
SummaryHybrid Monte Carlo sampling smoother is a fully non‐Gaussian four‐dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original formulation is computationally expensive owing to the intrinsic requirement of running the forward and adjoint models repeatedly. Here we present computationally efficient versions of the hybrid Monte Carlo sampling smoother based on reduced‐order approximations of the underlying model dynamics. The schemes developed herein are tested numerically using the shallow‐water equations model on Cartesian coordinates. The results reveal that the reduced‐order versions of the smoother are capable of accurately capturing the posterior probability density, while being significantly faster than the original full‐order formulation. Copyright © 2016 John Wiley & Sons, Ltd.
Mathematics, Interdisciplinary Applications, FOS: Computer and information sciences, Technology, NONLINEAR MODEL, DYNAMIC-MODE DECOMPOSITION, Mechanics, Statistics - Applications, Statistics - Computation, proper orthogonal decomposition, VARIATIONAL DATA ASSIMILATION, Physics, Fluids & Plasmas, COHERENT STRUCTURES, FOS: Mathematics, POD, Applications (stat.AP), Hamiltonian Monte Carlo, Mathematics - Numerical Analysis, data assimilation, EMPIRICAL INTERPOLATION, Computation (stat.CO), Physics, smoothing, Numerical Analysis (math.NA), SHALLOW-WATER EQUATIONS, reduced-order modeling, REDUCTION, PROPER ORTHOGONAL DECOMPOSITION, Computer Science, Computer Science, Interdisciplinary Applications, PARTIAL-DIFFERENTIAL-EQUATIONS, Mathematics
Mathematics, Interdisciplinary Applications, FOS: Computer and information sciences, Technology, NONLINEAR MODEL, DYNAMIC-MODE DECOMPOSITION, Mechanics, Statistics - Applications, Statistics - Computation, proper orthogonal decomposition, VARIATIONAL DATA ASSIMILATION, Physics, Fluids & Plasmas, COHERENT STRUCTURES, FOS: Mathematics, POD, Applications (stat.AP), Hamiltonian Monte Carlo, Mathematics - Numerical Analysis, data assimilation, EMPIRICAL INTERPOLATION, Computation (stat.CO), Physics, smoothing, Numerical Analysis (math.NA), SHALLOW-WATER EQUATIONS, reduced-order modeling, REDUCTION, PROPER ORTHOGONAL DECOMPOSITION, Computer Science, Computer Science, Interdisciplinary Applications, PARTIAL-DIFFERENTIAL-EQUATIONS, Mathematics
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