diff --git a/firedrake/adjoint/all_at_once_reduced_functional.py b/firedrake/adjoint/all_at_once_reduced_functional.py
new file mode 100644
index 0000000000..429000b2a2
--- /dev/null
+++ b/firedrake/adjoint/all_at_once_reduced_functional.py
@@ -0,0 +1,592 @@
+from pyadjoint import ReducedFunctional, OverloadedType, Control, Tape, AdjFloat, \
+    stop_annotating, no_annotations, get_working_tape, set_working_tape
+from pyadjoint.enlisting import Enlist
+from functools import wraps, cached_property
+from typing import Callable, Optional
+
+__all__ = ['AllAtOnceReducedFunctional']
+
+
+def sc_passthrough(func):
+    """
+    Wraps standard ReducedFunctional methods to differentiate strong or
+    weak constraint implementations.
+
+    If using strong constraint, makes sure strong_reduced_functional
+    is instantiated then passes args/kwargs through to the
+    corresponding strong_reduced_functional method.
+
+    If using weak constraint, returns the AllAtOnceReducedFunctional
+    method definition.
+    """
+    @wraps(func)
+    def wrapper(self, *args, **kwargs):
+        if self.weak_constraint:
+            return func(self, *args, **kwargs)
+        else:
+            sc_func = getattr(self.strong_reduced_functional, func.__name__)
+            return sc_func(*args, **kwargs)
+    return wrapper
+
+
+def _rename(obj, name):
+    if hasattr(obj, "rename"):
+        obj.rename(name)
+
+
+def _ad_sub(left, right):
+    result = right._ad_copy()
+    result._ad_imul(-1)
+    result._ad_iadd(left)
+    return result
+
+
+class AllAtOnceReducedFunctional(ReducedFunctional):
+    """ReducedFunctional for 4DVar data assimilation.
+
+    Creates either the strong constraint or weak constraint system incrementally
+    by logging observations through the initial forward model run.
+
+    Warning: Weak constraint 4DVar not implemented yet.
+
+    Parameters
+    ----------
+
+    control
+        The initial condition :math:`x_{0}`. Starting value is used as the
+        background (prior) data :math:`x_{b}`.
+
+    background_iprod
+        The inner product to calculate the background error functional
+        from the background error :math:`x_{0} - x_{b}`. Can include the
+        error covariance matrix.
+
+    observation_err
+        Given a state :math:`x`, returns the observations error
+        :math:`y_{0} - \\mathcal{H}_{0}(x)` where :math:`y_{0}` are the
+        observations at the initial time and :math:`\\mathcal{H}_{0}` is
+        the observation operator for the initial time. Optional.
+
+    observation_iprod
+        The inner product to calculate the observation error functional
+        from the observation error :math:`y_{0} - \\mathcal{H}_{0}(x)`.
+        Can include the error covariance matrix. Must be provided if
+        observation_err is provided.
+
+    weak_constraint
+        Whether to use the weak or strong constraint 4DVar formulation.
+
+    tape
+        The tape to record on.
+
+    See Also
+    --------
+    :class:`pyadjoint.ReducedFunctional`.
+    """
+
+    def __init__(self, control: Control,
+                 background_iprod: Callable[[OverloadedType], AdjFloat],
+                 observation_err: Optional[Callable[[OverloadedType], OverloadedType]] = None,
+                 observation_iprod: Optional[Callable[[OverloadedType], AdjFloat]] = None,
+                 weak_constraint: bool = True,
+                 tape: Optional[Tape] = None,
+                 _annotate_accumulation: bool = False):
+
+        self.tape = get_working_tape() if tape is None else tape
+
+        self.weak_constraint = weak_constraint
+        self.initial_observations = observation_err is not None
+
+        # We need a copy for the prior, but this shouldn't be part of the tape
+        with stop_annotating():
+            self.background = control.copy_data()
+
+        if self.weak_constraint:
+            self._annotate_accumulation = _annotate_accumulation
+
+            # new tape for background error vector
+            with set_working_tape() as tape:
+                # start from a control independent of any other tapes
+                with stop_annotating():
+                    control_copy = control.copy_data()
+                    _rename(control_copy, "Control_0_bkg_copy")
+
+                # vector of x_0 - x_b
+                bkg_err_vec = _ad_sub(control_copy, self.background)
+                _rename(bkg_err_vec, "bkg_err_vec")
+
+                # RF to recover x_0 - x_b
+                self.background_error = ReducedFunctional(
+                    bkg_err_vec, Control(control_copy), tape=tape)
+
+            # new tape for background error reduction
+            with set_working_tape() as tape:
+                # start from a control independent of any other tapes
+                with stop_annotating():
+                    bkg_err_vec_copy = bkg_err_vec._ad_copy()
+                    _rename(bkg_err_vec_copy, "bkg_err_vec_copy")
+
+                # inner product |x_0 - x_b|_B
+                bkg_err = background_iprod(bkg_err_vec_copy)
+
+                # RF to recover |x_0 - x_b|_B
+                self.background_rf = ReducedFunctional(
+                    bkg_err, Control(bkg_err_vec_copy), tape=tape)
+
+            self.controls = [control]       # The solution at the beginning of each time-chunk
+            self.states = []                # The model propogation at the end of each time-chunk
+            self.forward_model_stages = []  # ReducedFunctional for each model propogation (returns state)
+            self.forward_model_errors = []     # Inner product for model errors (possibly including error covariance)
+            self.forward_model_rfs = []     # Inner product for model errors (possibly including error covariance)
+            self.observation_errors = []    # ReducedFunctional for each observation set (returns observation error)
+            self.observation_rfs = []       # Inner product for observation errors (possibly including error covariance)
+
+            if self.initial_observations:
+
+                # new tape for observation error vector
+                with set_working_tape() as tape:
+                    # start from a control independent of any other tapes
+                    with stop_annotating():
+                        control_copy = control.copy_data()
+                        _rename(control_copy, "Control_0_obs_copy")
+
+                    # vector of H(x_0) - y_0
+                    obs_err_vec = observation_err(control_copy)
+                    _rename(obs_err_vec, "obs_err_vec_0")
+
+                    # RF to recover H(x_0) - y_0
+                    self.observation_errors.append(ReducedFunctional(
+                        obs_err_vec, Control(control_copy), tape=tape)
+                    )
+
+                # new tape for observation error reduction
+                with set_working_tape() as tape:
+                    # start from a control independent of any othe tapes
+                    with stop_annotating():
+                        obs_err_vec_copy = obs_err_vec._ad_copy()
+                        _rename(obs_err_vec_copy, "obs_err_vec_0_copy")
+
+                    # inner product |H(x_0) - y_0|_R
+                    obs_err = observation_iprod(obs_err_vec_copy)
+
+                    # RF to recover |H(x_0) - y_0|_R
+                    self.observation_rfs.append(ReducedFunctional(
+                        obs_err, Control(obs_err_vec_copy), tape=tape)
+                    )
+
+                # new tape for the next stage
+                set_working_tape()
+                self._stage_tape = get_working_tape()
+
+        else:
+            self._annotate_accumulation = True
+
+            # initial conditions guess to be updated
+            self.controls = Enlist(control)
+
+            # Strong constraint functional to be converted to ReducedFunctional later
+
+            # penalty for straying from prior
+            self._accumulate_functional(
+                background_iprod(control.control - self.background))
+
+            # penalty for not hitting observations at initial time
+            if self.initial_observations:
+                self._accumulate_functional(
+                    observation_iprod(observation_err(control.control)))
+
+    def set_observation(self, state: OverloadedType,
+                        observation_err: Callable[[OverloadedType], OverloadedType],
+                        observation_iprod: Callable[[OverloadedType], AdjFloat],
+                        forward_model_iprod: Optional[Callable[[OverloadedType], AdjFloat]]):
+        """
+        Record an observation at the time of `state`.
+
+        Parameters
+        ----------
+
+        state
+            The state at the current observation time.
+
+        observation_err
+            Given a state :math:`x`, returns the observations error
+            :math:`y_{i} - \\mathcal{H}_{i}(x)` where :math:`y_{i}` are
+            the observations at the current observation time and
+            :math:`\\mathcal{H}_{i}` is the observation operator for the
+            current observation time.
+
+        observation_iprod
+            The inner product to calculate the observation error functional
+            from the observation error :math:`y_{i} - \\mathcal{H}_{i}(x)`.
+            Can include the error covariance matrix.
+
+        forward_model_iprod
+            The inner product to calculate the model error functional from
+            the model error :math:`x_{i} - \\mathcal{M}_{i}(x_{i-1})`. Can
+            include the error covariance matrix. Ignored if using the strong
+            constraint formulation.
+        """
+        if self.weak_constraint:
+
+            stage_index = len(self.controls)
+
+            # Cut the tape into seperate time-chunks.
+            # State is output from previous control i.e. forward model
+            # propogation over previous time-chunk.
+
+            # get the tape used for this stage and make sure its the right one
+            prev_stage_tape = get_working_tape()
+            if prev_stage_tape is not self._stage_tape:
+                raise ValueError(
+                    "Working tape at the end of the observation stage"
+                    " differs from the tape at the stage beginning."
+                )
+
+            # # record forward propogation
+            with set_working_tape(prev_stage_tape.copy()) as tape:
+                prev_control = self.controls[-1]
+                self.forward_model_stages.append(ReducedFunctional(
+                    state._ad_copy(), controls=prev_control, tape=tape)
+                )
+
+            # Beginning of next time-chunk is the control for this observation
+            # and the state at the end of the next time-chunk.
+            with stop_annotating():
+                # smuggle initial guess at this time into the control without the tape seeing
+                next_control_state = state._ad_copy()
+                _rename(next_control_state, f"Control_{len(self.controls)}")
+            next_control = Control(next_control_state)
+            self.controls.append(next_control)
+
+            # model error links time-chunks by depending on both the
+            # previous and current controls
+
+            # new tape for model error vector
+            with set_working_tape() as tape:
+                # start from a control independent of any other tapes
+                with stop_annotating():
+                    state_copy = state._ad_copy()
+                    _rename(state_copy, f"state_{stage_index}_copy")
+                    next_control_copy = next_control.copy_data()
+                    _rename(next_control_copy, f"Control_{stage_index}_model_copy")
+
+                # vector of M_i - x_i
+                model_err_vec = _ad_sub(state_copy, next_control_copy)
+                _rename(model_err_vec, f"model_err_vec_{stage_index}")
+
+                # RF to recover M_i - x_i
+                fmcontrols = [Control(state_copy), Control(next_control_copy)]
+                self.forward_model_errors.append(ReducedFunctional(
+                    model_err_vec, fmcontrols, tape=tape)
+                )
+
+            # new tape for model error reduction
+            with set_working_tape() as tape:
+                # start from a control independent of any othe tapes
+                with stop_annotating():
+                    model_err_vec_copy = model_err_vec._ad_copy()
+                    _rename(model_err_vec_copy, f"model_err_vec_{stage_index}_copy")
+
+                # inner product |M_i - x_i|_Q
+                model_err = forward_model_iprod(model_err_vec_copy)
+
+                # RF to recover |M_i - x_i|_Q
+                self.forward_model_rfs.append(ReducedFunctional(
+                    model_err, Control(model_err_vec_copy), tape=tape)
+                )
+
+            # Observations after tape cut because this is now a control, not a state
+
+            # new tape for observation error vector
+            with set_working_tape() as tape:
+                # start from a control independent of any other tapes
+                with stop_annotating():
+                    next_control_copy = next_control.copy_data()
+                    _rename(next_control_copy, f"Control_{stage_index}_obs_copy")
+
+                # vector of H(x_i) - y_i
+                obs_err_vec = observation_err(next_control_copy)
+                _rename(obs_err_vec, f"obs_err_vec_{stage_index}")
+
+                # RF to recover H(x_i) - y_i
+                self.observation_errors.append(ReducedFunctional(
+                    obs_err_vec, Control(next_control_copy), tape=tape)
+                )
+
+            # new tape for observation error reduction
+            with set_working_tape() as tape:
+                # start from a control independent of any othe tapes
+                with stop_annotating():
+                    obs_err_vec_copy = obs_err_vec._ad_copy()
+                    _rename(obs_err_vec_copy, f"obs_err_vec_{stage_index}_copy")
+
+                # inner product |H(x_i) - y_i|_R
+                obs_err = observation_iprod(obs_err_vec_copy)
+
+                # RF to recover |H(x_i) - y_i|_R
+                self.observation_rfs.append(ReducedFunctional(
+                    obs_err, Control(obs_err_vec_copy), tape=tape)
+                )
+
+            # new tape for the next stage
+
+            set_working_tape()
+            self._stage_tape = get_working_tape()
+
+            # Look we're starting this time-chunk from an "unrelated" value... really!
+            state.assign(next_control.control)
+
+        else:
+
+            if hasattr(self, "_strong_reduced_functional"):
+                msg = "Cannot add observations once strong constraint ReducedFunctional instantiated"
+                raise ValueError(msg)
+            self._accumulate_functional(
+                observation_iprod(observation_err(state)))
+
+    @cached_property
+    def strong_reduced_functional(self):
+        """A :class:`pyadjoint.ReducedFunctional` for the strong constraint 4DVar system.
+
+        Only instantiated if using the strong constraint formulation, and cannot be used
+        before all observations are recorded.
+        """
+        if self.weak_constraint:
+            msg = "Strong constraint ReducedFunctional not instantiated for weak constraint 4DVar"
+            raise AttributeError(msg)
+        self._strong_reduced_functional = ReducedFunctional(
+            self._total_functional, self.controls, tape=self.tape)
+        return self._strong_reduced_functional
+
+    def __getattr__(self, attr):
+        """
+        If using strong constraint then grab attributes from self.strong_reduced_functional.
+        """
+        if self.weak_constraint:
+            raise AttributeError(f"'{type(self)}' object has no attribute '{attr}'")
+        else:
+            return getattr(self.strong_reduced_functional, attr)
+
+    @sc_passthrough
+    @no_annotations
+    def __call__(self, values: OverloadedType):
+        """Computes the reduced functional with supplied control value.
+
+        Parameters
+        ----------
+
+        values
+            If you have multiple controls this should be a list of new values
+            for each control in the order you listed the controls to the constructor.
+            If you have a single control it can either be a list or a single object.
+            Each new value should have the same type as the corresponding control.
+
+        Returns
+        -------
+        pyadjoint.OverloadedType
+            The computed value. Typically of instance of :class:`pyadjoint.AdjFloat`.
+
+        """
+        # controls are updated by the sub ReducedFunctionals
+        # so we don't need to do it ourselves
+
+        # Shift lists so indexing matches standard nomenclature:
+        # index 0 is initial condition.
+        # Model i propogates from i-1 to i.
+        # Observation i is at i.
+
+        for c, v in zip(self.controls, values):
+            c.control.assign(v)
+
+        model_stages = [None, *self.forward_model_stages]
+        model_errors = [None, *self.forward_model_errors]
+        model_rfs = [None, *self.forward_model_rfs]
+
+        observation_errors = (self.observation_errors if self.initial_observations
+                              else [None, *self.observation_errors])
+
+        observation_rfs = (self.observation_rfs if self.initial_observations
+                           else [None, *self.observation_rfs])
+
+        # Initial condition functionals
+        bkg_err_vec = self.background_error(values[0])
+        J = self.background_rf(bkg_err_vec)
+
+        # observations at time 0
+        if self.initial_observations:
+            obs_err_vec = observation_errors[0](values[0])
+            J += observation_rfs[0](obs_err_vec)
+
+        for i in range(1, len(observation_rfs)):
+            prev_control = values[i-1]
+            this_control = values[i]
+
+            # observation error - do we match the 'real world'?
+            obs_err_vec = observation_errors[i](this_control)
+            J += observation_rfs[i](obs_err_vec)
+
+            # Model error - does propogation from last control match this control?
+            Mi = model_stages[i](prev_control)
+            model_err_vec = model_errors[i]([Mi, this_control])
+            J += model_rfs[i](model_err_vec)
+
+        return J
+
+    @sc_passthrough
+    @no_annotations
+    def derivative(self, adj_input: float = 1.0, options: dict = {}):
+        """Returns the derivative of the functional w.r.t. the control.
+        Using the adjoint method, the derivative of the functional with
+        respect to the control, around the last supplied value of the
+        control, is computed and returned.
+
+        Parameters
+        ----------
+        adj_input
+            The adjoint input.
+
+        options
+            Additional options for the derivative computation.
+
+        Returns
+        -------
+        pyadjoint.OverloadedType
+            The derivative with respect to the control.
+            Should be an instance of the same type as the control.
+        """
+        # create a list of overloaded types to put derivative into
+        derivatives = []
+
+        # chaining ReducedFunctionals means we need to pass Cofunctions not Functions
+        intermediate_options = {
+            'riesz_representation': None,
+            **{k: v for k, v in options.items()
+               if (k != 'riesz_representation')}
+        }
+
+        # Shift lists so indexing matches standard nomenclature:
+        # index 0 is initial condition. Model i propogates from i-1 to i.
+        model_stages = [None, *self.forward_model_stages]
+        model_errors = [None, *self.forward_model_errors]
+        model_rfs = [None, *self.forward_model_rfs]
+
+        observation_errors = (self.observation_errors if self.initial_observations
+                              else [None, *self.observation_errors])
+
+        observation_rfs = (self.observation_rfs if self.initial_observations
+                           else [None, *self.observation_rfs])
+
+        # initial condition derivatives
+        bkg_deriv = self.background_rf.derivative(adj_input=adj_input,
+                                                  options=intermediate_options)
+        derivatives.append(self.background_error.derivative(adj_input=bkg_deriv,
+                                                            options=options))
+
+        # observations at time 0
+        if self.initial_observations:
+            obs_deriv = observation_rfs[0].derivative(adj_input=adj_input,
+                                                      options=intermediate_options)
+            derivatives[0] += observation_errors[0].derivative(adj_input=obs_deriv,
+                                                               options=options)
+
+        for i in range(1, len(observation_rfs)):
+            obs_deriv = observation_rfs[i].derivative(adj_input=adj_input,
+                                                      options=intermediate_options)
+            derivatives.append(observation_errors[i].derivative(adj_input=obs_deriv,
+                                                                options=options))
+
+            # derivative of model error will split:
+            # wrt x_i through error vector
+            # wrt x_i-1 through stage propogation
+            model_deriv = model_rfs[i].derivative(adj_input=adj_input,
+                                                  options=intermediate_options)
+            model_err_derivs = model_errors[i].derivative(adj_input=model_deriv,
+                                                          options=intermediate_options)
+            model_stage_deriv = model_stages[i].derivative(adj_input=model_err_derivs[0],
+                                                           options=options)
+
+            derivatives[i-1] += model_stage_deriv
+            derivatives[i] += model_err_derivs[1].riesz_representation()
+
+        return derivatives
+
+    @sc_passthrough
+    @no_annotations
+    def hessian(self, m_dot: OverloadedType, options: dict = {}):
+        """Returns the action of the Hessian of the functional w.r.t. the control on a vector m_dot.
+
+        Using the second-order adjoint method, the action of the Hessian of the
+        functional with respect to the control, around the last supplied value
+        of the control, is computed and returned.
+
+        Parameters
+        ----------
+
+        m_dot
+            The direction in which to compute the action of the Hessian.
+
+        options
+            A dictionary of options. To find a list of available options
+            have a look at the specific control type.
+
+        Returns
+        -------
+        pyadjoint.OverloadedType
+            The action of the Hessian in the direction m_dot.
+            Should be an instance of the same type as the control.
+        """
+        # create a list of overloaded types to put hessian into
+        hessians = []
+
+        kwargs = {'options': options}
+
+        # Shift lists so indexing matches standard nomenclature:
+        # index 0 is initial condition. Model i propogates from i-1 to i.
+        model_rfs = [None, *self.forward_model_rfs]
+
+        observation_rfs = (self.observation_rfs if self.initial_observations
+                           else [None, *self.observation_rfs])
+
+        # initial condition hessians
+        hessians.append(
+            self.background_rf.hessian(m_dot[0], **kwargs))
+
+        if self.initial_observations:
+            hessians[0] += observation_rfs[0].hessian(m_dot[0], **kwargs)
+
+        for i in range(1, len(model_rfs)):
+            hessians.append(observation_rfs[i].hessian(m_dot[i], **kwargs))
+
+            mhess = model_rfs[i].hessian(m_dot[i-1:i+1], **kwargs)
+
+            hessians[i-1] += mhess[0]
+            hessians[i] += mhess[1]
+
+        return hessians
+
+    @no_annotations
+    def hessian_matrix(self):
+        # Other reduced functionals don't have this.
+        if not self.weak_constraint:
+            raise AttributeError("Strong constraint 4DVar does not form a Hessian matrix")
+        raise NotImplementedError
+
+    @sc_passthrough
+    @no_annotations
+    def optimize_tape(self):
+        for rf in (self.background_error,
+                   self.background_rf,
+                   *self.observation_errors,
+                   *self.observation_rfs,
+                   *self.forward_model_stages,
+                   *self.forward_model_errors,
+                   *self.forward_model_rfs):
+            rf.optimize_tape()
+
+    def _accumulate_functional(self, val):
+        if not self._annotate_accumulation:
+            return
+        if hasattr(self, '_total_functional'):
+            self._total_functional += val
+        else:
+            self._total_functional = val