论文标题
顺序数据同化问题的时间平行
Time-parallelization of sequential data assimilation problems
论文作者
论文摘要
本文致力于应用于无界时域的同化方法的时间并行问题。通过这种方式，我们提出了一个一般程序，将Luenberger观察者与时间并行化算法相结合。我们的方法基于后者的后验错误估计，并保留了非平行观察者的速率。然后，我们专注于用作时间并行化算法并得出我们过程效率的结合的情况。还提出了专门用于该案例的变体。我们通过数值实验说明了方法的性能。
This paper is devoted to the problem of time parallelization of assimilation methods applying on unbounded time domain. In this way, we present a general procedure to couple the Luenberger observer with time parallelization algorithm. Our approach is based on a posteriori error estimates of the latter and preserves the rate of the non-parallelized observer. We then focus on the case where the Parareal algorithm is used as time parallelization algorithm, and derive a bound of the efficiency of our procedure. A variant devoted to the case a large number of processors is also proposed. We illustrate the performance of our approach with numerical experiments.
