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The Back and Forth Nudging algorithm for data assimilationproblems : theoretical results on transport equations

Published online by Cambridge University Press:  19 January 2011

Didier Auroux  and
Maëlle Nodet
Didier Auroux
Affiliation:
Laboratoire Dieudonné, Université de Nice Sophia Antipolis, Parc Valrose, 06108 Nice Cedex 2, France. auroux@unice.fr INRIA, Grenoble, France
Maëlle Nodet
Affiliation:
INRIA, Grenoble, France Université de Grenoble, Laboratoire Jean Kuntzmann, UMR 5224, Grenoble, France; maelle.nodet@inria.fr

Abstract

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In this paper, we consider the back and forth nudging algorithm that has been introducedfor data assimilation purposes. It consists of iteratively and alternately solving forwardand backward in time the model equation, with a feedback term to the observations. Weconsider the case of 1-dimensional transport equations, either viscous or inviscid, linearor not (Burgers’ equation). Our aim is to prove some theoretical results on theconvergence, and convergence properties, of this algorithm. We show that for non viscousequations (both linear transport and Burgers), the convergence of the algorithm holdsunder observability conditions. Convergence can also be proven for viscous lineartransport equations under some strong hypothesis, but not for viscous Burgers’ equation.Moreover, the convergence rate is always exponential in time. We also notice that theforward and backward system of equations is well posed when no nudging term is considered.

Keywords

Data assimilationinverse problemslinear transport equationsBurgers’ equation

Information

Type
Research Article
Information
ESAIM: Control, Optimisation and Calculus of Variations , Volume 18 , Issue 2 , April 2012 , pp. 318 - 342
Copyright
© EDP Sciences, SMAI, 2011

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