33
Comparison of adjoint and analytical Bayesian inversion methods for constraining Asian sources of carbon monoxide using satellite (MOPITT) measurements of CO columns Monika Kopacz 1 , Daniel J. Jacob 1 , Daven Henze 2 , Colette L. Heald 3 , David G. Streets 4 , Qiang Zhang 4 1 Division of Engineering and Applied Science, Harvard University, Cambridge, MA 2 Department of Chemical Engineering, California Institute of Technology, Pasadena, CA 3 Center for Atmospheric Sciences, University of California, Berkeley, CA 4 Decision and Information Sciences Division, Argonne National Laboratory, Argonne, Il Submitted to Journal of Geophysical Research - Atmospheres March 9, 2007 Corresponding author: M. Kopacz ([email protected]) 110J Pierce Hall, 29 Oxford Street Cambridge, MA 02138 Tel: (617) 384-7835, Fax: (617) 494-4551 1

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Page 1: Comparison of adjoint and analytical Bayesian inversion ...acmg.seas.harvard.edu/publications/2007/Kopacz2007.pdfCorresponding author: M. Kopacz (mak@io.as.harvard.edu) 110J Pierce

Comparison of adjoint and analytical Bayesian inversion methods for constraining

Asian sources of carbon monoxide using satellite (MOPITT) measurements of CO

columns

Monika Kopacz1, Daniel J. Jacob1, Daven Henze2, Colette L. Heald3, David G.

Streets4, Qiang Zhang4

1 Division of Engineering and Applied Science, Harvard University, Cambridge, MA 2 Department of Chemical Engineering, California Institute of Technology, Pasadena, CA

3 Center for Atmospheric Sciences, University of California, Berkeley, CA

4 Decision and Information Sciences Division, Argonne National Laboratory, Argonne, Il

Submitted to Journal of Geophysical Research - Atmospheres

March 9, 2007

Corresponding author: M. Kopacz ([email protected])

110J Pierce Hall, 29 Oxford Street

Cambridge, MA 02138

Tel: (617) 384-7835, Fax: (617) 494-4551

1

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We apply the adjoint of an atmospheric chemical transport model (GEOS-Chem CTM) to

constrain Asian sources of carbon monoxide (CO) with high spatial resolution using

Measurement Of Pollution In The Troposphere (MOPITT) satellite observations of CO

columns in February-April 2001. Results are compared to an inverse analysis of the same

data set using a standard analytical solution to the Bayesian inverse problem and thus

limited to coarse spatial resolution. The adjoint method inverts for CO sources on the 2

5

10

15

20

o

x 2.5o grid resolution of GEOS-Chem. The correction factors to the a priori CO emission

inventory from the adjoint inversion are consistent with those of the analytical inversion

when averaged over the large regions of the latter. Unlike the analytical solution, they are

not subject to compensating errors between adjacent regions. They also reveal

considerable subregional variability that the analytical inversion cannot resolve. For

example, India shows large emission underestimates in the densely populated Ganges

Valley but large overestimates in the eastern part of the country where springtime

emissions are dominated by biomass burning. Correction factors to Chinese emissions are

largest in central and eastern China, consistent with a recent bottom-up inventory though

there are disagreements in the fine structure. Correction factors for biomass burning are

consistent with a recent bottom-up inventory based on MODIS satellite fire data..

1. Introduction

Inverse modeling is a standard tool for combining observations of atmospheric

composition with knowledge of atmospheric processes (transport, chemistry) to derive

quantitative constraints on emissions to the atmosphere. A chemical transport model

2

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(CTM), known as the forward model for the inversion, solves the continuity equation to

predict concentrations as a function of emissions. The inverse model then optimizes the

emission estimates by fitting the CTM to the observed concentrations, subject to error

weighting and a priori information on the emissions. Most inverse modeling applications

so far have used sparse data sets of surface air observations, providing only a small

number of constraints on emissions [Bousquet et al., 1999; Bergamaschi et al., 2000]. In

this case the inverse problem can be solved analytically. Satellite observations of

atmospheric composition with global continuous coverage offer the potential for

constraining emissions with high spatial and temporal resolution, but analytical solution

to the inverse problem then becomes impractically expensive and numerical

approximation must be sought. A computationally efficient approach involves the adjoint

of the forward model [Elbern and Schmidt, 1999]. We compare here adjoint vs. analytical

methods in the inversion of Asian emissions of carbon monoxide (CO) using MOPITT

satellite observations of CO atmospheric columns [Clerbaux et al., 2002; Deeter et al.,

2002], and demonstrate the ability of the adjoint approach to constrain emissions with

accuracy and high resolution.

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45

The standard inverse problem for atmospheric composition is to find an optimal

set of emissions (assembled in a state vector x), given an ensemble of observed

atmospheric concentrations (observation vector y) and a CTM forward model y =F(x).

The optimal value of x is that which minimizes an error-weighted least-squares (chi-

square) scalar cost function J(x), derived from Bayes’ theorem with assumption of

Gaussian errors [Rodgers, 2000]. The cost function describes the mismatch between the

observed concentrations, y, and those simulated with the forward model, F(x).

3

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Formulation of J(x) must account for errors in the observations, in the forward model,

and in our prior knowledge of emissions before the observations are taken (a priori xa).

The solution for min(J(x)), i.e., to ∇xJ(x) = 0, defines the Maximum A Posteriori (MAP)

solution of the inverse problem [Rodgers, 2000]. 50

55

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65

Most of the inverse modeling literature for atmospheric composition has used an

analytical solution for ∇xJ(x) = 0, and we call this the ‘analytical method’. It has been

applied extensively for example for inverse modeling of CO2 surface fluxes and CO

emissions using observations from surface sites [Bousquet et al., 1999; Bergamaschi et

al., 2000; Kasibhatla et al., 2002; Petron et al., 2002] and aircraft [Palmer et al., 2003;

Palmer et al., 2006]. Computing this analytical solution involves construction,

multiplication, and inversion of matrices with dimensions of x and y. This limits the

practical size of x, i.e., the number of emission regions that can be optimized. While not

an issue when using surface or aircraft observations, which usually yield limited

constraints [Heald et al., 2004], it becomes a problem with satellite observations when

one would like to exploit the richness of the data to constrain emissions with high spatial

and temporal resolution, limited only by the resolution of the CTM used as forward

model.

An alternative to the analytical method is to seek a numerical solution to ∇xJ(x) =

0 by using the CTM adjoint to efficiently compute ∇xJ(x), and applying an iterative

optimization algorithm to converge to the solution. We call this the ‘adjoint method’.

Pioneering studies applying the adjoint method to optimize emissions include the work of

Elbern et al. [1997], Elbern and Schmidt [1999], and Kaminski et al. [1999]. Recent

studies have applied the method to constrain Asian black carbon aerosol emissions using

4

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aircraft data [Hakami et al., 2005], global CO and NOx emissions using surface

measurements of CO from the NOAA/CMDL network and NO

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2 columns from the

GOME satellite instrument [Muller and Stavrakou, 2005], and global CO emissions using

MOPITT columns [Stavrakou and Muller, 2006]..

Inversion of CO sources is an attractive application of the adjoint method because

of the availability of dense and high-quality satellite observations. The MOPITT

instrument, an IR thermal emission sensor launched in 1999 in sun-synchronous polar

orbit [Clerbaux et al., 2002; Deeter et al., 2002], provides nadir CO concentration

measurements with 1-2 pieces of information in the vertical and global coverage every 3

days. CO is emitted by incomplete combustion and is also produced in the atmosphere by

oxidation of volatile organic compounds (VOCs). Its sink is oxidation by OH with a

lifetime of about two months. Several recent inverse studies have used MOPITT CO data

to constrain CO sources [Arellano et al., 2004; Heald et al., 2004; Pétron et al., 2004;

Arellano et al., 2006; Stavrakou and Muller, 2006]. All except Stavrakou and Muller

[2006] used the analytical method. Arellano et al. [2006] constrained a state vector of

emissions including over 100 elements, much larger than previous studies, but still not

commensurate to the density of data provided by MOPITT.

Stavrakou and Muller [2006] applied an adjoint method to 2000-2001 MOPITT

CO columns to constrain global CO sources, and compared ’large region’ and ‘grid-

based’ approaches to the inversion. This corresponded to CO source inversion at low (18

regions) vs. high (5 o x 5 o) resolution, in both cases using an adjoint of the IMAGES

CTM driven by monthly mean wind fields. They found that the grid-based inversion

yielded better agreement with the observed CO columns and allowed for greater

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exploitation of the data. Here we also constrain CO sources at the native resolution of our

CTM (2ox2.5o), but rather than assess the impact of the resolution alone, we compare the

adjoint to the analytical inversion method, which is conducted by necessity at a much

coarser resolution.

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We focus our analysis on Asian CO sources using MOPITT observations for the

March-April 2001 period of the NASA/TRACE-P aircraft mission over the NW Pacific.

This mission focused on characterizing the chemical outflow from the Asian continent

and provided validation data for MOPITT [Jacob et al., 2003]. Palmer et al. [2003] and

Wang et al. [2004] previously used the TRACE-P aircraft observations to invert for Asian

CO sources, using as a priori a detailed Asian emissions inventory for 2000 [Streets et al.,

2003]. Heald et al. [2004] compared the information content from the TRACE-P aircraft

and MOPITT satellite observations as constraints on Asian CO sources and concluded

that the satellite observations were far richer. All these studies used the analytical method

for the inversion. Additional studies for the TRACE-P period used simpler methods to

constrain Asian CO sources from the aircraft and MOPITT observations [Carmichael et

al., 2003; Allen et al., 2004], all with consistent results. March-April 2001 thus represents

a well-studied period for Asian CO sources, and the study of Heald et al. [2004] is of

particular value to us as a reference for the analytical solution to the inverse problem.

2. Analytical vs. adjoint solutions to the inverse problem

We address the inverse problem of determining emissions x given observed

atmospheric concentrations y and a CTM forward model:

( )= +y F x ε (1) 115

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where is the ‘observation error’ including contributions from the measurements and

from imperfection in the forward model. Prior to using the observations, we have an a

priori estimate x

ε

a for x subject to an error εa . Application of Bayes’ theorem with

assumption of Gaussian errors leads to a MAP solution for x given y as the minimum of

the cost function J(x) [Rodgers, 2000]: 120

−T 1 T 1( ) ( ( ) ) ( ( ) ) ( ) ( )J γ−∑= − − + − −a a ax F x y S F x y x x S x x (2)

Here SΣ and Sa are the observational and a priori error covariance matrices representing

the error statistics of ε and εa, respectively. The regularization parameter γ controls the

relative constraints applied by the observational and a priori parts of the cost function

[Hakami et al., 2005; Muller and Stavrakou, 2005; Henze and Seinfeld, 2006]. Bayes’

theorem would have γ = 1, but this assumes that S

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a

Σ and Sa are adequately characterized,

which is difficult to achieve in practice. To our knowledge, all inverse studies in the

literature employing the analytical method have used γ = 1, and since in those studies

dim(x) << dim(y) there is little influence of the a priori on the solution. Studies using the

adjoint method have determined γ by convergence towards a global minimum of J(x)

[Hakami et al., 2005; Henze and Seinfeld, 2006].

Minimization of J(x) is the objective of both the analytical and adjoint methods;

this corresponds to solving

T( ) 2 ( ) 2J γ∑∇ = ∇ − +-1 -1x x ax F S F(x) y S (x - x ) = 0 (3)

where ∇ is the Jacobian matrix of the forward model. Analytical solution to (3) yields

the following expression for the MAP estimate and its error covariance matrix

[Rodgers, 2000]:

xF135

x S

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T Tˆ )γ∑ ∑∇ ∇ ∇ −-1 -1 -1 -1a x x a x ax = x + ( F S F + S ) F S (F( x y) (4)

1 T 1ˆ = + γ− −∑∇ ∇x xS F S F S 1−

a

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145

T

1 )−-

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x

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(5)

Computation of and from (4) and (5) requires explicit construction of the

Jacobian matrix and multiplication and inversion of matrices of dimensions dim(x) and

dim(y). Observation subsets are often sufficiently uncorrelated to be ingested sequentially

in the inversion [Heald et al., 2004], thus reducing the y dimension of the matrices.

However, this ‘sequential updating’ [Rodgers, 2000] cannot be used to reduce the x-

dimension.

x S

The adjoint method overcomes this obstacle through numerical solution to ∇xJ(x)

= 0 . The adjoint of the forward model is the transpose ∇ of its Jacobian matrix. In

equation (3), it is applied to the error-weighted difference vector 2 between

observations and the forward model; this vector is often called the adjoint forcing. The

adjoint model, initialized with the adjoint forcing, computes ∇

xF

(∑S F(x) y

xJ(x) from equation (3),

and subsequent iterative application of an optimization algorithm yields the MAP

solution .

A critical feature of the adjoint method is to avoid explicit construction of the

Jacobian by linearizing the individual operators of the forward model [Kaminski et al.,

1999]. For example, in a basic CTM with successive application of operators for

emissions (E), chemistry (C), convection (Co), and advection (A) over the model time

step, one can construct a matrix Zi describing the forward model evolution over time step

[i-1, i]:

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,i i o i i iA C C E∇ ∇ ∇ ∇Z = (6)

Here the linearization represented by the gradient operators is either relative to y (in

which case Z

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1

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i describes the evolution of concentrations from i-1 to i) or to x (in which

case Zi describes the local sensitivity of y to x). For an ensemble of observations

collected over the time interval [0, f], one can then express equation (3) as:

T 11 1( ) 2[ ... ... ] ( ) 2 ( )f f iJ γ− ∑∇ = − + −- -

x a ax Z Z Z Z S F(x) y x x S (7)

This corresponds to a product of transposed operations in reverse order:

(8) T T T T 11 1( ) 2 ... ... ( ) 2 ( )i f fJ γ− ∑∇ = − + −- -

x a ax Z Z Z Z S F(x) y x x S

Adjoint integration begins with computing the adjoint forcing (2 SΣ-1 (F(x) – y))

from the observations at time tf and then stepping back in time following equation (8),

assimilating additional observations along the way. Increasing the number of

observations considered or the number of variables optimized only minimally increases

the cost of computing ∇xJ(x). The resulting value of ∇xJ(x) is used with an optimization

algorithm to obtain an improved estimate of x. For each iteration of x we re-run the

forward CTM to obtain concentrations F(x) for use in the subsequent adjoint run;.

Unlike the analytical method, the adjoint method does not easily provide an a

posteriori error covariance matrix , since the Jacobian matrix is not available to

evaluate equation (5). Some optimization algorithms (e.g. BFGS) compute an

approximation of the error covariance as part of the inversion [Muller and Stavrakou,

2005; Baker et al., 2006]. However, the assumption of unbiased Gaussian observational

errors produces Bayesian a posteriori errors that tend to be unrealistically small, and a

more accurate characterization of a posteriori errors can be done with an ensemble rather

than with equation (5) [Peylin et al., 2002; Heald et al., 2004].

S

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3. MOPITT observations and a priori sources

We use here the same MOPITT observations, forward model (GEOS-Chem

CTM), a priori emissions, and error covariance matrices as in the inverse analysis of

Heald et al. [2004]. The MOPITT data are daytime CO columns (1030 local time

overpass) during the TRACE-P period (February 21 – April 10, 2001) over the Asian

domain (10°S—55°N, 50°E—180°E), averaged over the 2

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ox2.5o GEOS-Chem grid. This

amounts to 21569 observations (Figure 1). The “best case” MAP solution reported by

Heald et al. [2004] used a slightly narrower latitudinal domain (0o- 55oN) and included

chi-squared filtering of outliers, reducing the total number of observations to 18295

(Table 1). For the purposes of our comparison we repeated the Heald et al. [2004]

analytical solution for our extended data set with no data filters (see Table 1), and results

will be discussed in Section 5. The observation error covariance matrix SΣ for use in the

inversion is dominated by the forward model error with a spatial covariance structure

found by Heald et al. [2004] to decay over a second order auto-regressive length scale of

150 km. Since this length scale is less than our grid resolution we treat SΣ as diagonal.

Observational errors are in the range 5-26%, as shown in Figure 4 of Heald et al. [2004].

Our a priori CO sources following Heald et al. [2004] include monthly Asian

anthropogenic emissions (fossil fuel and biofuel combustion) from Streets et al. [2003],

and daily biomass burning emissions from Heald et al. [2003b], based on the climatology

of Duncan et al. [2003]. Following Duncan et al. [2006], we augment these emissions by

19% (anthropogenic) and 16% (biomass burning) to account for rapid oxidation to CO of

co-emitted nonmethane volatile organic compounds (NMVOCs). Figure 2 shows the

total emissions during our simulation period (February 1 – April 10, 2001), featuring

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maxima in the biomass burning regions of India and southeastern Asia as well as high

values from fuel use in eastern China. Also following Heald et al. [2004], we include in

the state vector a separate chemical source of CO lumping production from methane and

from biogenic NMVOCs including isoprene, monoterpenes, acetone, and methanol. This

chemical source is as described by Duncan et al. [2006].

Following Heald et al., [2004], errors on the a priori fuel CO sources are taken

from Streets et al. [2003] and capped at 100%. Errors on the biomass burning sources are

assumed to be 50%, and these two errors are added in quadrature and again capped at

100% to obtain the regional source error, which ranges from 17% in Japan to 100% in

southeastern Asia, India, Philippines, and Indonesia. We assume errors to be spatially

uncorrelated so that Sa is diagonal.

4. GEOS-Chem forward model and its adjoint

The GEOS-Chem CTM used as forward model in the inversion is driven here by

assimilated meteorological data from the Goddard Earth Observing System (GEOS)-3 of

the NASA Global Modeling and Assimilation Office (GMAO). We use a linear CO

simulation (GEOS-Chem version 6-02-05; http://www-

as.harvard.edu/chemistry/trop/geos) with stored OH concentration fields from a previous

O3-NOx-NMVOC simulation [Fiore et al., 2003]. The resolution is 2 o x 2.5 o in the

horizontal, with 30 vertical levels and 15-min transport time steps. We smooth the

GEOS-Chem vertical profiles of CO with local MOPITT averaging kernels (greatest

sensitivity in middle troposphere) and obtain column values for comparison to MOPITT

(Figure 1). This linear CO simulation is the same that has been used in previous

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applications of GEOS-Chem to interpret CO observations from the TRACE-P period

[Heald et al., 2003a; Jones et al., 2003; Palmer et al., 2003; Heald et al., 2004; Wang et

al., 2004]. 230

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Our forward and adjoint model simulations cover the February-April 2001 period

and we optimize the CO sources in the adjoint method for that period only. It is therefore

important to start from an unbiased forward model simulation on February 1. We do this

by spinning up GEOS-Chem from January 2000 to February 2001 and then correcting the

mean CO columns in each 2o zonal band on February 1, 2001, to match the MOPITT

observations on that day. The correction factors range from +20% in the tropics to +4-8%

at northern mid-latitudes and -2% in the Arctic.

The construction and theoretical validation of the GEOS-Chem adjoint is

presented by Henze and Seinfeld [2006] in the context of an aerosol source inversion. The

adjoint code was derived from the forward code using an adjoint of algorithms approach

[Giering and Kaminski, 1998]. The exception was the adjoint of the advection operator,

for which the continuous approach was adopted, wherein the adjoint model equations are

solved using the same Lin and Rood [1996] advection scheme as in the forward model

but with reverse winds. We added here self-adjoint modules for CO emissions and

chemical loss (these operator matrices are diagonal and thus are not modified by

transposition), as well as the adjoint (transpose) of the MOPITT averaging kernel

matrices. The cost function gradient computed by the adjoint model is used with a

bounded quasi-Newtonian limited-memory BFGS optimization [Liu and Nocedal, 1989]

to obtain the MAP solution for CO sources.

5. Implementation of the adjoint method

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Our adjoint solution optimizes the combustion sources of CO (treated as surface

fluxes) at the global 2o x 2.5o horizontal resolution of the forward model. The state vector

consists of time-invariant correction factors, with a zero lower bound imposed by the

optimization algorithm, applied to the a priori inventory for the model grid squares where

these emissions are non-zero (3013 out of 13104 surface grid squares). This includes non-

Asian regions which have little influence on the MOPITT data used here. We add a

correction factor to optimize the background source from oxidation of methane and

biogenic NMVOCs, so that the state vector has 3014 elements. The inversion is

conducted for the TRACE-P period (February 1 – April 10, or 69 days).

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To minimize the effect of CO emissions before February 1 we initialized the

GEOS-Chem CO field on February 1 with MOPITT observations as described in the

previous section. We checked that the sensitivity of the cost function to emissions before

February 1 is negligibly small; the norm of the corresponding cost function gradient

(0.01) is much smaller than the norms of the a priori (7.20) and a posteriori (0.35) cost

function gradients. We determined an optimal value γ = 0.01 for the regularization

parameter as that which yields the lowest a posteriori value of the cost function (Figure

3). When γ > 10-2, influence of the a priori appears to be excessive. When γ < 10-2, the a

priori contribution becomes negligible. A likely reason for our need to reduce the weight

of the a priori information through γ is that we do not account for spatial correlation of a

priori sources. In fact, CO source errors within a country or a broad region are correlated

[Stavrakou and Muller, 2006].

With γ = 0.01, the a posteriori cost function is 22421 (starting from an a priori

value of 29194). This is comparable to the number of observations used in the inversion

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(21569). The analytical method using the same data set as the adjoint method has a higher

a priori cost function (37686, see case 3 of Table 1), reflecting the GEOS-Chem

initialization in the adjoint method with MOPITT observations on February 1. This also

implies our a posteriori correction factors should be closer to unity than in the analytical

inversions, which optimized emissions from before February 1 as well as from the

TRACE-P period. The a posteriori cost function from the analytical method (28762) is

higher than from the adjoint method, indicating that the adjoint method provides a better

fit to the observations.

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6. Comparison of adjoint and analytical solutions

Figure 4 shows the a posteriori emission correction factors for the adjoint and

analytical solutions. The correction factors for the adjoint solution range from the lower

bound of zero (a few gridboxes in Java and southern Vietnam), to 2.01 (in eastern China).

Mean model bias relative to the MOPITT observations (Figure 1) decreases from +2.9%

with a priori emissions to - 0.7% with a posteriori emissions. The global source from

oxidation of methane and biogenic NMVOCs is increased by 11%.

The analytical solution in Figure 4 is for case 3 in Table 1, which has exactly the

same setup as the adjoint solution. It departs from the analytical solution in Heald et al.

[2004] in that it does not include observational error covariance, it uses an expanded data

domain, and it does not filter outliers. The effects of these successive changes in the

analytical solution relative to the Heald et al. [2004] ‘best estimate’ are shown as cases 1-

3 in Table 1. Also shown in Table 1 are the ranges of results from the ensemble of

analytical inversions presented in Heald et al. [2004] with varying choices of inversion

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parameters and MOPITT data processing. The adjoint inversion constraints generally fall

well within these ranges.

The fine structure of the adjoint solution is discussed in the next section. Here we

compare the adjoint solution averaged over the 9 Asian regions of Heald et al. [2004] to

the corresponding analytical solution for case 3 matching the setup of the adjoint

inversion. The analytical solution finds large underestimates of emissions in fossil fuel

dominated central and western China (by 83% and 138% respectively) and an

overestimate in regions with mostly biomass burning emissions (47% in southeastern

Asia and 50% in India). The adjoint solution also finds an underestimate of fossil fuel

emissions in central and western China (by 34 and 18% respectively) and an overestimate

of emissions in India and southeastern Asia by 32% and 33%, respectively. Both

solutions also point to an overestimate of emissions in Philippines and Indonesia ranging

from 4 to 27%. Thus the adjoint and analytical methods provide consistent constraints in

most of the analytical regions but the correction factors from the adjoint method are

smaller, due as mentioned in Section 5 to the MOPITT initialization (and thus shortened

assimilation window) in the adjoint inversion.

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A large discrepancy between the two solutions is apparent for the neighboring

Korea-Japan and northern China regions which Heald et al. [2004] find to be strongly

underestimated and overestimated, respectively. The adjoint solution finds all three

regions (Korea, Japan and northern China) to have correct a priori estimates within a

few % and does not produce strong anti-correlations that we see in the analytical solution

for those regions. Another such discrepancy (also coupled with strong anti-correlations)

is between southern and western China, where the analytical inversion again finds

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opposite overestimates and underestimates while the adjoint inversion finds a 20%

underestimate for both.

Such disagreement is not found when the adjoint results are compared to a 6-

element analytical inversion (see Table 1) that Heald et al. [2004] used for comparing

constraints from MOPITT and from the TRACE-P aircraft; this 6-element inversion

aggregated northern China, Korea and Japan as one element, and central and western

China as another element. The 6-element solution also agrees with the adjoint result of

emission underestimate in southern China. Comparison of the 6-element and 11-element

analytical solutions highlights the compensating errors in the latter, confirmed by the

anticorrelations in the a posteriori error estimates [Heald et al., 2004]. Such

compensating errors between adjacent grid squares do not happen in the adjoint solution

due to the diffusive transport propagating the adjoint forcing back in time.

7. Fine structure of the adjoint solution and interpretation

The high resolution adjoint inversion provides source constraints that distinguish

individual cities. Figure 4 points to Beijing, Shanghai, Singapore, and Chongqing (central

China) hot spots with higher relative underestimates of emissions than their surrounding

regions. Some of the largest a posteriori emissions corrections (e.g. Beijing, Shanghai,

Davao in the Philippines and Bangalore in southern India) correspond to a priori

emission hot spots, to some extent indicating least-squares preference in adjusting largest

sources the most, but this is not systematic. For example, emission hot spots of northern

Burma and West Bengal in northern India both have a posteriori correction factors in the

10% range. In general, the correction factors show consistency within political and source

16

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type boundaries (Figure 4), even though this consistency is not imposed by error

correlation in either the a priori sources or the observations. This demonstrates the

capability of the adjoint method for fine geographical discrimination of source regions. 345

350

355

360

365

The adjoint solution reveals compensating patterns of underestimate and an

overestimate within the same previously aggregated region of the analytical solution.

This is most manifested in India and Indonesia. In India, we find an underestimate of

emissions in the Ganges valley and an overestimate in the eastern part of the country

where biomass burning emissions dominate. In the Indonesia region from Heald et al.

[2004] Singapore and northern Indonesia both have much higher emissions than the

Streets et al. [2003] inventory, but this is compensated on the regional scale by an

overestimate of mostly biofuel emissions from Java (including Jakarta and other major

cities), resulting overall in a slight overestimate of total emissions for the region in both

the adjoint and analytical solutions. This points to the danger of aggregating large regions

to afford analytical solution to the inverse problem.

Streets et al. [2006] revisited their previous Chinese CO emissions inventory for

the TRACE-P period [Streets et al., 2003] in light of evidence from inverse analyses of

the TRACE-P and MOPITT data that their anthropogenic emission estimates from China

(116 Tg CO yr-1) were too low by 40-55% [Palmer et al., 2003; Heald et al., 2004; Wang

et al., 2004]. We find the Chinese CO emissions underestimate to be only 24% (Table 1),

although this partly reflects our February 1 initialization as noted previously. The updated

Streets et al. [2006] inventory for China in 2001 is 36% higher than that of Streets et al.

[2003] due to inclusion of previously neglected sources (power plants, coal mine fires,

small coke ovens, household waste burning, and unregistered rural vehicles), an update

17

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with 2001 data on activity rates, and corrections to emission factors (crop residue burning,

iron and steel industries, vehicles).

Figure 5 shows the magnitudes of corrections in Streets et al. [2006] inventory

and adjoint inversion to Streets et al. [2003] CO emissions in China during TRACE-P

(February 1-April 10, 2001). The largest emission increases in both Streets et al. [2006]

inventory and adjoint inversion are in central and eastern China, where a priori emissions

are highest, although the magnitude of emission corrections differs, especially in coastal

eastern and southern China. The changes in generally low-emitting western China are

small in an absolute sense, with the difference between adjoint and Streets et al. [2006]

estimate of much less than 1Gg of CO per gridsquare, a small percentage of emissions

from a typical eastern Chinese gridsquare. Consistent with the adjoint solution, Streets et

al. [2006] find larger emissions in southern and northern China and do not report

overestimate of emissions there derived from the analytical method. The fine structure of

Streets et al. [2006] emission corrections does not exactly match that of the adjoint

solution, notably in Tibet where emissions are relatively small; the adjoint method finds a

small positive correction while Streets et al. [2006] report a large increase of emissions

over a priori. This could be an effect of the least-squares optimization preferentially

correcting the highest emission sources in eastern China rather than low-emitting regions

in the west.

370

375

380

385 A recent biomass burning inventory for 2001 from van der Werf et al. [2006]

using MODIS satellite fire counts finds much smaller CO emissions than the Heald et al.

[2003b] inventory for India and southeastern Asia used here as a priori. van der Werf et

al. [2006] found CO emissions to be largely absent in India and about 36% below Heald

18

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et al. [2003b] in southeastern Asia. The adjoint solution agrees closely with van der Werf

et al. [2006] for southeastern Asia (Table 1) and eastern India (Figure 4) as biomass

burning emissions constitute >80% of total emissions in those regions.

390

395

400

405

410

8. Conclusions

We presented a comparison of adjoint and analytical methods for inverting Asian

CO sources on the basis of MOPITT satellite observations of CO columns over Asia and

the North Pacific during the TRACE-P aircraft campaign (February-April 2001).The

adjoint method provides a powerful tool for exploiting global continuous observations of

atmospheric composition from space to constrain emissions with high resolution. The

standard analytical method is severely limited by its computational requirements. Our

motivation was to test the accuracy of the adjoint method and to illustrate its capability

through application to a large, extensively analyzed satellite data set. A number of past

studies had used analytical methods to invert Asian CO sources on the basis of MOPITT

and TRACE-P data for the same period, , and compared to detailed a priori

anthropogenic and biomass burning emission inventories for Asia constructed

respectively by Streets et al. [2003] and Heald et al. [2003b] in support of TRACE-P.

We started from the previous analytical inversion by Heald et al. [2004] which

used MOPITT CO column observations for the TRACE-P period, and the GEOS-Chem

chemical transport model (CTM) as forward model, to constrain CO sources from 9

Asian regions. We used the same MOPITT observations, forward model, a priori source

information, and error characterization as Heald et al. [2004], but optimized the Asian

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CO sources at the 2ox2.5o horizontal grid resolution of the CTM rather than for the 9

coarse regions of Heald et al. [2004].

Application of the adjoint method required unequal weighting of the observations

and a priori information in the cost function through the regularization parameter

γ (equation (2)). This unequal weighting reflects inadequate characterization of the error

covariance matrices, which we attribute to non-accounting of spatial error covariance in

the a priori sources over the 2

415

420

425

430

ox2.5o grid resolution of the adjoint method. We

determined an optimal value γ = 0.01 as that which yields the lowest a posteriori value of

the cost function. With γ = 0.01, the a posteriori cost function is lower in the adjoint

solution than in the analytical solution, indicating a better fit to the observations.

We compared the results from the adjoint and analytical inversions by averaging

over the 9 coarse Asian regions of the latter. Correction factors are slightly smaller in the

adjoint solution, reflecting differences in initialization; we focus comparison on the

patterns. The large-scale features of the a posteriori source constraints are similar in both

solutions; a priori Chinese fossil fuel and biofuel emissions are underestimated in the

Streets et al. [2003] inventory and emissions from biomass burning regions in India and

southeastern Asia are overestimated in the Heald et al., [2003b] inventory. However, the

analytical solution shows opposite patterns of under- and overestimate in adjacent regions

that do not appear in the adjoint solution. These reflect anticorrelation of errors in the

analytical solution, which are not theoretically a problem but can mislead interpretation

when the solution is reported without error covariance information. Such compensating

errors between adjacent grid squares do not happen in the adjoint solution due to the

diffusive transport propagating the adjoint forcing back in time.

20

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The high resolution of the adjoint solution reveals particularly large

underestimation of CO emissions from Beijing and Shanghai, thus showing that we can

obtain constraints at the resolution of individual large cities. Also, the spatial structure of

the solution follows geopolitical boundaries even though no a priori error correlations

were imposed to enforce this. Comparison of the adjoint and analytical solution warns of

large aggregation errors when optimizing sources averaged over coarse regions. For

example, our adjoint solution for India shows a large underestimate in the Ganges valley

and a large overestimate in the biomass burning region of eastern India; these differences

are averaged out in an analytical solution resolving only India.

435

440

445

450

Streets et al. [2006] recently revised their prior anthropogenic emission inventory

for China to address the underestimates found in inverse model analyses. They added

previously neglected sources, updated information on activity rates, and corrected

emission factors. Their updated inventory finds a 36% increase over the prior, as

compared to 41-55% found in previous inverse studies and 24% in our work. Our adjoint

solution agrees with Streets et al. [2006] in attributing most of the increase to central and

eastern China where emissions are highest. However, there are inconsistencies in the fine

structure. The recent biomass burning inventory of van der Werf et al. [2006] yields

estimates for eastern India and southeastern Asia that are much lower than Heald et al.

[2003b] and consistent with our results.

21

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Acknowledgments. This work was supported by the NASA Atmospheric Chemistry Modeling and Analysis Program, by the Jet Propulsion Laboratory of the California Institute of Technology under contract with NASA and by NASA Headquarters under the Earth System Science Fellowship Grant NGT5 06-ESSF06-45 to Monika Kopacz. The authors would also like to thank Dr. Dylan Jones, Dr. Parvadha Suntharalingam, Dr. Ronald Errico and Christopher Holmes for useful insight and discussions. References

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Heald, C. L., D. J. Jacob, D. B. A. Jones, P. I. Palmer, J. A. Logan, D. G. Streets, G. W. Sachse, J. C. Gille, R. N. Hoffman, and T. Nehrkorn (2004), Comparative inverse analysis of satellite (MOPITT) and aircraft (TRACE-P) observations to estimate Asian sources of carbon monoxide, Journal Of Geophysical Research, 109 (D15S04), DOI: 10.1029/2004JD005185.

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Palmer, P. I., P. Suntharalingam, D. B. A. Jones, D. J. Jacob, D. G. Streets, Q. Y. Fu, S. A. Vay, and G. W. Sachse (2006), Using CO2 : CO correlations to improve inverse analyses of carbon fluxes, Journal of Geophysical Research-Atmospheres, 111 (D12), DOI: 10.1029/2005JD006697.

Petron, G., C. Granier, B. Khattatov, J. F. Lamarque, V. Yudin, J. F. Muller, and J. Gille (2002), Inverse modeling of carbon monoxide surface emissions using Climate Monitoring and Diagnostics Laboratory network observations, Journal of Geophysical Research-Atmospheres, 107 (D24), DOI: 10.1029/2001/JD001305.

Pétron, G., C. Granier, B. Khattatov, V. Yudin, J. F. Lamarque, L. Emmons, J. Gille, and D. P. Edwards (2004), Monthly CO surface sources inventory based on the 2000-2001

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MOPITT satellite data, Geophysical Research Letters, 31 (21), DOI: 10.1029/2001JD001305.

Peylin, P., D. Baker, J. Sarmiento, P. Ciais, and P. Bousquet (2002), Influence of transport uncertainty on annual mean and seasonal inversions of atmospheric CO2 data, Journal of Geophysical Research-Atmospheres, 107 (D19).

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Stavrakou, T., and J. F. Muller (2006), Grid-based versus big region approach for inverting CO emissions using Measurement of Pollution in the Troposphere (MOPITT) data, Journal Of Geophysical Research, 111 (D15304), DOI: 10.1029/2005JD006896.

Streets, D. G., et al. (2003), An inventory of gaseous and primary aerosol emissions in Asia in the year 2000, Journal of Geophysical Research-Atmospheres, 108 (D21), DOI: 10.1029/2003GB002040.

Streets, D. G., Q. Zhang, L. Wang, K. He, J. Hao, Y. Wu, Y. Tang, and G. R. Carmichael (2006), Revisiting China's CO emissions after Transport and Chemical Evolution over the Pacific (TRACE-P): Synthesis of inventories, atmospheric modeling, and observations, Journal Of Geophysical Research, 111, DOI: 10.1029/2006JD007118.

van der Werf, G. R., J. T. Randerson, L. Giglio, G. J. Collatz, P. S. Kasibhatla, and A. F. Arellano, Jr. (2006), Interannual variability in global biomass burning emissions from 1997 to 2004, Atmos. Chem. Phys, 6, 3423-3441.

Wang, Y. X. X., M. B. McElroy, T. Wang, and P. I. Palmer (2004), Asian emissions of CO and NOx: Constraints from aircraft and Chinese station data, Journal of Geophysical Research-Atmospheres, 109 (D24), DOI: 10.1029/2004JD005250. Figures Figure 1 Mean atmospheric CO columns over eastern Asia and downwind for the TRACE-P period (February 21 – April 10, 2001). MOPITT satellite observations (top) and GEOS-Chem model values using a priori (middle) and a posteriori (bottom) CO sources (Table 1). The GEOS-Chem values are smoothed with the local MOPITT averaging kernels. Figure 2 a priori CO source from fossil fuel, biofuel, and biomass burning during the TRACE-P period (February 1—April 10, 2001). The sources are in units of kg per 2ox2.5o grid square. Figure 3 A posteriori cost function J(x) as a function of the regularization parameter γ (equation (2)). The top dotted line is the a priori cost function value and the bottom dashed line gives the number of MOPITT observations (21569).

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26

Figure 4 Correction factors to a priori Asian CO sources for February – April 2001 as optimized in (top) the analytical inversion using extended observation domain (10S to 55N), no data filtering and no observational covariance, and (bottom) the adjoint inversion presented here. Boxes in the top panel refer to the individual regions (state vector elements) used by Heald et al. [2004], as listed in Table 1. The adjoint correction factors are applied individually to all 2ox2.5o continental gridsquares. The color scale saturates at 0.50 and 1.50; the actual adjoint solution range is 0 (a few gridsquares in Java and southern-most area of Vietnam) to 2.01 (in eastern China). The analytical solution is as indicated in Table 1. Figure 5 Spatial distribution of the absolute emissions corrections to Streets et al. [2003] CO emission inventory as obtained in adjoint inversion (left) and Streets et al. [2006] revised inventory (right). Both differences are shown on GEOS-Chem 2ox2.5o grid and as a total for 69 days of TRACE-P simulation period (February 1-April 10, 2001). Tables Table 1 A posteriori to a priori CO emissions ratios for large regions.

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Table 1. Optimization of CO sources by analytical and adjoint inverse methodsa

A posteriori to a priori source ratio

Analytical inversion Adjoint inversiong

Source regionb

a priori source Tg yr -1

[Heald et al., 2004]

Best estimate c

[Heald et al., 2004] 6-element estimate d

[Heald et al., 2004] ensemble

range e

Case 1:no observational

error covariance

Case 2: no observational

error covariance, extended domain

Case 3: no observational

error covariance, extended

domain, no χ2

filterf

1 a Japan 7.7 0.99 b Korea 6.3 2.67

1.69 1.87 1.88 1.02 2 N. China 7.8 0.32

1.20 (0.47-1.83)0.87 0.72 0.76 1.02

3 C. China 41.6 1.48 1.56 1.59 1.83 1.34 4 W. China 30.1 2.12 1.41 (1.29-1.75) 2.30 2.13 2.38 1.16 5 S. China 30.3 0.87 1.35 (0.63-1.37) 0.42 0.50 0.31 1.18 6 SE. Asia 69.2 0.61 0.53 (0.37-0.90) 0.64 0.68 0.63 0.67 7 Philippines 5.6 0.48 1.11 (0.48-1.11) 0.62 0.87 0.89 0.73 8 Indonesia 55.6 1.41 1.44 0.94 0.96 0.90 9 India 89.9 0.51 0.56 0.61 0.50 0.68 10 Europe 145 0.73 0.77 0.80 0.75 1.00 11 a Rest of world

596 0.91

b Methane and biogenic NMVOCs

1205 1.15

1.07 (1.01-1.14)

1.15 1.14 1.16 1.11

Number of MOPITT observations 18295 18295 18295 18295 20542 21569 21569 a Sources for the TRACE-P period (February-April 2001), converted to equivalent Tg yr-1 assuming no seasonal variation in fuel sources and a seasonal variation in biomass burning as described by Duncan et al. [2003]. The regional sources 1-11a include direct emissions from fossil fuel,

27

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biofuel, and biomass burning, as well as chemical production from anthropogenic nonmethane volatile organic compounds (NMVOCs) co-emitted with CO [Duncan et al., 2006]

28

b Source regions are those of Heald et al. [2004] and follow the same numbering as in that paper. See Figure 3a for region boundaries. Japan and Korea were treated as one single source region in the Heald et al. [2004] analytical inversion, and so were the sources from oxidation of methane, biogenic NMVOCs, and emissions outside Eurasia (‘rest of world’) c “Best case” inverse solution from Heald et al. [2004] constraining an 11-element state vector (source regions as numbered here) using the analytical method. Relative to this best case from Heald et al. [2004], our adjoint solution presented here assumes uncorrelated observational error (no off-diagonal terms in the observational covariance matrix), uses an extended latitudinal domain (10oS-55oN vs. 0o-55oN), and does not remove outliers in the MOPITT data (χ2 filter). The effect of these successive modifications on the Heald et al. [2004] analytical inversion are shown in successive columns (cases 1-3) d used by Heald et al. [2004] for comparison to an inversion using the TRACE-P aircraft data. e Range of source constraints obtained in an ensemble of analytical inversions with varying inversion parameters as reported in Heald et al. [2004] f These conditions reproduce exactly those used in the adjoint inversion (results in the next column) g The adjoint inversion optimizes the CO source on the 2o x 2.5o grid of the GEOS-Chem CTM, and the solution is averaged here over the 11 regions of the analytical inversion for purpose of comparison. See Figure 3 for the fine structure of the adjoint solution

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Figure 1 Mean atmospheric CO columns over eastern Asia and downwind for the TRACE-P period (February 21 – April 10, 2001). MOPITT satellite observations (top) and GEOS-Chem model values using a priori (middle) and a posteriori (bottom) CO sources (Table 1). The GEOS-Chem values are smoothed with the local MOPITT averaging kernels.

29

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Figure 2 a priori CO source from fossil fuel, biofuel, and biomass burning during the TRACE-P period (February 1—April 10, 2001). The sources are in units of kg per 2ox2.5o grid square.

30

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a posteriori J

a priori J

number of observations

20000

23000

26000

29000

0.001 0.01 0.1 1

Regularization parameter γ

a p

oste

riori

cost

func

tion

Figure 3 A posteriori cost function J(x) as a function of the regularization parameter γ (equation (2)). The top dotted line is the a priori cost function value and the bottom dashed line gives the number of MOPITT observations (21569).

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Figure 4 Correction factors to a priori Asian CO sources for February – April 2001 as optimized in (top) the analytical inversion using extended observation domain (10S to 55N), no data filtering, and no observational covariance (case 3 of Table 1); and (bottom) the adjoint inversion presented here. Boxes in the top panel refer to the individual regions (state vector elements) used by Heald et al. [2004], as listed in Table 1. The adjoint correction factors are applied individually to all 2ox2.5o continental gridsquares. The color scale saturates at 0.50 and 1.50; the actual adjoint solution range is 0 (a few gridsquares in Java and southernmost Vietnam) to 2.01 (in eastern China). The analytical solution is as indicated in Table 1.

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Page 33: Comparison of adjoint and analytical Bayesian inversion ...acmg.seas.harvard.edu/publications/2007/Kopacz2007.pdfCorresponding author: M. Kopacz (mak@io.as.harvard.edu) 110J Pierce

Figure 5 Spatial distribution of the absolute emissions corrections to Streets et al. [2003] CO emission inventory as obtained in adjoint inversion (left) and Streets et al. [2006] revised inventory (right). Both differences are shown on GEOS-Chem 2ox2.5o grid and as a total for 69 days of TRACE-P simulation period (February 1-April 10, 2001).

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