Mth 665 Advanced Optimization and Data Assimilation II

Second-order derivative information for analysis and prediction of complex dynamical systems. Derivation of the coupled first- and second-order adjoint systems for continuous dynamics and their discrete versions. Solution methodologies using large-scale optimization algorithms. Practical applications to systems modeled by differential and partial differential equations, data assimilation, and neural networks. This is the second course in a sequence of two: Mth 664 and Mth 665 that must be taken in sequence.