Summary
The adjoint method application in variational data assimilation provides a way of obtaining the exact gradient of the cost functionj with respect to the control variables. Additional information may be obtained by using second order information. This paper presents a second order adjoint model (SOA) for a shallow-water equation model on a limited-area domain. One integration of such a model yields a value of the Hessian (the matrix of second partial derivatives, ∇2 J) multiplied by a vector or a column of the Hessian of the cost function with respect to the initial conditions. The SOA model was then used to conduct a sensitivity analysis of the cost function with respect to distributed observations and to study the evolution of the condition number (the ratio of the largest to smallest eigenvalues) of the Hessian during the course of the minimization. The condition number is strongly related to the convergence rate of the minimization. It is proved that the Hessian is positive definite during the process of the minimization, which in turn proves the uniqueness of the optimal solution for the test problem. Numerical results show that the sensitivity of the response increases with time and that the sensitivity to the geopotential field is larger by an order of magnitude than that to theu andv components of the velocity field. Experiments using data from an ECMWF analysis of the First Global Geophysical Experiment (FGGE) show that the cost functionJ is more sensitive to observations at points where meteorologically intensive events occur. Using the second order adjoint shows that most changes in the value of the condition number of the Hessian occur during the first few iterations of the minimization and are strongly correlated to major large-scale changes in the reconstructed initial conditions fields.
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Wang, Z., Navon, I.M., Le Dimet, F.X. et al. The second order adjoint analysis: Theory and applications. Meteorl. Atmos. Phys. 50, 3–20 (1992). https://doi.org/10.1007/BF01025501
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DOI: https://doi.org/10.1007/BF01025501