Dual number-based variational data assimilation: Constructing exact tangent linear and adjoint code from nonlinear model evaluations

Jann Paul Mattern, Christopher A Edwards and Christopher N Hill

PLOS ONE, 2019, vol. 14, issue 10, 1-10

Abstract: Dual numbers allow for automatic, exact evaluation of the numerical derivative of high-dimensional functions at an arbitrary point with minimal coding effort. We use dual numbers to construct tangent linear and adjoint model code for a biogeochemical ocean model and apply it to a variational (4D-Var) data assimilation system when coupled to a realistic physical ocean circulation model with existing data assimilation capabilities. The resulting data assimilation system takes modestly longer to run than its hand-coded equivalent but is considerably easier to implement and updates automatically when modifications are made to the biogeochemical model, thus making its maintenance with code changes trivial.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0223131

DOI: 10.1371/journal.pone.0223131

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