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Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics

Gejadze, I.Yu and Copeland, G.J.M and Le Dimet, F.X. and Shutyaev, V. (2011) Computation of the analysis error covariance in variational data assimilation problems with nonlinear dynamics. Journal of Computational Physics, 230 (22). pp. 7923-7943. ISSN 0021-9991

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Abstract

The problem of variational data assimilation for a nonlinear evolution model is formulated as an optimal control problem to find the initial condition function. The data contain errors (observation and background errors), hence there will be errors in the optimal solution. For mildly nonlinear dynamics, the covariance matrix of the optimal solution error can often be approximated by the inverse Hessian of the cost functional. Here we focus on highly nonlinear dynamics, in which case this approximation may not be valid. The equation relating the optimal solution error and the errors of the input data is used to construct an approximation of the optimal solution error covariance. Two new methods for computing this covariance are presented: the fully nonlinear ensemble method with sampling error compensation and the ‘effective inverse Hessian’ method. The second method relies on the efficient computation of the inverse Hessian by the quasi-Newton BFGS method with preconditioning. Numerical examples are presented for the model governed by Burgers equation with a nonlinear viscous term.

Item type: Article
ID code: 29699
Keywords: posterior covariance , computational physics, nonlinear dynamics, Engineering (General). Civil engineering (General), Physics and Astronomy (miscellaneous), Computer Science Applications
Subjects: Technology > Engineering (General). Civil engineering (General)
Department: Faculty of Engineering > Civil and Environmental Engineering
Related URLs:
Depositing user: Pure Administrator
Date Deposited: 04 Apr 2011 16:43
Last modified: 27 Mar 2014 09:16
URI: http://strathprints.strath.ac.uk/id/eprint/29699

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