Scalable, adaptive methods for forward and inverse problems in continental-scale ice sheet modeling




Isaac, Tobin Gregory

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Projecting the ice sheets' contribution to sea-level rise is difficult because of the complexity of accurately modeling ice sheet dynamics for the full polar ice sheets, because of the uncertainty in key, unobservable parameters governing those dynamics, and because quantifying the uncertainty in projections is necessary when determining the confidence to place in them. This work presents the formulation and solution of the Bayesian inverse problem of inferring, from observations, a probability distribution for the basal sliding parameter field beneath the Antarctic ice sheet. The basal sliding parameter is used within a high-fidelity nonlinear Stokes model of ice sheet dynamics. This model maps the parameters "forward" onto a velocity field that is compared against observations. Due to the continental-scale of the model, both the parameter field and the state variables of the forward problem have a large number of degrees of freedom: we consider discretizations in which the parameter has more than 1 million degrees of freedom. The Bayesian inverse problem is thus to characterize an implicitly defined distribution in a high-dimensional space. This is a computationally demanding problem that requires scalable and efficient numerical methods be used throughout: in discretizing the forward model; in solving the resulting nonlinear equations; in solving the Bayesian inverse problem; and in propagating the uncertainty encoded in the posterior distribution of the inverse problem forward onto important quantities of interest. To address discretization, a hybrid parallel adaptive mesh refinement format is designed and implemented for ice sheets that is suited to the large width-to-height aspect ratios of the polar ice sheets. An efficient solver for the nonlinear Stokes equations is designed for high-order, stable, mixed finite-element discretizations on these adaptively refined meshes. A Gaussian approximation of the posterior distribution of parameters is defined, whose mean and covariance can be efficiently and scalably computed using adjoint-based methods from PDE-constrained optimization. Using a low-rank approximation of the covariance of this distribution, the covariance of the parameter is pushed forward onto quantities of interest.



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