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math.NA2025
On the impact of observation error correlations in data assimilation, with application to along-track altimeter data
Olivier Goux, Anthony Weaver, Selime Gürol +2
Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observa…
math.NA2023
A filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields
Jérémy Briant, Paul Mycek, Mayeul Destouches +5
In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in w…
math.NA2022
Impact of correlated observation errors on the convergence of the conjugate gradient algorithm in variational data assimilation
Olivier Goux, Selime Gürol, Anthony T. Weaver +2
An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inve…