Date
Thu, 14 Nov 2013
Time
14:00 - 15:00
Location
L5
Speaker
Professor Philippe Toint
Organisation
University of Namur

The context of data assimilation in oceanography will be described as well as the computational challenges associated with it. A class of numerical linear algebra methods is described whose purpose is to exploit the problem structure in order to reduce the computational burden and provide provable convergence results for what remains a (very large) nonlinear problem. This class belongs to the Krylov-space family of methods and the special structure used is the imbalance between the dimensions of the state space and the observation space. It is also shown how inexact matrix-vector products can be exploited. Finally, preconditioning issues and resulting adaptations of the trust-region methodology for nonlinear minimization will also be outlined.

By Serge Gratton, Selime Gurol, Philippe Toint, Jean Tshimanga and Anthony Weaver.

Please contact us with feedback and comments about this page. Last updated on 03 Apr 2022 01:32.