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A framework for data assimilation combining aspects of operator-theoretic ergodic theory and quantum mechanics is developed. This framework adapts the Dirac--von Neumann formalism of quantum dynamics and measurement to perform sequential…

Mathematical Physics · Physics 2019-09-18 Dimitrios Giannakis

In this paper, we propose an adaptive high-order method for hyperbolic systems of conservation laws. The proposed method is based on a dual formulation approach: Two numerical solutions, corresponding to conservative and nonconservative…

Numerical Analysis · Mathematics 2026-01-29 Alina Chertock , Qingcheng Fu , Alexander Kurganov , Lorenzo Micalizzi

This paper revisits the previously proposed linear asymptotic observer of the motion state variables with nonlinear friction and provides a robust design suitable for both, transient presliding and steady-state sliding phases of the…

Systems and Control · Electrical Eng. & Systems 2023-05-26 Michael Ruderman

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…

Analysis of PDEs · Mathematics 2018-09-05 Michael S. Jolly , Vincent R. Martinez , Eric J. Olson , Edriss S. Titi

A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic…

Dynamical Systems · Mathematics 2024-06-13 Johannes Krotz , Juan M. Restrepo , Jorge Ramirez

Nonlinear friction has long been, and continues to be, one of the major challenges for precision motion control systems. A linear asymptotic observer of the motion state variables with nonlinear friction uses a dedicated state-space…

Systems and Control · Electrical Eng. & Systems 2025-12-22 Michael Ruderman

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

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

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 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

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

Solutions to hyperbolic conservation laws can be approximated in many different ways: by vanishing viscosity, relaxations, discrete or semi-discrete numerical schemes, approximation with a nonlocal flux, etc$\ldots$ For some of these…

Analysis of PDEs · Mathematics 2026-05-04 Alberto Bressan , Laura Caravenna , Wen Shen

An algorithm for continuous data assimilation for the two- dimensional B\'enard convection problem is introduced and analyzed. It is inspired by the data assimilation algorithm developed for the Navier-Stokes equations, which allows for the…

Analysis of PDEs · Mathematics 2015-05-20 Aseel Farhat , Michael S. Jolly , Edriss S. Titi

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…

Numerical Analysis · Mathematics 2024-01-24 Jake J. Harmon , Svetlana Tokareva , Anatoly Zlotnik , Pieter J. Swart

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

Continuous data assimilation (CDA) nudges observational data into governing equations to recover the underlying flow and improve predictions. Existing rigorous CDA analyses focus primarily on incompressible flows, yet no physical flow is…

Numerical Analysis · Mathematics 2026-04-30 Aytekin Çıbık , Rui Fang

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

The analysis of non-local regularisations of scalar conservation laws is an active research program. Applications of such equations are found in the modelling of physical phenomena such as traffic flow. In this paper, we propose a novel…

Analysis of PDEs · Mathematics 2026-01-14 Shyam Sundar Ghoshal , Parasuram Venkatesh , Emil Wiedemann

The problem of state estimation for a system of coupled hyperbolic PDEs and ODEs with Lipschitz nonlinearities with boundary measurements is considered. An infinite dimensional observer with a linear boundary injection term is used to solve…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Francesco Ferrante , Andrea Cristofaro