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math.NA2023
Space-Time Decomposition of Kalman Filter
Luisa D'Amore, Rosalba Cacciapuoti
We present an innovative interpretation of Kalman Filter (KF, for short) combining the ideas of Schwarz Domain Decomposition (DD) and Parallel in Time (PinT) approaches. Thereafter…
math.NA2021
Sensitivity Analysis of Domain Decomposition method for 4D Variational Data Assimilation (DD-4DVAR DA)
Luisa D'Amore, Rosalba Cacciapuoti
We prove consistence, convergence and stability of the Domain Decomposition in space and time method of 4DVAR Data Assimilation problem. We introduce the condition number of the pr…