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

PLoS One. 2019 Oct 16;14(10):e0223131. doi: 10.1371/journal.pone.0223131. eCollection 2019.

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.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Computer Simulation
  • Data Aggregation*
  • Environmental Monitoring / methods
  • Linear Models*
  • Nonlinear Dynamics*
  • Oceanography / methods
  • Oceans and Seas

Grants and funding

JPM, CE, CH all received funding from the Simons Foundation (CBIOMES award ID: 549949, https://www.simonsfoundation.org/). The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.