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With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

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

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

Data assimilation plays a crucial role in modern weather prediction, providing a systematic way to incorporate observational data into complex dynamical models. The paper addresses continuous data assimilation for a model arising as a…

Analysis of PDEs · Mathematics 2026-02-03 Eduard Feireisl , Piotr Gwiazda , Agnieszka Świerczewska-Gwiazda

In this paper we propose a continuous data assimilation (downscaling) algorithm for the B\'enard convection in porous media using only coarse mesh measurements of the temperature. In this algorithm, we incorporate the observables as a…

Analysis of PDEs · Mathematics 2015-10-12 Aseel Farhat , Evelyn Lunasin , Edriss S. Titi

We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the…

Analysis of PDEs · Mathematics 2023-09-08 Emine Celik , Eric Olson

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

We study a continuous data assimilation algorithm proposed by Azouani, Olson, and Titi (AOT) in the context of an unknown Reynolds number. We determine the large-time error between the true solution of the 2D Navier-Stokes equations and the…

Analysis of PDEs · Mathematics 2018-12-20 Elizabeth Carlson , Joshua Hudson , Adam Larios

This paper improves the spectrally-filtered direct-insertion downscaling method for discrete-in-time data assimilation by introducing a relaxation parameter that overcomes a constraint on the observation frequency. Numerical simulations…

Numerical Analysis · Mathematics 2026-01-13 Emine Celik , Eric Olson

We study the use of the Azouani-Olson-Titi (AOT) continuous data assimilation algorithm to recover solutions of the Navier--Stokes equations modified to have higher-order fractional diffusion. The fractional diffusion case is of particular…

Analysis of PDEs · Mathematics 2023-07-04 Adam Larios , Collin Victor

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…

Optimization and Control · Mathematics 2025-05-02 Amit N. Subrahmanya , Adrian Sandu

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

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

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

We consider nonlinear solvers for the incompressible, steady (or at a fixed time step for unsteady) Navier-Stokes equations in the setting where partial measurement data of the solution is available. The measurement data is…

Numerical Analysis · Mathematics 2024-01-15 Bosco Garcia-Archilla , Xuejian Li , Julia Novo , Leo Rebholz

This article develops a general framework for continuous deterministic data assimilation for semilinear parabolic equations by means of evolution equations. Introducing a nudged model driven by partial observations, the global…

Analysis of PDEs · Mathematics 2026-02-25 Gianmarco Del Sarto , Matthias Hieber , Filippo Palma , Tarek Zöchling

In this paper, we provide conditions, \emph{based solely on the observed data}, for the global well-posedness, regularity and convergence of the Azouni-Olson-Titi data assimilation algorithm (AOT algorithm) for a Leray-Hopf weak solutions…

Analysis of PDEs · Mathematics 2020-03-04 Animikh Biswas , Randy Price

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