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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

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Dynamical Systems · Mathematics 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Langwen Huang , Lukas Gianinazzi , Yuejiang Yu , Peter D. Dueben , Torsten Hoefler

Energy efficiency in process industry and passive safety systems in nuclear power plants necessitate the use of buoyancy driven heat exchangers. The current study presents a 1-D numerical model of the buoyancy driven fluid system in a…

Fluid Dynamics · Physics 2023-12-05 Prasanth Subramaniyan , Akhil Dass , Shivangi Tiwari , Sateesh Gedupudi

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…

Fluid Dynamics · Physics 2021-09-28 Vincent Mons , Yifan Du , Tamer A. Zaki

We apply a continuous data assimilation method to the Navier-Stokes-Fourier system governing the evolution of a compressible, rotating and thermally driven fluid. A rigorous proof of the tracking property is given in the asymptotic regime…

Analysis of PDEs · Mathematics 2025-10-24 Eduard Feireisl , Wladimir Neves

Accurate prediction of hypersonic flow fields over a compression ramp is critical for aerodynamic design but remains challenging due to the scarcity of experimental measurements such as velocity. This study systematically develops a data…

Fluid Dynamics · Physics 2025-11-26 Yuan Jia , Guoqin Zhao , Hao Ma , Xin Li , Chi Zhang , Chih-Yung Wen

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized…

Computation · Statistics 2010-03-10 Jan Mandel , Jonathan D. Beezley , Loren Cobb , Ashok Krishnamurthy

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

Fluid Dynamics · Physics 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin

The ability of computational fluid dynamics (CFD) models to predict flow boiling at high heat flux and high flow velocity conditions has been investigated. High heat fluxes of about 10 MW/m 2 and high flow velocities of about 10 m/s…

Heat spontaneously flows from hot to cold in standard thermodynamics. However, the latter theory presupposes the absence of initial correlations between interacting systems. We here experimentally demonstrate the reversal of heat flow for…

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

The hybrid model combines the physics-based primitive-equations model SPEEDY with a machine learning-based (ML-based) model component, while ERA5 reanalyses provide the presumed true states of the atmosphere. Six-hourly simulated noisy…

Chaotic Dynamics · Physics 2025-09-29 Dylan Elliott , Troy Arcomano , Istvan Szunyogh , Brian R. Hunt

Wall-bounded turbulent flows are chaotic and multiscale, rendering real-time prediction at high Reynolds numbers computationally prohibitive in applications such as wind farms. Classical data assimilation methods are based on repeated…

Fluid Dynamics · Physics 2026-05-25 Fabian Steinbrenner , Baris Turan , Hao Teng , Heng Xiao

A closure model is presented for large-eddy simulation (LES) based on the three-dimensional variational data assimilation algorithm. The approach aims at reconstructing high-fidelity kinetic energy spectra in coarse numerical simulations by…

Fluid Dynamics · Physics 2024-07-02 Sagy Ephrati , Arnout Franken , Erwin Luesink , Paolo Cifani , Bernard Geurts

Estimation of the initial state of turbulent channel flow from spatially and temporally resolved wall data is performed using adjoint-variational data assimilation. The accuracy of the predicted flow deteriorates with distance from the…

Fluid Dynamics · Physics 2026-02-17 Qi Wang , Mengze Wang , Tamer A. Zaki

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

Methodology · Statistics 2021-08-04 Maria Jahja , David C. Farrow , Roni Rosenfeld , Ryan J. Tibshirani

The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

The use of machine learning (ML) models in meteorology has attracted significant attention for their potential to improve weather forecasting efficiency and accuracy. GraphCast and NeuralGCM, two promising ML-based weather models, are at…

Atmospheric and Oceanic Physics · Physics 2024-11-25 Xiaoxu Tian , Daniel Holdaway , Daryl Kleist

We present a novel method for the classification and reconstruction of time dependent, high-dimensional data using sparse measurements, and apply it to the flow around a cylinder. Assuming the data lies near a low dimensional manifold…

Dynamical Systems · Mathematics 2015-06-03 Ido Bright , Guang Lin , J. Nathan Kutz
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