A Dual-Weighted Approach to Order Reduction in 4D-Var Data Assimilation

D. N. Daescu, I. M. Navon

Strategies to achieve order reduction in four dimensional variational data assimilation (4D-Var) search for an optimal low rank state subspace for the analysis update. A common feature of the reduction methods proposed in atmospheric and oceanographic studies is that the optimality criteria to compute the basis functions relies on the model dynamics only, without properly accounting for the specific details of the data assimilation system (DAS). In this study a general framework of the proper orthogonal decomposition (POD) method is considered and a cost-effective approach is proposed to incorporate DAS informationinto the order reduction procedure.

The sensitivities of the cost functional in 4D-Var data assimilation with respect to the time varying model state are obtained from a backward integration of the adjoint model. This information is further used to define appropriate weights and to implement a dual-weighted proper orthogonal decomposition (DWPOD) method to order reduction. The use of a weighted ensemble data mean and weighted snapshots using the adjoint DAS is a novel element in reduced order 4D-Var data assimilation. Numerical results are presented with a global shallow-water model based on the Lin-Rood flux-form semi-Lagrangian scheme. A simplified 4D-Var DAS is considered in the twin-experiments framework with initial conditions specified from the ECMWF ERA-40 data sets. A comparative analysis with the standard POD method shows that the reduced DWPOD basis provides an increased efficiency in representing a specified model forecast aspect and as a tool to perform reduced order optimal control. This approach represents a first step toward the development of an order reduction methodology that combines in an optimal fashion the model dynamics and the characteristics of the 4D-Var DAS.