European Centre for Medium-Range Weather Forecasts

4D-Var is a widely used data assimilation method, particularly in the field of Numerical Weather Prediction. However, it is highly sequential: integrations of a numerical model are nested within the loops of an inner-outer minimisation algorithm. Moreover, the numerical model typically has a low spatial resolution, limiting the number of processors that can be employed in a purely spatial parallel decomposition. As computers become ever more parallel, it will be necessary to find new dimensions over which to parallelize 4D-Var. In this talk, I consider the possibility of parallelizing 4D-Var in the temporal dimension. I analyse different formulations of weak-constraint 4D-Var from the point of view of parallelization in time. Some formulations are shown to be inherently sequential, whereas another can be made parallel but is numerically ill-conditioned. Finally, I present a saddlepoint formulation of 4D-Var that is both parallel in time and amenable to efficient preconditioning. Numerical results, using a simple two-level quasi-geotrophic model, will be presented.