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Popular (ensemble) Kalman filter data assimilation (DA) approaches assume that the errors in both the a priori estimate of the state and those in the observations are Gaussian. For constrained variables, e.g. sea ice concentration or…

Machine Learning · Computer Science 2025-02-19 Ivo Pasmans , Yumeng Chen , Tobias Sebastian Finn , Marc Bocquet , Alberto Carrassi

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

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

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

Machine Learning · Computer Science 2024-03-20 Feiyu Lu

The present research work proposes advancement for Data Assimilation strategies using Convolutional Neural Networks (CNN). More precisely, multi-fidelity and multi-level algorithms for the Ensemble Kalman Filter are enhanced by CNN tools,…

Fluid Dynamics · Physics 2025-07-21 Tom Moussie , Paolo Errante , Marcello Meldi

Ensemble Kalman inversion is a parallelizable derivative-free method to solve inverse problems. The method uses an ensemble that follows the Kalman update formula iteratively to solve an optimization problem. The ensemble size is crucial to…

Numerical Analysis · Mathematics 2021-05-25 Yoonsang Lee

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

The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Daniele Giovanni Gioia , Jacopo Bonari , Daniel Lichte , Alexander Popp

Methods to deal with systematic model errors are an increasingly important component of modern data assimilation systems and their effectiveness has increased in recent years thanks to advances in methodology and the quality and density of…

Applications · Statistics 2022-09-26 Massimo Bonavita , Patrick Laloyaux

Data assimilation (DA) is widely used to combine physical knowledge and observations. It is nowadays commonly used in geosciences to perform parametric calibration. In a context of climate change, old calibrations can not necessarily be…

Machine Learning · Statistics 2021-06-23 Rem-Sophia Mouradi , Cédric Goeury , Olivier Thual , Fabrice Zaoui , Pablo Tassi

Model errors are increasingly seen as a fundamental performance limiter in both Numerical Weather Prediction and Climate Prediction simulations run with state of the art Earth system digital twins.This has motivated recent efforts aimed at…

Applications · Statistics 2021-09-22 Massimo Bonavita

This study aims at introducing two conservative thermodynamic variables (moist-air entropy potential temperature and total water content) into a one-dimensional variational data assimilation system (1D-Var) to demonstrate the benefit for…

Atmospheric and Oceanic Physics · Physics 2022-04-12 Pascal Marquet , Pauline Martinet , Jean-François Mahfouf , Alina Lavinia Barbu , Benjamin Ménétrier

Using a high degree of parallelism is essential to perform data assimilation efficiently. The state formulation of the incremental weak constraint four-dimensional variational data assimilation method allows parallel calculations in the…

Numerical Analysis · Mathematics 2021-08-19 Ieva Daužickaitė , Amos S. Lawless , Jennifer A. Scott , Peter Jan van Leeuwen

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

A data-driven method for improving the correlation estimation in serial ensemble Kalman filters is introduced. The method finds a linear map that transforms, at each assimilation cycle, the poorly estimated sample correlation into an…

Statistics Theory · Mathematics 2017-04-05 Michèle De La Chevrotière , John Harlim

We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the…

Applications · Statistics 2017-04-05 Alberto Carrassi , Marc Bocquet , Alexis Hannart , Michael Ghil

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists of three computational steps. First an ensemble of model…

Numerical Analysis · Computer Science 2015-02-03 Elias D. Nino , Adrian Sandu
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