Ancient numerical daemons of conceptual hydrological modeling 2. Impact of time stepping schemes on model analysis and prediction
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2010
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Kavetski, D.
Clark, M.
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Water Resources Research, 2010; 46(10):1-27
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Dmitri Kavetski and Martyn P. Clark
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<jats:p>Despite the widespread use of conceptual hydrological models in environmental research and operations, they remain frequently implemented using numerically unreliable methods. This paper considers the impact of the time stepping scheme on model analysis (sensitivity analysis, parameter optimization, and Markov chain Monte Carlo‐based uncertainty estimation) and prediction. It builds on the companion paper (Clark and Kavetski, 2010), which focused on numerical accuracy, fidelity, and computational efficiency. Empirical and theoretical analysis of eight distinct time stepping schemes for six different hydrological models in 13 diverse basins demonstrates several critical conclusions. (1) Unreliable time stepping schemes, in particular, fixed‐step explicit methods, suffer from troublesome numerical artifacts that severely deform the objective function of the model. These deformations are not rare isolated instances but can arise in any model structure, in any catchment, and under common hydroclimatic conditions. (2) Sensitivity analysis can be severely contaminated by numerical errors, often to the extent that it becomes dominated by the sensitivity of truncation errors rather than the model equations. (3) Robust time stepping schemes generally produce “better behaved” objective functions, free of spurious local optima, and with sufficient numerical continuity to permit parameter optimization using efficient quasi Newton methods. When implemented within a multistart framework, modern Newton‐type optimizers are robust even when started far from the optima and provide valuable diagnostic insights not directly available from evolutionary global optimizers. (4) Unreliable time stepping schemes lead to inconsistent and biased inferences of the model parameters and internal states. (5) Even when interactions between hydrological parameters and numerical errors provide “the right result for the wrong reason” and the calibrated model performance appears adequate, unreliable time stepping schemes make the model unnecessarily fragile in predictive mode, undermining validation assessments and operational use. Erroneous or misleading conclusions of model analysis and prediction arising from numerical artifacts in hydrological models are intolerable, especially given that robust numerics are accepted as mainstream in other areas of science and engineering. We hope that the vivid empirical findings will encourage the conceptual hydrological community to close its Pandora's box of numerical problems, paving the way for more meaningful model application and interpretation.</jats:p>
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Copyright 2010 by the American Geophysical Union