead to their partial cancellation for several flow properties. This leads to a central paradox in large-eddy simulation related to possible strategies that can be followed to improve the accuracy of predictions. Moreover, a framework is presented in which the global parameter dependence of the errors can be classified in terms of the “subgrid activity” which measures the ratio of the turbulent to the total dissipation rate. Such an analysis allows one to quantify refinement strategies and associated model parameters which provide optimal total simulation error at given computational cost.

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Johan Meyers

Papers

Large eddy simulation study of fully developed wind-turbine array boundary layers

Optimal turbine spacing in fully developed wind farm boundary layers

Wake structure in actuator disk models of wind turbines in yaw under uniform inflow conditions

Optimal control of energy extraction in wind-farm boundary layers

Database-analysis of errors in Large-Eddy Simulation