Numerical linear algebra in data assimilation (Q6068266)

scientific article; zbMATH DE number 7778851

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English	Numerical linear algebra in data assimilation	scientific article; zbMATH DE number 7778851

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instance of

scholarly article

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title

Numerical linear algebra in data assimilation (English)

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15 December 2023

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full work available at URL

https://arxiv.org/abs/1912.13336

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zbMATH Keywords

3D-Var

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4D-Var

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Bayesian inverse problems

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conjugate gradients

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GMRES

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Kalman filter

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Krylov methods

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low-rank methods

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model order reduction

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optimization

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preconditioning

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sparse linear systems

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variational data assimilation

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MaRDI profile type

MaRDI publication profile

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cites work

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Optimal reduced space for variational data assimilation

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Data Assimilation

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Large-scale Kalman filtering using the limited memory BFGS method

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A matrix theoretic derivation of the Kalman filter

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A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients

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Model Reduction and Approximation

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Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems

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Numerical solution of saddle point problems

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Solving ill-posed image processing problems using data assimilation

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Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation

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A Multilevel Approach for Computing the Limited-Memory Hessian and its Inverse in Variational Data Assimilation

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A reduced-order approach to four-dimensional variational data assimilation using proper orthogonal decomposition

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On Analysis Error Covariances in Variational Data Assimilation

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Some Relations Between Extended and Unscented Kalman Filters

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Conditioning and preconditioning of the variational data assimilation problem

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Discrete Inverse Problems

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Identifiers

arXiv ID

1912.13336

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DOI

10.1002/gamm.202000014

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6068266