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Data assimilation has become a key technique for combining physical models with observational data to estimate state variables. However, classical assimilation algorithms often struggle with the high nonlinearity present in both physical…

Machine Learning · Computer Science 2025-07-22 Zhuoyuan Li , Bin Dong , Pingwen Zhang

Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes, yet existing…

Machine Learning · Computer Science 2025-01-15 Oscar Key , So Takao , Daniel Giles , Marc Peter Deisenroth

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Computation · Statistics 2020-05-19 John Maclean , Erik S Van Vleck

Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Marios Andreou , Nan Chen , Yingda Li

Obtaining accurate high-resolution representations of model outputs is essential to describe the system dynamics. In general, however, only spatially- and temporally-coarse observations of the system states are available. These observations…

Dynamical Systems · Mathematics 2022-11-08 Mohamad Abed El Rahman Hammoud , Olivier LeMaitre , Edriss S. Titi , Ibrahim Hoteit , Omar Knio

Variational inequalities as an effective tool for solving applied problems, including machine learning tasks, have been attracting more and more attention from researchers in recent years. The use of variational inequalities covers a wide…

Optimization and Control · Mathematics 2024-12-20 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov

Accurate mapping of ocean bathymetry is a multi-faceted process, needed for safe and efficient navigation on shipping routes and for predicting tsunami waves. Currently available bathymetry data does not always provide the resolution to…

Fluid Dynamics · Physics 2020-03-12 N. K. -R. Kevlahan , R. A. Khan

The convex hull describes the extent or shape of a set of data and is used ubiquitously in computational geometry. Common algorithms to construct the convex hull on a finite set of n points (x,y) range from O(nlogn) time to O(n) time.…

Computational Geometry · Computer Science 2015-05-06 José O. Cadenas , Graham Megson

In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Sys., 17 (2018)] to take partial observations into account. Our method is based on…

Optimization and Control · Mathematics 2020-11-13 Bart de Leeuw , Svetlana Dubinkina

The problem of effectively combining data with a mathematical model constitutes a major challenge in applied mathematics. It is particular challenging for high-dimensional dynamical systems where data is received sequentially in time and…

Dynamical Systems · Mathematics 2013-04-08 K. J. H. Law , A. Shukla , A. M. Stuart

Recent developments in numerical weather prediction have led to the use of correlated observation error covariance (OEC) information in data assimilation and forecasting systems. However, diagnosed OEC matrices are often ill-conditioned and…

Atmospheric and Oceanic Physics · Physics 2020-06-24 Jemima M. Tabeart , Sarah L. Dance , Amos S. Lawless , Stefano Migliorini , Nancy K. Nichols , Fiona Smith , Joanne A. Waller

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

This paper investigates zeroth-order (ZO) finite-sum composite optimization. Recently, variance reduction techniques have been applied to ZO methods to mitigate the non-vanishing variance of 2-point estimators in constrained/composite…

Optimization and Control · Mathematics 2026-01-09 Silan Zhang , Yujie Tang

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

The thermal management of cryogenic storage tanks requires advanced control strategies to minimize the boil-off losses produced by heat leakages and sloshing-enhanced heat and mass transfer. This work presents a data-assimilation approach…

Fluid Dynamics · Physics 2025-04-02 Pedro Afonso Marques , Samuel Ahizi , Miguel Alfonso Mendez

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

This paper focuses on continuous data assimilation (CDA) for the Navier-Stokes equations with nonlinear slip boundary conditions. CDA methods are typically employed to recover the original system when initial data or viscosity coefficients…

Numerical Analysis · Mathematics 2025-03-28 W. C. Wu , H. Y. Dong , K. Wang

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

This paper considers the ill-posed data assimilation problem associated with hyperbolic/parabolic systems describing 2D coupled sound and heat flow. Given hypothetical data at time T > 0, that may not correspond to an actual solution of the…

Numerical Analysis · Mathematics 2025-01-28 Alfred S. Carasso

The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Langwen Huang , Lukas Gianinazzi , Yuejiang Yu , Peter D. Dueben , Torsten Hoefler