Thursday, 2 August 2001: 5:00 PM
Applications of spatially recursive digital filters to the synthesis of inhomogeneous and anisotropic covariance operators in a statistical objective analysis
The problem of inverting the very large system of equations implied by the
variational principle defining a statistical objective analysis scheme is
normally tackled by an iterative numerical method, such as the suitably
preconditioned conjugate-gradient or quasi-Newton techniques. At each
iteration, there is a requirement to convolve the background error covariance
with a gridded field in order to recover another gridded field. Essentially,
the background covariance becomes a filtering operator. This particular step,
while it is only one of the several algebraic steps that constitute a single
iteration cycle, is typically the one that dominates the computational
cost in 3D-variational analysis. It is therefore very important to be able
to execute it efficiently. It is also a prerequisite for the numerical
stability of the solvers that the representation of the covariance operator
retains the properties of self-adjointness and positive-definiteness
possessed by actual covariances.
The synthesis of covariance operators by carefully constructed
combinations of simpler filters can be an efficient and versatile approach,
particularly if the basic filters act in one dimension at a time. In order
to make this approach effective without the principal grid directions imposing
a spurious anisotropic imprint on the morphology of the synthesized
covariance function, the basic one-dimensional filters need to approximate
a Gaussian profile closely. Recursive filters are able to mimic this
profile efficiently and accurately, as we shall demonstrate. The covariance
profile itself is not restricted to be of Gaussian type since, by superposition
of a few Gaussian components of different scales, it is possible to produce
a range of `fat-tailed' covariance profiles that are arguably better suited
to practical data assimilation. Also, the application of the negative-Laplacian
operator to an originally bell-shaped function yields a profile possessing
negative side-lobes, which are desirable in the analysis of some variables.
Recent developments of the recursive filtering technique have allowed
us the freedom to consistently extend the synthesis of covariances to
incorporate geographically adaptive modifications of covariance scale and
amplitude, and general degrees of local stretching and compression in both
two and three dimensions at arbitrary orientations. We present some of these
new techniques and describe the numerical approaches adopted to implement
these schemes on a massively parallel computer.
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