A derivative-free trust region framework for variational data assimilation

DOI10.1016/j.cam.2015.02.033zbMath1326.65070arXiv1403.7692OpenAlexW2083732247WikidataQ57580420 ScholiaQ57580420MaRDI QIDQ747924

Elias D. Nino Ruiz, Adrian Sandu

Publication date: 19 October 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.7692

zbMATH Keywords

heuristic approachhybrid methodsdata assimilationtrust regionatmospheric general circulation modellow-dimensional optimization problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) Stochastic programming (90C15) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Approximation methods and heuristics in mathematical programming (90C59) Interior-point methods (90C51) Meteorology and atmospheric physics (86A10)

Related Items (6)

A time-parallel approach to strong-constraint four-dimensional variational data assimilation ⋮ A numerical method for solving linear systems in the preconditioned Crank-Nicolson algorithm ⋮ An adjoint-free four-dimensional variational data assimilation method via a modified Cholesky decomposition and an iterative Woodbury matrix formula ⋮ A reduced-space line-search method for unconstrained optimization via random descent directions ⋮ Local search methods for the solution of implicit inverse problems ⋮ Robust Data Assimilation Using $L_1$ and Huber Norms

Uses Software

• EnKF

Cites Work

• Incorporating minimum Frobenius norm models in direct search
• A dual-weighted trust-region adaptive POD 4D-VAR applied to a finite-element shallow-water equations model
• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Introduction to Derivative-Free Optimization
• Proper orthogonal decomposition for flow calculations and optimal control in a horizontal CVD reactor
• The ensemble Kalman filter for combined state and parameter estimation
• Modeling and control of physical processes using proper orthogonal decomposition

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