Premium
Efficiency of a POD‐based reduced second‐order adjoint model in 4D‐Var data assimilation
Author(s) -
Daescu D. N.,
Navon I. M.
Publication year - 2006
Publication title -
international journal for numerical methods in fluids
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.938
H-Index - 112
eISSN - 1097-0363
pISSN - 0271-2091
DOI - 10.1002/fld.1316
Subject(s) - data assimilation , hessian matrix , broyden–fletcher–goldfarb–shanno algorithm , mathematical optimization , conjugate gradient method , point of delivery , model order reduction , mathematics , algorithm , reduction (mathematics) , nonlinear system , computer science , projection (relational algebra) , computer network , physics , geometry , asynchronous communication , quantum mechanics , meteorology , agronomy , biology
Abstract Order reduction strategies aim to alleviate the computational burden of the four‐dimensional variational data assimilation by performing the optimization in a low‐order control space. The proper orthogonal decomposition (POD) approach to model reduction is used to identify a reduced‐order control space for a two‐dimensional global shallow water model. A reduced second‐order adjoint (SOA) model is developed and used to facilitate the implementation of a Hessian‐free truncated‐Newton (HFTN) minimization algorithm in the POD‐based space. The efficiency of the SOA/HFTN implementation is analysed by comparison with the quasi‐Newton BFGS and a nonlinear conjugate gradient algorithm. Several data assimilation experiments that differ only in the optimization algorithm employed are performed in the reduced control space. Numerical results indicate that first‐order derivative methods are effective during the initial stages of the assimilation; in the later stages, the use of second‐order derivative information is of benefit and HFTN provided significant CPU time savings when compared to the BFGS and CG algorithms. A comparison with data assimilation experiments in the full model space shows that with an appropriate selection of the basis functions the optimization in the POD space is able to provide accurate results at a reduced computational cost. The HFTN algorithm benefited most from the order reduction since computational savings were achieved both in the outer and inner iterations of the method. Further experiments are required to validate the approach for comprehensive global circulation models. Copyright © 2006 John Wiley & Sons, Ltd.