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Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

In-situ ocean wave observations are critical to improve model skill and validate remote sensing wave measurements. Historically, such observations are extremely sparse due to the large costs and complexity of traditional wave buoys and…

Atmospheric and Oceanic Physics · Physics 2020-03-11 Pieter B. Smit , Isabel A. Houghton , Kalina Jordanova , Thomas Portwood , Evan Shapiro , David Clark , Michael Sosa , Tim T. Janssen

A variational data assimilation technique was used to estimate optimal discretization of interpolation operators and derivatives in the nodes adjacent to the rigid boundary. Assimilation of artificially generated observational data in the…

Atmospheric and Oceanic Physics · Physics 2012-12-17 Eugene Kazantsev

In many real-world applications of machine learning, we are interested to know if it is possible to train on the data that we have gathered so far, and obtain accurate predictions on a new test data subset that is qualitatively different in…

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems…

Optimization and Control · Mathematics 2024-05-08 Amit N. Subrahmanya , Andrey A. Popov , Reid J. Gomillion , Adrian Sandu

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu

State estimates from weak constraint 4D-Var data assimilation can vary significantly depending on the data and model error covariances. As a result, the accuracy of these estimates heavily depends on the correct specification of both model…

Methodology · Statistics 2025-04-28 Sandra R. Babyale , Jodi Mead , Donna Calhoun , Patricia O. Azike

This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists of three computational steps. First an ensemble of model…

Numerical Analysis · Computer Science 2015-02-03 Elias D. Nino , Adrian Sandu

We mathematically derive the sensitivity of data assimilation results for tsunami modelling, to perturbations in the observation operator. We consider results of variational data assimilation schemes on the one dimensional shallow water…

Numerical Analysis · Mathematics 2020-03-24 N. K. -R. Kevlahan , R. A. Khan

Computational kernel of the three-dimensional variational data assimilation (3D-Var) problem is a linear system, generally solved by means of an iterative method. The most costly part of each iterative step is a matrix-vector product with a…

Numerical Analysis · Computer Science 2014-05-15 S. Cuomo , R. Farina , A. Galletti , L. Marcellino

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer

Variational inequalities are an important tool, which includes minimization, saddles, games, fixed-point problems. Modern large-scale and computationally expensive practical applications make distributed methods for solving these problems…

Optimization and Control · Mathematics 2023-03-01 Aleksandr Beznosikov , Alexander Gasnikov

Estimating background-error covariances remains a core challenge in variational data assimilation (DA). Operational systems typically approximate these covariances by transformations that separate geostrophically balanced components from…

Atmospheric and Oceanic Physics · Physics 2026-01-21 Boštjan Melinc , Uroš Perkan , Žiga Zaplotnik

We show how magnetic observations of the Sun can be used in conjunction with an axisymmetric flux-transport solar dynamo model in order to estimate the large-scale meridional circulation throughout the convection zone. Our innovative…

Solar and Stellar Astrophysics · Physics 2017-10-06 Ching Pui Hung , Laurène Jouve , Allan Sacha Brun , Alexandre Fournier , Olivier Talagrand

Data assimilation techniques, developed in the last two decades mainly for weather prediction, produce better forecasts by taking advantage of both theoretical/numerical models and real-time observations. In this paper, we explore the…

Astrophysics · Physics 2015-05-13 Eric Bélanger , Alain Vincent , Paul Charbonneau

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Today's ocean numerical prediction skills depend on the availability of in-situ and remote ocean observations at the time of the predictions only. Because observations are scarce and discontinuous in time and space, numerical models are…

Signal Processing · Electrical Eng. & Systems 2022-06-06 Ali Muhamed Ali , Hanqi Zhuang , Yu Huang , Ali K. Ibrahim , Ali Salem Altaher , Laurent Chérubin

Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…

Fluid Dynamics · Physics 2022-11-10 Andrea Nóvoa , Luca Magri