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    The reduced-order hybrid Monte Carlo sampling smoother

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    Date
    2017-01-10
    Author
    Attia, Ahmed
    Stefanescu, Razvan
    Sandu, Adrian
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    Abstract
    Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original formulation is computationally expensive due to the intrinsic requirement of running the forward and adjoint models repeatedly. Here we present computationally efficient versions of the HMC sampling smoother based on reduced-order approximations of the underlying model dynamics. The schemes developed herein are tested numerically using the shallow-water equations model on Cartesian coordinates. The results reveal that the reduced-order versions of the smoother are capable of accurately capturing the posterior probability density, while being significantly faster than the original full order formulation.
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    http://hdl.handle.net/10919/75263
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    • Scholarly Works, Computational Science Laboratory [19]
    • Scholarly Works, Department of Computer Science [408]

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