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Data assimilation (DA) is a fundamental component of modern weather prediction, yet it remains a major computational bottleneck in machine learning (ML)-based forecasting pipelines due to reliance on traditional variational methods. Recent…

Machine Learning · Computer Science 2026-02-09 Ran Cheng , Lailai Zhu

A thermal convection loop is a annular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, dynamics…

Dynamical Systems · Mathematics 2016-06-24 Andrew J. Reagan , Yves Dubief , Peter Sheridan Dodds , Christopher M. Danforth

We propose two approaches for selecting variables in latent class analysis (i.e.,mixture model assuming within component independence), which is the common model-based clustering method for mixed data. The first approach consists in…

Computation · Statistics 2017-03-08 Matthieu Marbac , Mohammed Sedki

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

Long-range geophysical forecasts are fundamentally limited by chaotic dynamics and numerical errors. While data assimilation can mitigate these issues, classical variational smoothers require computationally expensive tangent-linear and…

Machine Learning · Computer Science 2026-02-24 Phillip Si , Peng Chen

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Ardeshir Mohammad Ebtehaj , Efi Foufoula-Georgiou

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

The Reynolds-averaged Navier-Stokes (RANS) equations provide a computationally efficient method for solving fluid flow problems in engineering applications. However, the use of closure models to represent turbulence effects can reduce their…

Fluid Dynamics · Physics 2024-05-02 Oliver Brenner , Justin Plogmann , Pasha Piroozmand , Patrick Jenny

We present a novel framework for assimilating planar PIV experimental data using a variational approach to enhance the predictions of the Spalart-Allmaras RANS turbulence model. Our method applies three-dimensional constraints to the…

Fluid Dynamics · Physics 2026-01-27 Uttam Cadambi Padmanaban , Bharathram Ganapathisubramani , Sean Symon

Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe

Reduced-order dynamical models play a central role in developing our understanding of predictability of climate irrespective of whether we are dealing with the actual climate system or surrogate climate-models. In this context, the…

Geophysics · Physics 2021-03-11 B. T. Nadiga

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz

We show, using idealized models, that numerical data assimilation can be successful only if an effective dimension of the problem is not excessive. This effective dimension depends on the noise in the model and the data, and in physically…

Mathematical Physics · Physics 2015-06-15 Alexandre J. Chorin , Matthias Morzfeld

This paper constructs an ensemble-based sampling smoother for four-dimensional data assimilation using a Hybrid/Hamiltonian Monte-Carlo approach. The smoother samples efficiently from the posterior probability density of the solution at the…

Numerical Analysis · Computer Science 2015-05-19 Ahmed Attia , Vishwas Rao , Adrian Sandu

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

Machine Learning · Computer Science 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung

In this work are presented and discussed some results related to the validation process of a software module based on PETSc which implements a Data Assimilation algorithm.

Mathematical Software · Computer Science 2018-10-04 Luisa Carracciuolo , Emil M. Constantinescu , Luisa D'Amore

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud