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Observability of discretized partial differential equationsIt is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Document ID
19890050298
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
External Source(s)
Authors
Cohn, Stephen E.
(New York Univ. New York, NY, United States)
Dee, Dick P.
(New York University NY, United States)
Date Acquired
August 14, 2013
Publication Date
June 1, 1988
Publication Information
Publication: SIAM Journal on Numerical Analysis
Volume: 25
ISSN: 0036-1429
Subject Category
Numerical Analysis
Accession Number
89A37669
Funding Number(s)
CONTRACT_GRANT: NOAA-NA-84AAD00018
CONTRACT_GRANT: CNPQ-1,01,10,021-83
CONTRACT_GRANT: FINEP-4-3-84-0504-00
CONTRACT_GRANT: NSG-5130
CONTRACT_GRANT: NAG5-341
CONTRACT_GRANT: NSF INT-83-14934
CONTRACT_GRANT: NAG5-820
Distribution Limits
Public
Copyright
Other

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