Authors
Shin-ichi Ito, Hiromichi Nagao, Akinori Yamanaka, Yuhki Tsukada, Toshiyuki Koyama, Masayuki Kano, Junya Inoue
Publication date
2016/10
Journal
Physical Review E
Volume
94
Issue
4
Pages
043307
Publisher
American Physical Society
Description
Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA is now an accepted technique in various scientific fields. One key issue that remains controversial is the implementation of DA in massive simulation models under the constraints of limited computation time and resources. In this paper, we propose an adjoint-based DA method for massive autonomous models that produces optimum estimates and their uncertainties within reasonable computation time and resource constraints. The uncertainties are given as several diagonal elements of an inverse Hessian matrix, which is the covariance matrix of a normal distribution that approximates the target posterior probability density function in the neighborhood of the optimum. Conventional algorithms for …
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