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Related papers: A reduced-order strategy for 4D-Var data assimilat…

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We propose two new methods based/inspired by machine learning for tabular data and distance-free localization to enhance the covariance estimations in an ensemble data assimilation. The main goal is to enhance the data assimilation results…

Machine Learning · Computer Science 2025-07-31 Vinicius L. S. Silva , Gabriel S. Seabra , Alexandre A. Emerick

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

A key a priori information used in 4DVar is the knowledge of the system's evolution equations. In this paper we propose a method for taking full advantage of the knowledge of the system's dynamical instabilities in order to improve the…

Chaotic Dynamics · Physics 2009-11-18 Anna Trevisan , Massimo D'Isidoro , Olivier Talagrand

Four-dimensional variational data assimilation (4DVAR) is a cornerstone of numerical weather prediction, but its cost function is difficult to optimize and computationally intensive. We propose a neural field-based reformulation in which…

Machine Learning · Computer Science 2025-09-29 Jaemin Oh

We prove consistence, convergence and stability of the Domain Decomposition in space and time method of 4DVAR Data Assimilation problem. We introduce the condition number of the problem and validate the theoretical analysis through…

Numerical Analysis · Mathematics 2021-12-14 Luisa D'Amore , Rosalba Cacciapuoti

The integration of observational data into numerical models, known as data assimilation (DA), is fundamental for making Numerical Weather Prediction (NWP) possible, with breathtaking success over the past 60 years (Bauer et al. 2015).…

Atmospheric and Oceanic Physics · Physics 2024-06-04 Jan D. Keller , Roland Potthast

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

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…

In variational assimilation, the most probable state of a dynamical system under Gaussian assumptions for the prior and likelihood can be found by solving a least-squares minimization problem . In recent years, we have seen the popularity…

Numerical Analysis · Mathematics 2023-06-22 Shaerdan Shataer , Amos S. Lawless , Nancy K. Nichols

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

There is currently a great deal of interest in the 4D-Var data assimilation scheme, in which one uses observational data to find the optimal initial condition for a differential equation by minimizing a cost function over the set of all…

Optimization and Control · Mathematics 2012-07-20 Graham Cox

A 4D-Var data assimilation technique is applied to a ORCA-2 configuration of the NEMO in order to identify the optimal parametrization of the boundary conditions on the lateral boundaries as well as on the bottom and on the surface of the…

Atmospheric and Oceanic Physics · Physics 2015-06-12 Eugene Kazantsev

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…

Data assimilation (DA) in the geophysical sciences remains the cornerstone of robust forecasts from numerical models. Indeed, DA plays a crucial role in the quality of numerical weather prediction, and is a crucial building block that has…

In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

Numerical Analysis · Mathematics 2026-04-13 Elise Bonnet-Weill , Virginie Ehrlacher , Luca Nenna

Variance reduction techniques are designed to decrease the sampling variance, thereby accelerating convergence rates of first-order (FO) and zeroth-order (ZO) optimization methods. However, in composite optimization problems, ZO methods…

Machine Learning · Computer Science 2024-05-29 Hao Di , Haishan Ye , Yueling Zhang , Xiangyu Chang , Guang Dai , Ivor W. Tsang

An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inverse error covariance matrices define the weighting matrices…

Numerical Analysis · Mathematics 2022-12-06 Olivier Goux , Selime Gürol , Anthony T. Weaver , Oliver Guillet , Youssef Diouane

Variational data assimilation is a technique for combining measured data with dynamical models. It is a key component of Earth system state estimation and is commonly used in weather and ocean forecasting. The approach involves a…

Numerical Analysis · Mathematics 2026-04-30 I. Daužickaitė , M. A. Freitag , S. Gürol , A. S. Lawless , A. Ramage , J. A. Scott , J. M. Tabeart

Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices…

Numerical Analysis · Mathematics 2022-01-05 Guannan Hu , Sarah L. Dance