Article contents
Solvability and numerical algorithms for a class ofvariational dataassimilation problems
Published online by Cambridge University Press: 15 August 2002
Abstract
A class of variational data assimilation problems on reconstructing the initial-value functions is considered for the models governed by quasilinear evolution equations. The optimality system is reduced to the equation for the control function. The properties of the control equation are studied and the solvability theorems are proved for linear and quasilinear data assimilation problems. The iterative algorithms for solving the problem are formulated and justified.
Keywords
- Type
- Research Article
- Information
- ESAIM: Control, Optimisation and Calculus of Variations , Volume 8: A tribute to JL Lions , 2002 , pp. 873 - 883
- Copyright
- © EDP Sciences, SMAI, 2002
References
Agoshkov, V.I. and Marchuk, G.I., On solvability and numerical solution of data assimilation problems.
Russ. J. Numer. Analys. Math. Modelling
8 (1993) 1-16.
CrossRef
R. Bellman, Dynamic Programming. Princeton Univ. Press, New Jersey (1957).
Glowinski, R. and Lions, J.-L., Exact and approximate controllability for distributed parameter systems.
Acta Numerica
1 (1994) 269-378.
CrossRef
Krylov, I.A. and Chernousko, F.L., On a successive approximation method for solving optimal control problems.
Zh. Vychisl. Mat. Mat. Fiz.
2 (1962) 1132-1139 (in Russian).
Kurzhanskii, A.B. and Khapalov, A.Yu., An observation theory for distributed-parameter systems.
J. Math. Syst. Estimat. Control
1 (1991) 389-440.
O.A. Ladyzhenskaya, V.A. Solonnikov and N.N. Uraltseva, Linear and Quasilinear Equations of Parabolic Type. Nauka, Moscow (1967) (in Russian).
Le Dimet, F.X. and Talagrand, O., Variational algorithms for analysis and assimilation of meteorological observations: Theoretical aspects.
Tellus
38A (1986) 97-110.
CrossRef
J.-L. Lions, Contrôle Optimal des Systèmes Gouvernés par des Équations aux Dérivées Partielles. Dunod, Paris (1968).
J.-L. Lions and E. Magenes, Problémes aux Limites non Homogènes et Applications. Dunod, Paris (1968).
Lions, J.-L., On controllability of distributed system.
Proc. Natl. Acad. Sci. USA
94 (1997) 4828-4835.
CrossRef
G.I. Marchuk, V.I. Agoshkov and V.P. Shutyaev, Adjoint Equations and Perturbation Algorithms in Nonlinear Problems. CRC Press Inc., New York (1996).
G.I. Marchuk and V.I. Lebedev, Numerical Methods in the Theory of Neutron Transport. Harwood Academic Publishers, New York (1986).
G.I. Marchuk and V.V. Penenko, Application of optimization methods to the problem of mathematical simulation of atmospheric processes and environment, in Modelling and Optimization of Complex Systems, Proc. of the IFIP-TC7 Work. Conf. Springer, New York (1978) 240-252.
Marchuk, G.I. and Shutyaev, V.P., Iteration methods for solving a data assimilation problem.
Russ. J. Numer. Anal. Math. Modelling
9 (1994) 265-279.
CrossRef
G. Marchuk, V. Shutyaev and V. Zalesny, Approaches to the solution of data assimilation problems, in Optimal Control and Partial Differential Equations. IOS Press, Amsterdam (2001) 489-497.
Marchuk, G.I. and Zalesny, V.B., A numerical technique for geophysical data assimilation problem using Pontryagin's principle and splitting-up method.
Russ. J. Numer. Anal. Math. Modelling
8 (1993) 311-326.
CrossRef
Parmuzin, E.I. and Shutyaev, V.P., Numerical analysis of iterative methods for solving evolution data assimilation problems.
Russ. J. Numer. Anal. Math. Modelling
14 (1999) 265-274.
CrossRef
L.S. Pontryagin, V.G. Boltyanskii, R.V. Gamkrelidze and E.F. Mischenko, The Mathematical Theory of Optimal Processes. John Wiley, New York (1962).
Sasaki, Y.K., Some basic formalisms in numerical variational analysis.
Mon. Wea. Rev.
98 (1970) 857-883.
Shutyaev, V.P., On a class of insensitive control problems.
Control and Cybernetics
23 (1994) 257-266.
Shutyaev, V.P., Some properties of the control operator in a data assimilation problem and algorithms for its solution.
Differential Equations
31 (1995) 2035-2041.
Shutyaev, V.P., On data assimilation in a scale of Hilbert spaces.
Differential Equations
34 (1998) 383-389.
Tikhonov, A.N., On the solution of ill-posed problems and the regularization method.
Dokl. Akad. Nauk SSSR
151 (1963) 501-504.
- 4
- Cited by