Parallel-in-time preconditioners for ocean data assimilation

• Date: 16. 3. 2023
• Time: 14:00 - 15:30
• Address:
  Sokolovská 83, Praha
• Room: K3
• Speaker: Jemima Tabeart

Correlation operators are used in data assimilation algorithms to weight the contribution of prior and observation information. Efficient implementation of these operators is therefore crucial for operational implementations. Diffusion-based correlation operators are popular in ocean data assimilation, but can require a large number of serial matrix-vector products. A parallel-in-time formulation removes this requirement, and offers the opportunity to exploit modern computer architectures. High quality preconditioners for the parallel-in-time approach are well-known, but impossible to apply in practice for the high-dimensional problems that occur in oceanography. In this talk we consider a nested preconditioning approach which retains many of the beneficial properties of the ideal analytic preconditioner while remaining affordable in terms of memory and computational resource.