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Auroux, Didier

Variational assimilation of oceanographic data. Primal and dual approaches. (Assimilation variationnelle de données océanographiques approches primale et duale.) (French) Zbl 1125.86303

Ann. Math. Blaise Pascal 9, No. 2, 147-159 (2002).

MSC:

86A05 Hydrology, hydrography, oceanography
35G10 Initial value problems for linear higher-order PDEs
49N90 Applications of optimal control and differential games

Software:

L-BFGS
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\textit{D. Auroux}, Ann. Math. Blaise Pascal 9, No. 2, 147--159 (2002; Zbl 1125.86303)
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References:

[1] Amodei, L.. Solution approchée pour un problème d’assimilation de données météorologiques avec prise en compte de l’erreur modèle. C.R. Acad. Sci. Paris, t. 321, série II: 1087-1094, 1995.
[2] Bennett, A.F.. Inverse methods in physical oceanography. Cambridge University Press, Cambridge, 1992. · Zbl 0782.76002
[3] Bensoussan, A.. Filtrage optimal des systèmes linéaires. Dunod, Paris, 1971. · Zbl 0231.93022
[4] Broyden, C.G.. A new double-rank minimization algorithm. Notices American Math. Soc., 16: 670, 1969.
[5] Courtier, P.. Dual formulation of four-dimensional variational assimilation. Q. J. R. Meteorol. Soc., 123: 2449-2461, 1997.
[6] Le Dimet, F.-X.et Talagrand, O.. Variational algorithms for analysis and assimilation of meteorogical observations : theoretical aspects. Tellus, 38A: 97-110,1986.
[7] Evans, L.C.. Partial differential equations. Graduate Studies in Mathematics, 19. American Mathematical Society, Providence, RI, 1998. · Zbl 0902.35002
[8] Liu, D.C. et Nocedal, J.. On the limited memory BFGS method for large scale optimization. Math. Prog., 45: 503-528, 1989. · Zbl 0696.90048
[9] Veersé, F., Auroux, D., et Fisher, M.. Limited-memory BFGS diagonal dreconditioners for a data assimilation problem in meteorology. Optimization and Engineering, 1(3): 323-339, 2000. · Zbl 0991.65051
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