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A nonlinear ensemble-variational (EnVar) data assimilation is performed in order to estimate the unknown flow field over a slender cone at Mach-6, from isolated wall-pressure measurements. The cost functional accounts for discrepancies in…

Fluid Dynamics · Physics 2022-09-14 David A. Buchta , Stuart J. Laurence , Tamer A. Zaki

Modeling flows in fractured porous media is important in applications. One main challenge in numerical simulation is that the flow is strongly influenced by the fractures, so that the solutions typically contain complex features, which…

Numerical Analysis · Mathematics 2020-06-11 Lina Zhao , Eric Chung

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

We describe a new approach allowing for systematic causal attribution of weather and climate-related events, in near-real time. The method is purposely designed to facilitate its implementation at meteorological centers by relying on data…

It has been shown, that high resolution images can be acquired using a low resolution sensor with non-regular sampling. Therefore, post-processing is necessary. In terms of video data, not only the spatial neighborhood can be used to assist…

Image and Video Processing · Electrical Eng. & Systems 2022-09-29 Andreas Spruck , Markus Jonscher , JÜrgen Seiler , André Kaup

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

This paper introduces an extension of generalised filtering for online applications. Generalised filtering refers to data assimilation schemes that jointly infer latent states, learn unknown model parameters, and estimate uncertainty in an…

Machine Learning · Statistics 2026-05-05 Mehran H. Z. Bazargani , Szymon Urbas , Adeel Razi , Thomas Brendan Murphy , Karl Friston

This paper is concerned with the filtering problem in continuous-time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter which provides an exact solution for the linear Gaussian…

Optimization and Control · Mathematics 2017-12-22 Amirhossein Taghvaei , Jana de Wiljes , Prashant G. Mehta , Sebastian Reich

Data assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

Chaotic Dynamics · Physics 2009-11-13 A. Carrassi , S. Vannitsem , C. Nicolis

Flow and diffusion models achieve high-fidelity, high-resolution image synthesis, but often require many function evaluations (NFEs) at sampling time. Existing acceleration methods either require additional training through distillation or…

Computer Vision and Pattern Recognition · Computer Science 2026-05-20 Anuska Roy , Pravin Nair

Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes, yet existing…

Machine Learning · Computer Science 2025-01-15 Oscar Key , So Takao , Daniel Giles , Marc Peter Deisenroth

This paper proposes a parallel numerical algorithm to simulate the flow and the transport in a discrete fracture network taking into account the mass exchanges with the surrounding matrix. The discretization of the Darcy fluxes is based on…

Numerical Analysis · Mathematics 2016-11-18 Feng Xing , Roland Masson , Simon Lopez

We show that modifying a Bayesian data assimilation scheme by incorporating kinematically-consistent displacement corrections produces a scheme that is demonstrably better at estimating partially observed state vectors in a setting where…

Data Analysis, Statistics and Probability · Physics 2016-12-06 W. Steven Rosenthal , Shankar C. Venkataramani , Arthur J. Mariano , Juan M. Restrepo

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

We propose a numerical approximation method for the Cahn-Hilliard equations that incorporates continuous data assimilation in order to achieve long time accuracy. The method uses a C$^0$ interior penalty spatial discretization of the fourth…

Numerical Analysis · Mathematics 2021-06-29 Amanda E. Diegel , Leo G. Rebholz

In this paper, we propose a multiscale method for the Darcy-Forchheimer model in highly heterogeneous porous media. The problem is solved in the framework of generalized multiscale finite element methods (GMsFEM) combined with a multipoint…

Numerical Analysis · Mathematics 2020-07-20 Zhengkang He , Eric T. Chung , Jie Chen , Zhangxin Chen

This paper focuses on continuous data assimilation (CDA) for the Navier-Stokes equations with nonlinear slip boundary conditions. CDA methods are typically employed to recover the original system when initial data or viscosity coefficients…

Numerical Analysis · Mathematics 2025-03-28 W. C. Wu , H. Y. Dong , K. Wang

Continuous data assimilation methods, such as the nudging algorithm introduced by Azouani, Olson, and Titi (AOT) [2], are known to be highly effective in deterministic settings for asymptotically synchronizing approximate solutions with…

Probability · Mathematics 2025-12-18 Hakima Bessaih , Benedetta Ferrario , Oussama Landoulsi , Margherita Zanella

This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies developing novel schemes with an understanding of the rich…

Optimization and Control · Mathematics 2022-03-28 Colin Grudzien , Marc Bocquet

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker
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