This file was created by scanning the printed publication. Errors identified by the software have been corrected; however, some errors may remain. Application of Multiscale Modeling for Characterizing Variability in Hydrologic Processes Praveen Kumarl Abstract .-We describe a multiscale modeling framework applicable for a wide range of hydrologic processes. The foundation for this work has been laid by Basseville et al. [I9921 and Chou et al. [1994]. Their development is based on treating the scale parameter akin to time, such that description at a particular scale captures the features of the process up to that scale that are relevant for the prediction of finer scale features, as in the notion of state-space approaches. We show the applicability of this model for modeling and estimation of a broad range of multiscale phenomena in hydrology. The methodology is illustrated through an example using a soil-moisture field obtained using remote sensing observations. INTRODUCTION In varied guises throughout hydrologic science we encounter questions concerning the quantitative relationship between processes occurring at disparate spatial and temporal scales. These questions are mostly triggered by our need to understand, model and predict hydrologic processes over a broad range of spatial and temporal scales. Questions about multiscale manifestation of processes are at the heart of contemporary hydrologic research and answers to these questions will significantly advance our efforts in understanding the dynamics of the large scale hydrologic cycle. Over the last several years there has been significant effort devoted to organizing field experiments in combination with remote sensing measurements, such as FIFE (Sellers et al., 1992) and SIR-C [Stofan et al., 19951, to improve our understanding of surface hydrologic and ecological processes and their impact on the atmosphere. In order to improve our understanding of a process at a particular scale we need t o make measurements at that scale. Often it is difficult to decide the scale of significance and the strategy adopted is to make measurements at several scales with fine scale measurements of limited coverage embedded within coarse scale measurements of larger coverage (see Figure 1). Further analysis is performed to iptegrate the information across scales, to understand what area-averaged fluxes represent in conjunction with 'Department of Civil Engineering, University of Illinois, Urbana, Illinois 61801 99 point fluxes, and what physical controls on area-averaged fluxes need to be considered by a prognostic model [Smith et al., 19921. Coarse Scale Grid Figure 1: Schematic showing an idealized embedding of fine scale measurement grid of limited coverage within a coarse scale grid of larger coverage for a two level scheme. Different techniques exist for analyzing observations obtained at different resolutions and are well explained in Daley [1991]. These range from simple function fitting and stochastic interpolation (univariate and multivariate) schemes to four dimensional data assimilation (FDDA). As indicated by Dale y [1991], the essence of a good scheme is to account for the following factors simultaneously : 1. Observations have errors that can be temporally and spatially correlated with each other. 2. The process state variables are related to each other by the governing laws and are not independent. 3. There can be large data voids where no direct observations exist. An ideal algorithm should filter observational noise, variance associated with scales too small to be properly resolved by the sampling scheme, and fluctuations that do not satisfy the governing laws. Although multivariate statistical analysis or FDDA address these issues, they do not include the crucial element of scale as an explicit parameter in the formulation. This causes severe limitations in our ability to interpret the behavior of the phenomenon at different scales and the influence of the variability of one process at a small scale on the variability of a related process at a larger scale, except as a gross aggregate. For examples, Several studies (Mahrt [1987], Wetzel and Chang [1988], Avissar and Piehe [1989]) have indicated that grid scale flux averages and sub-grid flux variance are both critical in characterizingthe response of the atmosphere to surfaces fluxes. In addition no multiscale modeling scheme is immediately available from these formulations. In order to address these issues and more effectively utilize the observations obtained from the hierarchical sampling scheme (see Figure 1) to formulate conjectures and develop models we need an analysis-modeling-assimilation technique that is inherently hierarchical i n scale. Wavelet transforms have been significantly exploited in geophysics for the analysis of processes to infer their multiscale variability. They, however, are not easily amenable as a modeling tool. Motivated by the scale to scale hierarchical decomposition of wavelet transforms, significant advances in multiscale modeling have been made by Basseville et al. [I9921 and Chou et al. [1994]. The key to their development is the treatment of the scale parameter akin to time, such that description at a particular scale captures the features of the process up to that scale that are relevant for the prediction of finer scale features, as in the notion of state-space approaches. These developments provide a natural setting not only for analysis and modeling of multiscale phenomena but also for multiscale data assimilation. This paper attempts to provide more visibility to this multiscale modeling tool in the geophysics community through illustration using a simple example. In the next section, we briefly review the modeling framework and then provide an application to modeling soil moisture fields and estimating missing values. MULTISCALE STATE-SPACE MODEL The following description briefly summarizes the basics of the ideas developed by Basseville et al. [I9921 and Chou et al. (19921. Consider the problem of disaggregating a random field (in two dimensions) from coarse to fine resolution. At the coarsest resolution the field will be represented by a single value (see Figure 2). At the next resolution there will be four values and in general, at the mth resolution we obtain 4" values. The values of the random field can be described on the index set (m, i, j ) where m represents the resolution and (i, j ) the location index. The scale to scale decomposition can be schematically depicted as a tree structure (quadtree for two-dimensional processes) as shown in Figure 3. To describe the model let us use an abstract index X t o specify the nodes on the tree and let y X specify the parent node of X (see Figure 3). Then the multiscale stochastic process can be represented as Resolution 1 , , I I , I , I Figure 2: The structure of a multiscale random field is shown. The values at various grid locations (i, j ) are given as x,(i, j ) where m is the resolution index. At the coarsest resolution (m = O), the field is represented by a single value or state vector, and generally at the mth resolution there are 4" state vectors (scale and resolution are inversely related). A(X) and B(X) are matrices of appropriate sizes. We can assume that Xo 5 X(O) and W are normally distributed with known covariance matrices, i.e., where I is the identity matrix. Interpreting the states at a given level of the tree as a representation of the process at one scale, we see that equation (1) describes the evolution of the process from coarse to fine scale. The term A(X)X(-IX) represents the interpolation or prediction down to the next finer level and B(X)W(X) represents new information added as the process evolves from one scale to the next. The covariance PAG E [ x ( X ) X ~ ( X ) ] of the state at node X evolves as Notice that the form of equations (1) and (4) do not change whether we deal with one-dimensional or multi-dimensional processes. Figure 3: Multiscale decomposition. The abstract index X refers to a node in the tree and yX refers to the parent node. A particular form of model (1) is already popular as disaggregation model in hydrologic time series analysis [see Valencia and Schaake, 19731. Equation ( I ) ,however, provides a more general modeling framework. For instance, it is possible to choose A(X) and B(X) such that ( 1 ) leads to a fractal model. For example, the model X ( A ) = X(yX) + B ~ - O lo" W(X) where B is a constant (5) leads to fractal processes with spectrum l / f P [Chou et al., 19921 (P = 2 corresponds to Brownian motion). Multiscale stochastic models can be used to make estimates of processes from noisy measurements and for assimilation of data obtained at different resolutions. If we are given noisy measurements Y(X)of the process X ( X ) we can develop an estimation problem using the combination of equation (1) and the following equation - where V ( X ) N ( 0 , R(X)). The Matrix C(X) can specify, in a very general way, measurements taken at different spatial locations and at different scales. R(X) specifies the covariance of the measurement errors V(X). Equations (1) and (6) can be solved jointly to obtain estimates of X ( X ) . Notice that this is a very attractive technique as it enables us to combine estimation and filtering while exploiting hierarchical measurements at different scales. Also, note that coarse scale observations provide the "context" or the background field for the next finer scale, i.e., scale plays a role akin to time in existing data assimilation schemes. APPLICATION TO A SOIL MOISTURE RANDOM FIELD We describe the applicability of the multiscale model for modeling a soil moisture field and estimating missing values using a fractal prior model. The data, collected during the Washita' 92 Experiment [Jackson et al. 19931, were obtained using ESTAR - Electronically Steered Thinned Array Radiometer images and converted to volumetric soil moisture content. These data sets, which correspond to several days of daily measurements of soil moisture in the top 5 cm layer, show scaling or fractal characteristics [Rodriguez-Iturbe et a[., 19951. We study the field obtained on the second day of measurement (June 11, 1992) by extracting a sub-field with grid dimension 64 x 64 (Figure 4), from the original of 228 x 93. As is evident from the Figure there are several missing values, indicated by dark patches, either due to the presence of township or roads, or measurement errors. For this study we do not distinguish between these and treat all as missing values due to measurement errors. We use the results of analysis presented by [Rodriguez-Iturbe et al., 19951 to estimate the parameter /? = 0.79 in equation 5. The multiscale model we use is give by the equations: Y(X) = { :(A) + V(h) if 2' = 64 otherwise, N(0, o2 = 25) gives the noise distribution at the finest where V(X = 6) scale. The algorithm first estimates the coarser scale values from the given finer scale values, i.e., going upward in the tree in Figure 3, and after reaching the root node proceeds downward to predict the estimates at all grid points and all scales, thereby providing estimates of the missing values. The results of the multiscale estimation are given in Figure 4. As is evident, the algorithm does an extremely good job of estimating the missing values. The estimation error are within the range of the data values. The above is a simple example of the applicability of the multiscale model, although the model is vary general. In particular the state at any node can be described as a vector. For example, one may represent the state at any node by a vector whose elements are the components of the surface energy balance equation. The model can then be used to estimate the energy balance at various scales by combining point and remote sensing estimates. These issues are currently under investigation. Original Field Estimated FieM Estimated Error Estimated Obsewed Field - Figure 4: This figure shows the original volumetric soil moisture field (top-left) and the estimated field using a fractal prior model. The lower row shows the estimation error and the difference field. REFERENCES Avissar, R. and R. Pielke, A parameterization of Heterogeneous LandSuraface for Atmospheric Numerical Models and its Impact on Regional Meteorology, Mon. Weather Rev., 117, 21 13-2136, 1989. Basseville, M., A. Benveniste, and A. S. Willsky, Multiscale Autoregressive Processes, Parts 1 and 2, IEEE Trans. on Signal Processing, 40, 1915-1954, 1992. Chou, K. C., A. S. Willsky, A Benveniste, Multiscale Recursive Estimation, Data Fusion, and Regularization, IEEE Trans. on Auto. Control, 39(3), 1994. Daley, R., Atmosph,eric Data Analysis, Cambridge University Press, 1991. I~lahrt,L., Grid-Averaged Surface Fluxes, Mon. Weather Rev., 115, 15501560, 1987. 6. Rodriguez-Iturbe, I., G. K. Vogel, R. Rigon, D. Entekhabi, F. Castelli, A. Rinaldo, On the Spatial Organization of Soil Moisture Fields, Geophysical Res. Letters, 22(20), 2757-2760, 1995. 7. Sellers, P. J., F. G. Hall, G. Asrar, D. E. Strebel, and R. E. Murphy, An Overview of the First International Satellite Land Surface Climatology Project (ISLSCP) Field Experiments (FIFE), Jnl. of Geophysical Res., 97(D17), 18345-18371, Nov., 1992. 8. Smith, E. A. et al., Area-Averaged Surface Fluxes and Their Time-Space Variability Over the FIFE Experimental Domain, Jnl. of Geophysical Research, 97(Dl7), 18599-18622, 1992. 9. Stofan, E. R., el al., Overview of Results of Spaceborne Imaging RadarC, X Band Synthetic Aperture Radar (SIR-C/X-SAR), IEEE Trans. on Geoscience and Remote Sensing, 33(4), 817-828, 1995. 10. Valencia, D., and J. C. Schaake, Jr., Disaggregation Processes in Stochastic Hydrology, Water Resources Res., 9(3), 580-585, 1973. 11. Wetzel, P. J., and J. T. Chang, Evapotranspiration from Nonuniform Surfaces: A First Approach for Short-Term Numerical Weather Prediction, Mon. Weather Rev., 116, 600-621, 1988. BIOGRAPHICAL SKETCH Praveen Kumar is an Assistant Professor in the Department of Civil Engineering at the University of Illinois in Urbana-Champaign, Illinois. He obtained his PhD from the University of Minnesota in 1993. His research interests include analysis and modeling of multiscale variability in surface hydrologic processes, large scale hydrologic processes, and hydrometeorology and hydroclimatology.