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A 4D-Var data assimilation technique is applied to a ORCA-2 configuration of the NEMO in order to identify the optimal parametrization of the boundary conditions on the lateral boundaries as well as on the bottom and on the surface of the ocean. The influence of the boundary conditions on the solution is analyzed as in the assimilation window and beyond the window. It is shown that optimal conditions for vertical operators allows to get stronger and finer jet streams (Gulf Stream, Kuroshio) in the solution. Analyzing the reasons of the jets reinforcement, we see that the major impact of the data assimilation is made on the parametrization of the bottom boundary conditions for lateral velocities u and v. Automatic generation of the tangent and adjoint codes is also discussed. Tapenade software is shown to be able to produce the adjoint code that can be used after a memory usage optimization.
A 4D-Var data assimilation technique is applied to the rectangular-box configuration of the NEMO in order to identify the optimal parametrization of boundary conditions at lateral boundaries. The case of the staircase-shaped coastlines is studied by
We provide a survey of recent results on model calibration by Optimal Transport. We present the general framework and then discuss the calibration of local, and local-stochastic, volatility models to European options, the joint VIX/SPX calibration pr
Inspired by the theoretical results on optimal preconditioning stated by Ng, R.Chan, and Tang in the framework of Reflective boundary conditions (BCs), in this paper we present analogous results for Anti-Reflective BCs, where an additional technical
We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving complexity.
We apply recently developed smooth boundary conditions to the quantum Monte Carlo simulation of the two-dimensional Hubbard model. At half-filling, where there is no sign problem, we show that the thermodynamic limit is reached more rapidly with smoo