Nonlinear Processes in Geophysics
Nonlinear Processes in Geophysics
NPG
Articles | Volume 32, issue 2
Articles | Volume 32, issue 2
https://doi.org/10.5194/npg-32-167-2025
© Author(s) 2025. This work is distributed under
the Creative Commons Attribution 4.0 License.
https://doi.org/10.5194/npg-32-167-2025
© Author(s) 2025. This work is distributed under
the Creative Commons Attribution 4.0 License.
Articles | Volume 32, issue 2
Research article
 | 
23 Jun 2025
Research article |  | 23 Jun 2025

Multilevel Monte Carlo methods for ensemble variational data assimilation

Mayeul Destouches, Paul Mycek, Selime Gürol, Anthony T. Weaver, Serge Gratton, and Ehouarn Simon

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Latest update: 25 Jun 2026
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Short summary
Can multilevel Monte Carlo methods improve ensemble variational data assimilation without increasing its computational cost? By shifting part of the ensemble generation cost to coarser simulation grids, larger ensemble sizes become affordable. This gives smaller sampling errors without introducing any coarse-grid bias. Numerical experiments with a quasi-geostrophic model demonstrate the potential of the approach and highlight the challenges of operational implementation.
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