Reduced-space inverse Hessian for analysis error covariances in variational data assimilation

DOI10.1515/RJNAMM.2010.011MaRDI QIDQ3558745zbMATH OpenOpenAlexFDO

Authors V. Shutyaev, François-Xavier Le Dimet, I. Yu. Gejadze

Publication date 6 May 2010

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rjnamm.2010.011

zbMATH Keywords

preconditioningnumerical algorithmoptimal control problemvariational data assimilationinput datanonlinear evolution modelinitial condition functionerror covariance operatorreduced-space inverse Hessian

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

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Cited in

(5)

• Impact of nonlinearities and model error on pseudo-inverse calculations
• A multilevel approach for computing the limited-memory Hessian and its inverse in variational data assimilation
• A reduced adjoint approach to variational data assimilation
• Adjoint to the Hessian derivative and error covariances in variational data assimilation
• Origin error in estimation of analysis error covariances in variational data assimilation

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Uses Software

• TAPENADE

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