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Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

The topic of this paper are similarity solutions occurring in multi-dimensional Burgers' equation. We present a simple derivation of the symmetries appearing in a family of generalizations of Burgers' equation in $d$-space dimensions. These…

Numerical Analysis · Mathematics 2017-12-06 Jens Rottmann-Matthes

Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik

In this article we deal with one-dimensional inverse problems concerning the Burgers equation and some related nonlinear systems (involving heat effects and/or variable density). In these problems, the goal is to find the size of the…

Analysis of PDEs · Mathematics 2022-01-05 J. Apraiz , A. Doubova , E. Fernández-Cara , M. Yamamoto

In this paper we study the following Burgers equation du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t) where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness…

Analysis of PDEs · Mathematics 2016-09-07 Weinan E , K. M. Khanin , A. E. Mazel , Ya. G. Sinai

We study dynamic minimization problems of the calculus of variations with generalized Lagrangian functionals that depend on a general linear operator $K$ and defined on bounded-time intervals. Under assumptions of regularity, convexity and…

Optimization and Control · Mathematics 2014-05-08 Loïc Bourdin , Tatiana Odzijewicz , Delfim F. M. Torres

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

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

We consider the Burgers equation on the real line with forcing given by Poissonian noise with no periodicity assumption. Under a weak concentration condition on the driving random force, we prove existence and uniqueness of a global…

Probability · Mathematics 2013-07-26 Yuri Bakhtin

Burgers equation is one of the simplest nonlinear partial differential equations-it combines the basic processes of diffusion and nonlinear steepening. In some applications it is appropriate for the diffusion coefficient to be a…

Mathematical Physics · Physics 2007-05-23 Zhenquan Li , A. J. Roberts

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

Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…

Numerical Analysis · Mathematics 2024-01-04 Josie König , Melina A. Freitag

We revisit the problem of approximating minimizers of certain convex functionals subject to a convexity constraint by solutions of fourth order equations of Abreu type. This approximation problem was studied in previous works of…

Analysis of PDEs · Mathematics 2020-02-12 Nam Q. Le

Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…

Numerical Analysis · Mathematics 2025-04-01 Vladimir Yushutin

We present a collection of algorithms which utilize dimensional reduction to perform mesh refinement and study possibly singular solutions of time-dependent partial differential equations. The algorithms are inspired by constructions used…

Numerical Analysis · Mathematics 2007-06-21 Panagiotis Stinis

The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…

Classical Analysis and ODEs · Mathematics 2015-12-22 Ricardo Almeida

Consider the viscous Burgers equation on a bounded interval with inhomogeneous Dirichlet boundary conditions. Following the variational framework introduced by Bertini-De Sole-Gabrielli-Jona-Lasinio-Landim C, we analyze a Lyapunov…

Probability · Mathematics 2010-08-04 Lorenzo Bertini , Marcello Ponsiglione

In this paper we propose a bilevel optimization approach for the placement of space and time observations in variational data assimilation problems. Within the framework of supervised learning, we consider a bilevel problem where the…

Optimization and Control · Mathematics 2019-10-09 Paula Castro , Juan Carlos De los Reyes

Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…

Dynamical Systems · Mathematics 2023-04-13 Nazanin Abedini , Svetlana Dubinkina

We investigate the properties of minimizers of one-dimensional variational problems when the Lagrangian has no higher smoothness than continuity. An elementary approximation result is proved, but it is shown that this cannot be in general…

Classical Analysis and ODEs · Mathematics 2017-04-12 Richard Gratwick