On optimal solution error in the variational data assimilation problem

On optimal solution error in the variational data assimilation problem for the ocean thermodynamics model
Victor Shutyaev, Institute of Numerical Mathematics, Russian Academy of Sciences, Moscow, Russia. E-mail: [email protected]
Auxiliary minimization problem
Thermodynamics equations
 T  L(T ) T
t


T


S ( Q)


Tt  (U  Grad )T  Div ( aˆ T  Grad T )  fT in D  (t0  t1 )
T  T0 for t  t0 on D
T
 T
 Q on  S  (t0  t1 )
z
T
 0 on  wc  (t0  t1 )
NT
  T
Un
inf S (Q)
Q
 t  L(T )  Bv in D  (t0  t1 )
  0 for t  t0 

 


( )t  ( L (T ))   B m0 in D  (t0  t1 )
   0 for t  t1

Hv   v  
on   (t0  t1 )
t  (t0  t1 )
for t  t0 
Error control equation
H  Q  R11  R2 2 
R1   E  R2 2   z 0 

and L, F, B, are defined by
( LT  Tˆ )   (TDiv(UTˆ )) 
D

ˆ
TTd

U
()
n
wop
ˆ )dD
ˆ
a
Grad
(
T
)

Grad
(
T
 T
 


( )t  ( L (T ))   B m0 2 in D  (t0  t1 )

D
ˆ  ( BQ Tˆ )  QTˆ  d 
ˆ  f TdD
ˆ  (Tt  Tˆ )  TTdD
(QT  U d )TdT
t
 z 0
T
( )
n T
wop

for t  t0 
Hessian of the functional S
1
ˆ
ˆ
ˆ
ˆ
ˆ
(Tt  T )  ( LT  T )  F (T )  ( BQ T ) T W2 ( D)

0
t1
in a week sense:
F (Tˆ ) 

in D  (t0  t1 )
1
1
2
S ( Q)       Q  1  d dt    m0   T z 0  2 2 d dt
2 t0 
2 t0 
T
 0 on  H  (t0  t1 )
NT
T  T0 
B Q
t1
T

 U n dT  QT on  wop  (t0  t1 )
NT
Tt  LT  F  BQ

D
D

  0 for t  t1

The optimal solution error:
 Q  T11  T22 
1
1
T1  H R1  T2  H R2 
Sensitivity coefficients
T  LT
t


 T
 J (Q)


 F  BQ in D  (t0  t1 )

T0

r1 
for t  t0 
inf J (Q)

r1 

 min
Q
t1
t1
1
1
(0) 2
2
J (Q)      Q  Q  d dt    m0  T z 0 Tobs  d dt
2 t0 
2 t0 
r2 
T1*T1 ,
r2 

(T )t  L T  B m0 (T  Tobs ) in D  (t0  t1 )

T  0 for t  t1
 (Q  Q
(0)

) T  0
on   (t0  t1 )
k  0 for t  t0 
 
k

k

  0 for t  t1
 vk  k  k vk on   (t0  t1 )
T  T0 for t  t0 

in D  (t0  t1 )
( )  L   B m0k in D  (t0  t1 )

k t
Tt  LT  F  BQ in D  (t0  t1 )

( H   E ) H 2 
Fundamental control functions
(k )t  Lk  Bvk

T2*T2
Singular vectors:
1
T T w   w  wk 
k z 0 
k  

2 2 k
2
k k
k  1 2… 
2
k
Numerical examples (Indian Ocean)
Q (0)  Q  1  Tobs  T  z  0  2 
where
T  T  T   Q  Q  Q
and
T t  LT  F  BQ in D  (t0  t1 )
T  T0 for t  t0 
 Tt  L(T ) T  B Q in D  (t0  t1 )
 T  0 for t  t0 
t=24h
t=240h
(T )t  ( L(T )) T  B m0 ( T   2 ) in D  (t0  t1 )



T  0

for t  t1 
 ( Q  1 )  T   0
on   (t0  t1 )
1. Dimet, F.-X., Shutyaev, V.P. On deterministic error analysis in variational data assimilation. Nonlinear Processes in Geophysics (2005).
2. Gejadze I., Le Dimet F.-X., Shutyaev V. On analysis error covariances in variational data assimilation. SIAM J. Sci. Computing (2008).
Hessian eigenvalues (t=1month)
k  

.
2
k