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Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive biases to learn complex relationships. We here design a…

Machine Learning · Computer Science 2022-11-18 Arthur Filoche , Julien Brajard , Anastase Charantonis , Dominique Béréziat

We consider the assimilation of Lagrangian data into a primitive equations circulation model of the ocean at basin scale. The Lagrangian data are positions of floats drifting at fixed depth. We aim at reconstructing the four-dimensional…

Optimization and Control · Mathematics 2009-11-13 Maëlle Nodet

Data assimilation method consists in combining all available pieces of information about a system to obtain optimal estimates of initial states. The different sources of information are weighted according to their accuracy by the means of…

Data Analysis, Statistics and Probability · Physics 2014-04-30 Angélique Ponçot , Jean-Philippe Argaud , Bertrand Bouriquet , Patrick Erhard , Serge Gratton , Olivier Thual

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

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

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

The review describes the development of ideas Gury Ivanovich Marchuk in the field of variational data assimilation for ocean models applied in particular in coupled models for long-range weather forecasts. Particular attention is paid to…

Atmospheric and Oceanic Physics · Physics 2016-01-07 Christine Kazantsev , Eugene Kazantsev , Mikhail Tolstykh

Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…

The integration of observational data into numerical models, known as data assimilation (DA), is fundamental for making Numerical Weather Prediction (NWP) possible, with breathtaking success over the past 60 years (Bauer et al. 2015).…

Atmospheric and Oceanic Physics · Physics 2024-06-04 Jan D. Keller , Roland Potthast

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

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

This paper presents a practical computational approach to quantify the effect of individual observations in estimating the state of a system. Such an analysis can be used for pruning redundant measurements, and for designing future sensor…

Computational Engineering, Finance, and Science · Computer Science 2013-07-22 Alexandru Cioaca , Adrian Sandu , Eric de Sturler

In variational assimilation, the most probable state of a dynamical system under Gaussian assumptions for the prior and likelihood can be found by solving a least-squares minimization problem . In recent years, we have seen the popularity…

Numerical Analysis · Mathematics 2023-06-22 Shaerdan Shataer , Amos S. Lawless , Nancy K. Nichols

The spatio-temporal interpolation of large geophysical datasets has historically been addressed by Optimal Interpolation (OI) and more sophisticated equation-based or data-driven Data Assimilation (DA) techniques. Recent advances in the…

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…

Computational Physics · Physics 2021-11-10 Ronan Fablet , Bertrand Chapron , Lucas. Drumetz , Etienne Memin , Olivier Pannekoucke , Francois Rousseau

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…

Numerical Analysis · Mathematics 2025-04-01 Vladimir Yushutin

In this computational paper, we perform sensitivity analysis of long-time (or ensemble) averages in the chaotic regime using the shadowing algorithm. We introduce automatic differentiation to eliminate the tangent/adjoint equation solvers…

Dynamical Systems · Mathematics 2020-11-18 Nisha Chandramoorthy , Luca Magri , Qiqi Wang

Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe