Professor Peter Jan Van Leeuwen

Biography

Professor Peter Jan van Leeuwen is currently working as a Professor of Data Assimilation in the Department of Meteorology, University of Reading , United Kingdom. Responsibilities: Director of Data Assimilation research of the National Centre for Earth Observation (NCEO) Professor of Data Assimilation Research Interests: o Nonlinear data assimilation o Causality relation in complex high-dimensional geophysical systems o Geophysical fluid dynamics o Interaction thermohaline and wind-driven ocean circulation o Perturbation theory Research Projects (appologies, not up to date): o Ensemble data-assimilation system development (SANGOMA) In the EU-funded project SANGOMA we develop new nonlinear ensemble data-assimilation methods and implement them in existing ensemble data-assimilation software packages for use by the European oceanographic community. o Particle filters for climate models. We explore the Equivalent-Weights Partticle Filter in HadCM3, a climate model with about a million variables. o Localization in Particle Filters. We are exploring using Ensemble Kalman Filter-like proposals with localisation in particle filters. o Particle filters with 4DVar as proposal density.We are exploring ensembles of 4D-Var as particles in a particle filter, using on the ensemble of 4D-Var system presently operational at the ECMWF. o Comparing Particle filtering and MCMC in geophysical systems: exploring the proposal density.The idea is to build a particle filter for highly nonlinear high-dimensional systems and test the posterior pdf representation with MCMC methods. We will also try to make the MCMC methods more efficient exploring our ideas from particle filtering. o Efficient nonlinear data-assimilation methods for parameter and paremeterisation estimation.Using model tentencies after data-assimilation with the Ensemble Kalman Smoother and a Particle Smoother we will try to find new nonlinear methods for parametyer and parameterisation estimation. Hybrid scheme's for next generation data assimilations. We are exploring 4 hybrid data-assimilation scheme's between Ensemble Kalman Filters, Particle filters and 4D-Var and compare their merits and probl Other interests o Information transfer in complex systems. o ems using the 1-D convective shallow-water model developed by George Craig (Munich). o Particle filtering with square-root Kalman filters as proposal.Exploring ideas from the Auxiliary Particle Filter and square-root Ensemble Kalman Filters to come up with new efficient nonlinear data-assimilation schemes for high-dimensional systems. o Hybrid algorithms of ensemble transform and importance sampling for nonlinear observations.

Research Interest

o Nonlinear data assimilation o Causality relation in complex high-dimensional geophysical systems o Geophysical fluid dynamics o Interaction thermohaline and wind-driven ocean circulation o Perturbation theory