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We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

This paper presents a comparison of two reduced-order, sequential and variational data assimilation methods: the SEEK filter and the R-4D-Var. A hybridization of the two, combining the variational framework and the sequential evolution of…

Geophysics · Physics 2009-11-13 Céline Robert , Eric Blayo , Jacques Verron

This chapter describes a novel approach for the treatment of model error in geophysical data assimilation. In this method, model error is treated as a deterministic process fully correlated in time. This allows for the derivation of the…

Atmospheric and Oceanic Physics · Physics 2015-11-11 Alberto Carrassi , Stéphane Vannitsem

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

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

Forecasting ocean drift trajectories are important for many applications, including search and rescue operations, oil spill cleanup and iceberg risk mitigation. In an operational setting, forecasts of drift trajectories are produced based…

Computation · Statistics 2020-03-26 Håvard Heitlo Holm , Martin Lilleeng Sætra , Peter Jan van Leeuwen

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…

This paper describes a method for deriving approximate equations for irrotational water waves. The method is based on a 'relaxed' variational principle, i.e., on a Lagrangian involving as many variables as possible. This formulation is…

Classical Physics · Physics 2020-02-20 Didier Clamond , Denys Dutykh

We develop an optimal experimental design framework for adapting the covariance inflation and localization in data assimilation problems. Covariance inflation and localization are ubiquitously employed to alleviate the effect of using…

Computational Engineering, Finance, and Science · Computer Science 2019-03-26 Ahmed Attia , Emil Constantinescu

Model errors are increasingly seen as a fundamental performance limiter in both Numerical Weather Prediction and Climate Prediction simulations run with state of the art Earth system digital twins.This has motivated recent efforts aimed at…

Applications · Statistics 2021-09-22 Massimo Bonavita

Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…

Fluid Dynamics · Physics 2022-11-10 Andrea Nóvoa , Luca Magri

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

The analytical expression for angular integral flux of atmospheric muons in matter with the explicit relation of its parameters with those of the sea level spectrum is obtained. The fitting formula for the sea level muon spectrum at…

High Energy Physics - Phenomenology · Physics 2014-11-17 S. I. Klimushin , E. V. Bugaev , I. A. Sokalski

Satellite radar altimeters are a key source of observation of ocean surface dynamics. However, current sensor technology and mapping techniques do not yet allow to systematically resolve scales smaller than 100km. With their new sensors,…

Machine Learning · Computer Science 2023-09-28 Quentin Febvre , Ronan Fablet , Julien Le Sommer , Clément Ubelmann

Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik

In this paper we propose the use of a continuous data assimilation algorithm for miscible flow models in a porous medium. In the absence of initial conditions for the model, observed sparse measurements are used to generate an approximation…

Numerical Analysis · Mathematics 2022-06-23 Hakima Bessaih , Victor Ginting , Bradley McCaskill

Algorithms for data assimilation try to predict the most likely state of a dynamical system by combining information from observations and prior models. Variational approaches, such as the weak-constraint four-dimensional variational data…

Numerical Analysis · Mathematics 2023-04-05 Davide Palitta , Jemima M. Tabeart
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