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A hybrid scheme obtained by combining 3DVar with the Assimilation in the Unstable Subspace (3DVar-AUS) is tested in a QG model, under perfect model conditions, with a fixed observational network, with and without observational noise. The…

Chaotic Dynamics · Physics 2020-01-29 A. Carrassi , A. Trevisan , L. Descamps , O. Talagrand , F. Uboldi

Four-dimensional variational data assimilation (4DVar) has become an increasingly important tool in data science with wide applications in many engineering and scientific fields such as geoscience1-12, biology13 and the financial…

Data Analysis, Statistics and Probability · Physics 2018-05-28 Xiangjun Tian , Aiguo Dai , Xiaobing Feng , Hongqin Zhang , Rui Han , Lu Zhang

For many years, strongly and weakly constrained approaches were the only options to deal with errors in four-dimensional variational data assimilation (4DVar), with the aim of balancing the degrees of freedom and model constraints. Strong…

Atmospheric and Oceanic Physics · Physics 2022-12-21 Xiangjun Tian , Hongqin Zhang , Zhe Jin , Min Zhao , Yilong Wang , Yinhai Luo , Ziqing Zhang , Yanyan Tan

We carry out a rigorous analysis of four-dimensional variational data assimilation ($4D$-VAR) problems for linear and semilinear parabolic partial differential equations. Continuity of the state with respect to the spatial variable is…

Optimization and Control · Mathematics 2025-05-30 Paula Castro , Juan Carlos De los Reyes , Ira Neitzel

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it…

Machine Learning · Computer Science 2025-06-16 Yiming Yang , Xiaoyuan Cheng , Daniel Giles , Sibo Cheng , Yi He , Xiao Xue , Boli Chen , Yukun Hu

Four-dimensional variational data assimilation (4D-Var) on a seasonal-to-interdecadal time scale under the existence of unstable modes can be viewed as an optimization problem of synchronized, coupled chaotic systems. The problem is tackled…

Data Analysis, Statistics and Probability · Physics 2015-11-17 Nozomi Sugiura , Shuhei Masuda , Yosuke Fujii , Masafumi Kamachi , Yoichi Ishikawa , Toshiyuki Awaji

The URANS equations provide a computationally efficient tool to simulate unsteady turbulent flows for a wide range of applications. To account for the errors introduced by the turbulence closure model, recent works have adopted data…

Fluid Dynamics · Physics 2025-01-22 Justin Plogmann , Oliver Brenner , Patrick Jenny

This work introduces a new class of four-dimensional variational data assimilation (4D-Var) methods grounded in data-consistent inversion (DCI) theory. The methods extend classical 4D-Var by incorporating a predictability-aware…

Numerical Analysis · Mathematics 2025-11-04 Rylan Spence , Troy Butler , Clint Dawson

This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze

The four-dimensional variational data assimilation (4D-Var) has emerged as an important methodology, widely used in numerical weather prediction, oceanographic modeling, and climate forecasting. Classical unconstrained gradient-based…

Numerical Analysis · Mathematics 2024-10-08 Bowen Li , Bin Shi

Dynamic downscaling typically involves using numerical weather prediction (NWP) solvers to refine coarse data to higher spatial resolutions. Data-driven models such as FourCastNet have emerged as a promising alternative to the traditional…

Atmospheric and Oceanic Physics · Physics 2025-03-05 Philip Dinenis , Vishwas Rao , Mihai Anitescu

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is…

Machine Learning · Computer Science 2018-12-20 Ershad Banijamali , Amir-Hossein Karimi , Ali Ghodsi

Variational data assimilation and machine-learning based super-resolution are two alternative approaches to state estimation in turbulent flows. The former is an optimisation problem featuring a time series of coarse observations, the…

Fluid Dynamics · Physics 2025-10-21 Markus Weyrauch , Moritz Linkmann , Jacob Page

The four-dimensional variational data assimilation methodology for assimilating noisy observations into a deterministic model has been the workhorse of forecasting centers for over three decades. While this method provides a computationally…

Optimization and Control · Mathematics 2023-07-19 Shady E Ahmed , Omer San , Sivaramakrishnan Lakshmivarahan , John M Lewis

Data assimilation combines prior (or background) information with observations to estimate the initial state of a dynamical system over a given time-window. A common application is in numerical weather prediction where a previous forecast…

Optimization and Control · Mathematics 2021-07-27 Coralia Cartis , Maha H. Kaouri , Amos S. Lawless , Nancy K. Nichols

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

Mathematical Physics · Physics 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

This paper presents a reduced-order approach for four-dimensional variational data assimilation, based on a prior EO F analysis of a model trajectory. This method implies two main advantages: a natural model-based definition of a mul…

This paper proposes two practical implementations of Four-Dimensional Variational (4D-Var) Ensemble Kalman Filter (4D-EnKF) methods for non-linear data assimilation. Our formulations' main idea is to avoid the intrinsic need for adjoint…

Applications · Statistics 2023-05-05 Elias Nin-Ruiz , Jairo Diaz-Rodriguez

The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and…

Methodology · Statistics 2021-01-19 Daniel Paulin , Ajay Jasra , Alexandros Beskos , Dan Crisan
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