On analysis error covariances in variational data assimilation. (English) Zbl 1168.65357

Gejadze, I. Yu.; Le Dimet, F.-X.; Shutyaev, V.

SIAM J. Sci. Comput. 30, No. 4, 847-1874 (2008).

MSC:

65K10	Numerical optimization and variational techniques
49K20	Optimality conditions for problems involving partial differential equations
49M15	Newton-type methods

Keywords:

data assimilation; optimal control; analysis error; Hessian; covariance operator; Broyden-Fletcher-Goldfarb-Shanno (BFGS) method; nonlinear evolution model; quasi-Newton BFGS algorithm; numerical examples

Software:

L-BFGS; TAPENADE