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Article Dans Une Revue Quarterly Journal of the Royal Meteorological Society Année : 2018

Block Krylov methods for accelerating ensembles of variational data assimilations

Résumé

We consider the problem of efficiently solving ensembles of variational data assimilations in the context of numerical weather prediction. Running several assimilations notably allows us to initialize ensemble prediction systems and to more accurately represent background‐error statistics, but is computationally expensive, limiting ensemble size. We propose a new class of algorithms for speeding up the minimization of the ensemble of data assimilations. It consists of using block Krylov methods to simultaneously perform the minimization for all members of the ensemble, instead of performing each minimization separately. We develop preconditioned block Krylov versions of the Full Orthogonal Method and of the Lanczos algorithm in both primal and dual space. The latter works in observation space that is usually of smaller dimension than the state space, thus giving an advantage in terms of memory requirements and computational cost. We describe and compare several parallelization strategies for speeding up the minimization and limiting the communications. These methods have been tested on a quasi‐geostrophic system, consisting of a simplified atmospheric circulation model equipped with an ensemble of 3D‐Var schemes tuned to mimic some features of a limited‐area numerical weather prediction system. Experimentation shows that the number of iterations needed to converge is drastically reduced by the block Krylov approaches. We indicate that, while working in primal space does not save significant computational time, working in the dual space may reduce the computational time by a factor of 2 to 5 (depending on ensemble size) compared to standard Krylov methods, making our approach attractive for operational use.
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Dates et versions

hal-02982967 , version 1 (05-11-2020)

Identifiants

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François Mercier, Selime Gurol, Pierre Jolivet, Yann Michel, Thibaut Montmerle. Block Krylov methods for accelerating ensembles of variational data assimilations. Quarterly Journal of the Royal Meteorological Society, 2018, 144, pp.2463--2480. ⟨10.1002/qj.3329⟩. ⟨hal-02982967⟩
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