Numerical Analysis

Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud \ud In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud \ud With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre Süli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright

A Variational Assimilation Method for Satellite and Conventional Data: a Revised Basic Model 2B

A variational objective analysis technique that modifies observations of temperature, height, and wind on the cyclone scale to satisfy the five 'primitive' model forecast equations is presented. This analysis method overcomes all of the problems that hindered previous versions, such as over-determination, time consistency, solution method, and constraint decoupling. A preliminary evaluation of the method shows that it converges rapidly, the divergent part of the wind is strongly coupled in the solution, fields of height and temperature are well-preserved, and derivative quantities such as vorticity and divergence are improved. Problem areas are systematic increases in the horizontal velocity components, and large magnitudes of the local tendencies of the horizontal velocity components. The preliminary evaluation makes note of these problems but detailed evaluations required to determine the origin of these problems await future research

The Davidon-Fletcher-Powell penalty function method: A generalized iterative technique for solving parameter optimization problems

The Fletcher-Powell version of the Davidon variable metric unconstrained minimization technique is described. Equations that have been used successfully with the Davidon-Fletcher-Powell penalty function technique for solving constrained minimization problems and the advantages and disadvantages of using them are discussed. The experience gained in the behavior of the method while iterating is also related