Related papers: A Derivative-Free Trust Region Framework for Varia…
In this paper, we investigate the inconsistency problem arising from observability mismatch that frequently occurs in nonlinear systems such as multi-robot cooperative localization and simultaneous localization and mapping. For a general…
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…
We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…
In this contribution we device and analyze improved variants of the non-conforming dual approach for trust-region reduced basis (TR-RB) approximation of PDE-constrained parameter optimization that has recently been introduced in [Keil et…
Accurate and timely prediction of crop growth is of great significance to ensure crop yields and researchers have developed several crop models for the prediction of crop growth. However, there are large difference between the simulation…
A non-intrusive data assimilation methodology is developed to improve the statistical predictions of large-eddy simulations (LES). The ensemble-variational (EnVar) approach aims to minimize a cost function that is defined as the discrepancy…
Under interpolation-type assumptions such as the strong growth condition, stochastic optimization methods can attain convergence rates comparable to full-batch methods, but their performance, particularly for SGD, remains highly sensitive…
Deep learning has recently gained attention in the atmospheric and oceanic sciences for its potential to improve the accuracy of numerical simulations or to reduce computational costs. Super-resolution is one such technique for…
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…
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting,…
We present a novel derivative-free interpolation based optimization algorithm. A trust-region method is used where a surrogate model is realized via an interpolation framework. The framework for interpolation is provided by Universal…
Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…
Ensemble methods, such as the ensemble Kalman filter (EnKF), the local ensemble transform Kalman filter (LETKF), and the ensemble Kalman smoother (EnKS) are widely used in sequential data assimilation, where state vectors are of huge…
This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…
This study demonstrates how the incremental 4D-Var data assimilation method can be applied efficiently preconditione d in an application to an oceanographic problem. The approach consists in performing a few iterations of the reduced-order…
In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…
Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…
Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…
Large-scale numerical simulations often produce high-dimensional gridded data that is challenging to process for downstream applications. A prime example is numerical weather prediction, where atmospheric processes are modeled using…
Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices…