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The Picard iteration for the Boussinesq model of natural convection can be an attractive solver because it stably decouples the fluid equations from the temperature equation (for contrast, the Newton iteration does not stably decouple).…

Numerical Analysis · Mathematics 2025-02-18 Elizabeth Hawkins

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

Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…

Numerical Analysis · Mathematics 2024-07-31 Aytekin Çıbık , Rui Fang , William Layton , Farjana Siddiqua

This paper improves the spectrally-filtered direct-insertion downscaling method for discrete-in-time data assimilation by introducing a relaxation parameter that overcomes a constraint on the observation frequency. Numerical simulations…

Numerical Analysis · Mathematics 2026-01-13 Emine Celik , Eric Olson

In this article, we prove that data assimilation by feedback nudging can be achieved for the three-dimensional quasi-geostrophic equation in a simplified scenario using only large spatial scale observables on the dynamical boundary. On this…

Analysis of PDEs · Mathematics 2016-12-12 Michael S. Jolly , Vincent R. Martinez , Edriss S. Titi

Nudging is a data assimilation method amenable to both analysis and implementation. It also has the (reported) advantage of being insensitive to model errors compared to other assimilation methods. However, nudging behavior in the presence…

Numerical Analysis · Mathematics 2025-04-24 Aytekin Çibik , Rui Fang , William Layton , Farjana Siddiqua

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

Probability · Mathematics 2026-01-27 Kush Kinra

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

Data assimilation plays a crucial role in modern weather prediction, providing a systematic way to incorporate observational data into complex dynamical models. The paper addresses continuous data assimilation for a model arising as a…

Analysis of PDEs · Mathematics 2026-02-03 Eduard Feireisl , Piotr Gwiazda , Agnieszka Świerczewska-Gwiazda

We show how the 3DVAR data assimilation methodology can be used in the astrophysical context of a two-dimensional convection flow. We study the way this variational approach finds best estimates of the current state of the flow from a…

Solar and Stellar Astrophysics · Physics 2013-08-09 Andreas Svedin , Milena C. Cuellar , Axel Brandenburg

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

Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…

Numerical Analysis · Mathematics 2019-08-15 Sebastian Reich

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

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

This article studies the intimate relationship between two filtering algorithms for continuous data assimilation, the synchronization filter and the nudging filter, in the paradigmatic context of the two-dimensional (2D) Navier-Stokes…

Analysis of PDEs · Mathematics 2025-12-24 Elizabeth Carlson , Aseel Farhat , Vincent R. Martinez , Collin Victor

We study a continuous data assimilation (CDA) algorithm for a velocity-vorticity formulation of the 2D Navier-Stokes equations in two cases: nudging applied to the velocity and vorticity, and nudging applied to the velocity only. We prove…

Numerical Analysis · Mathematics 2020-06-15 Matthew Gardner , Adam Larios , Leo G. Rebholz , Duygu Vargun , Camille Zerfas

We introduce a localized version of the nudging data assimilation algorithm for the periodic 2D Navier-Stokes equations in which observations are confined (i.e., localized) to a window that moves across the entire domain along a…

Analysis of PDEs · Mathematics 2023-01-05 Animikh Biswas , Zachary Bradshaw , Michael Jolly

We propose, analyze, and test a novel continuous data assimilation two-phase flow algorithm for reservoir simulation. We show that the solutions of the algorithm, constructed using coarse mesh observations, converge at an exponential rate…

Numerical Analysis · Mathematics 2022-06-22 Yat Tin Chow , Wing Tat Leung , Ali Pakzad

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

We consider three-dimensional (3D) Boussinesq convection system of an incompressible fluid in a closed sample of a porous medium. Specifically, we introduce and analyze a 3D Brinkman-Forchheimer-B\'enard convection problem describing the…

Analysis of PDEs · Mathematics 2022-04-08 Edriss S. Titi , Saber Trabelsi