Dual Number-Based Variational Data Assimilation: Constructing Exact Tangent Linear And Adjoint Code From Nonlinear Model Evaluations

Dual numbers allow for automatic, exact evaluation of the numerical derivative of high-dimensional functions at an arbitrary point with minimal coding effort. We use dual numbers to construct tangent linear and adjoint model code for a biogeochemical ocean model and apply it to a variational (4D-Var) data assimilation system when coupled to a realistic physical ocean circulation model with existing data assimilation capabilities. The resulting data assimilation system takes modestly longer to run than its hand-coded equivalent but is considerably easier to implement and updates automatically when modifications are made to the biogeochemical model, thus making its maintenance with code changes trivial.