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In this work a new finite element based Method of Relaxed Streamline Upwinding is proposed to solve hyperbolic conservation laws. Formulation of the proposed scheme is based on relaxation system which replaces hyperbolic conservation laws…

Numerical Analysis · Mathematics 2019-06-05 Ameya D. Jagtap

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

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

In this paper we propose a continuous data assimilation (downscaling) algorithm for a two-dimensional B\'enard convection problem. Specifically we consider the two-dimensional Boussinesq system of a layer of incompressible fluid between two…

Analysis of PDEs · Mathematics 2017-02-01 Aseel Farhat , Evelyn Lunasin , Edriss S. Titi

We present a general, high-order, fully explicit relaxation scheme which can be applied to any system of nonlinear hyperbolic conservation laws in multiple dimensions. The scheme consists of two steps. In a first (relaxation) step, the…

Numerical Analysis · Mathematics 2016-09-06 Pauline Lafitte , Ward Melis , Giovanni Samaey

We study the convergence of a discrete Luenberger observer for the barotropic Euler equations in one dimension, for measurements of the velocity only. We use a mixed finite element method in space and implicit Euler integration in time. We…

Numerical Analysis · Mathematics 2026-03-13 Aidan Chaumet , Jan Giesselmann

In this work, we introduce a novel approach to formulating an artificial viscosity for shock capturing in nonlinear hyperbolic systems by utilizing the property that the solutions of hyperbolic conservation laws are not reversible in time…

Numerical Analysis · Mathematics 2022-04-20 Tarik Dzanic , Will Trojak , Freddie D. Witherden

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

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz

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

A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…

Numerical Analysis · Mathematics 2025-10-29 Shaoshuai Chu , Michael Herty , Maria Lukacova-Medvidova , Yizhou Zhou

Consider a continuous dynamical system for which partial information about its current state is observed at a sequence of discrete times. Discrete data assimilation inserts these observational measurements of the reference dynamical system…

Dynamical Systems · Mathematics 2015-05-20 Kevin Hayden , Eric Olson , Edriss S. Titi

Motivated by the challenge of moment recovery in hydrodynamic approximation in kinetic theory, we propose a data-driven approach for the hydrodynamic models. Inspired by continuous data assimilation, our method introduces a relaxation-based…

Numerical Analysis · Mathematics 2025-07-25 Jingcheng Lu , Kunlun Qi , Li Wang , Jeff Calder

We present some recent developments on shock capturing methods for nonlinear hyperbolic systems of balance laws, whose prototype is the Euler system of compressible fluid flows, and especially discuss {structure-preserving} techniques. The…

Analysis of PDEs · Mathematics 2015-12-29 Philippe G. LeFloch

We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…

Optimization and Control · Mathematics 2026-02-12 Benedikt Kaltenbach , Christian Aarset , Tram Thi Ngoc Nguyen

We study the numerical performance of a continuous data assimilation (downscaling) algorithm, based on ideas from feedback control theory, in the context of the two-dimensional incompressible Navier--Stokes equations. Our model problem is…

Dynamical Systems · Mathematics 2016-05-04 Masakazu Gesho , Eric Olson , Edriss S. Titi

In this paper we propose a new sequential data assimilation method for non-linear ordinary differential equations with compact state space. The method is designed so that the Lyapunov exponents of the corresponding estimation error dynamics…

Dynamical Systems · Mathematics 2017-11-15 Jason Frank , Sergiy Zhuk

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

Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by a computational model. The states of many dynamical systems…

Optimization and Control · Mathematics 2024-05-08 Amit N. Subrahmanya , Andrey A. Popov , Reid J. Gomillion , Adrian Sandu

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska
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