Saddle point preconditioners for weak-constraint 4D-Var

DOI10.1553/ETNA_VOL60S197MaRDI QIDQ6367672OpenAlexFDO

Authors Jemima M. Tabeart, John W. Pearson

Publication date 14 May 2021

Full work available at URL https://doi.org/10.1553/etna_vol60s197

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

Abstract: Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint four-dimensional variational assimilation problem can be reformulated as a saddle point problem, which admits more scope for preconditioners than the primal form. In this paper we design new terms which can be used within existing preconditioners, such as block diagonal and constraint-type preconditioners. Our novel preconditioning approaches: (i) incorporate model information whilst guaranteeing parallelism, and (ii) are designed to target correlated observation error covariance matrices. To our knowledge (i) has not previously been considered for data assimilation problems. We develop new theory demonstrating the effectiveness of the new preconditioners within Krylov subspace methods. Linear and non-linear numerical experiments reveal that our new approach leads to faster convergence than existing state-of-the-art preconditioners for a broader range of problems than indicated by the theory alone. We present a range of numerical experiments performed in serial, with further improvements expected if the highly parallelisable nature of the preconditioners is exploited.

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Cited in

(2)

• New bounds on the condition number of the Hessian of the preconditioned variational data assimilation problem
• Stein-based preconditioners for weak-constraint 4D-var

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