Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6929131 | Journal of Computational Physics | 2018 | 19 Pages |
Abstract
Weak constraint four-dimensional variational data assimilation is an important method for incorporating data (typically observations) into a model. The linearised system arising within the minimisation process can be formulated as a saddle point problem. A disadvantage of this formulation is the large storage requirements involved in the linear system. In this paper, we present a low-rank approach which exploits the structure of the saddle point system using techniques and theory from solving large scale matrix equations. Numerical experiments with the linear advection-diffusion equation, and the non-linear Lorenz-95 model demonstrate the effectiveness of a low-rank Krylov subspace solver when compared to a traditional solver.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science Applications
Authors
Melina A. Freitag, Daniel L.H. Green,