Investigating alternative optimisation methods for variational data assimilation

Investigating alternative optimisation methods for variational data assimilation

by Maha Kaouri

Supported by the DARE project, I and a few others from the University of Reading recently attended the weeklong workshop on sensitivity analysis and data assimilation in meteorology and oceanography (a.k.a. the Adjoint workshop) in Aveiro, Portugal.

The week consisted of 60 talks on a variety of selected topic areas including sensitivity analysis and general theoretical data assimilation. I presented the latest results from my PhD research in this topic area and discussed the benefits of using globally convergent methods in variational data assimilation (VarDA) problems. Variational data assimilation combines two sources of information, a mathematical model and real data (e.g. satellite observations).

The overall aim of my research is to investigate the latest mathematical advances in optimisation to understand whether the solution of VarDA problems could be improved or obtained more efficiently through the use of alternative optimisation methods, whilst keeping computational cost and calculation time to a minimum. A possible application of the alternative methods would be to estimate the initial conditions for a weather forecast where the dynamical equations in this case include the physics of the earth system. Weather forecasting has a short time window (the forecast will no longer be useful after the weather event occurs) and so it is important to investigate alternative methods that provide an optimal solution in the given time.

The VarDA problem is known in numerical optimisation as a nonlinear least-squares problem which is solved using an iterative method – a method which takes an initial guess of the solution and then generates a sequence of better guesses at each step of the algorithm. The problem is solved in VarDA as a series of linear least-squares (simpler) problems using a method equivalent to the Gauss-Newton optimisation method. The Gauss-Newton method is not globally convergent in the sense that the method does not guarantee convergence to a stationary point given any initial guess. This is the motivation behind the investigation of newly developed, advanced numerical optimisation methods such as globally convergent methods which use safeguards to guarantee convergence from an arbitrary starting point. The use of such methods could enable us to obtain an improvement on the estimate of the initial conditions of a weather forecast within the limited time and computational cost available.

The conference brought together many key figures in weather forecasting as well as those new to the field such as myself, providing us with the opportunity to learn from each other during the talks and poster session. I had the advantage of presenting my talk on the first day, allowing me to spend the rest of the week receiving feedback from the attendees who were eager to discuss ideas and make suggestions for future work. The friendly atmosphere of the workshop made it easier as an early-career researcher to freely and comfortably converse with those more senior during the breaks.

I would like to thank the DARE project for funding my attendance at the workshop and the organising committee for hosting such an insightful event.