[HTML][HTML] A square-root, dual-resolution 3DEnVar for the AROME Model: Formulation and evaluation on a summertime convective period
Y Michel, P Brousseau - Monthly Weather Review, 2021 - journals.ametsoc.org
A three-dimensional ensemble-variational (3DEnVar) data assimilation algorithm has been
developed for the high-resolution AROME NWP system. Building on previous work on …
developed for the high-resolution AROME NWP system. Building on previous work on …
Enhanced parallelization of the incremental 4D‐Var data assimilation algorithm using the Randomized Incremental Optimal Technique
N Bousserez, JJ Guerrette… - Quarterly Journal of the …, 2020 - Wiley Online Library
Incremental 4D‐Var is a data assimilation algorithm used routinely at operational numerical
weather prediction (NWP) centres worldwide. The algorithm solves a series of quadratic …
weather prediction (NWP) centres worldwide. The algorithm solves a series of quadratic …
Tailoring data assimilation to discontinuous Galerkin models
In recent years discontinuous Galerkin (DG) methods have received increased interest from
the geophysical community. In these methods the solution in each grid cell is approximated …
the geophysical community. In these methods the solution in each grid cell is approximated …
Multilevel Monte Carlo methods for ensemble variational data assimilation
Ensemble variational data assimilation relies on ensembles of forecasts to estimate the
background error covariance matrix B. The ensemble can be provided by an Ensemble of …
background error covariance matrix B. The ensemble can be provided by an Ensemble of …
Conditioning of hybrid variational data assimilation
S Shataer, AS Lawless… - Numerical Linear Algebra …, 2024 - Wiley Online Library
In variational assimilation, the most probable state of a dynamical system under Gaussian
assumptions for the prior and likelihood can be found by solving a least‐squares …
assumptions for the prior and likelihood can be found by solving a least‐squares …
A square-root, dual-resolution, 3DEnVar for the AROME model
Y Michel, P Brousseau, TC France - journals.ametsoc.org
When the dimension of the state vector is large, it is not possible to explicitely propagate the
full forecast error covariances with time. The Ensemble Kalman Filter (eg, Evensen 1994 …
full forecast error covariances with time. The Ensemble Kalman Filter (eg, Evensen 1994 …
[PDF][PDF] Block methods for solving an ensemble of data assimilations
Block methods for solving an ensemble of data assimilations Page 1 Y. Michel Block methods
for solving an ensemble of data assimilations 0 Block methods for solving an ensemble of data …
for solving an ensemble of data assimilations 0 Block methods for solving an ensemble of data …