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The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

An essential component of therapeutic drug/biomarker monitoring (TDM) is to combine patient data with prior knowledge for model-based predictions of therapy outcomes. Current Bayesian forecasting tools typically rely only on the most…

Quantitative Methods · Quantitative Biology 2019-09-23 Corinna Maier , Niklas Hartung , Jana de Wiljes , Charlotte Kloft , Wilhelm Huisinga

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

Earth system modeling presents a fundamental challenge in scientific computing: capturing complex, multiscale nonlinear dynamics in computationally efficient models while minimizing forecast errors caused by necessary simplifications. Even…

Machine Learning · Computer Science 2025-08-04 Yongquan Qu , Matthieu Blanke , Sara Shamekh , Pierre Gentine

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

Continuous data assimilation (CDA) is a method that continuously integrates observational data into a dynamical system to improve model accuracy in real-time. The AOT algorithm is one of the most widely used methods in CDA due to its…

Optimization and Control · Mathematics 2024-07-25 Ning Ning , Collin Victor

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

Geophysics · Physics 2009-08-12 M. J. Werner , K. Ide , D. Sornette

Data assimilation (DA) estimates the state of an evolving dynamical system from noisy, partial observations, and is widely used in scientific simulation as well as weather and climate science. In practice, filtering methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2026-05-15 Yixuan Jia , Siyi Chen , Yida Pan , Xiao Li , Lianghe Shi , Chanyong Jung , Haijie Yuan , Ismail Alkhouri , Yue Cynthia Wu , Saiprasad Ravishankar , Jeffrey A Fessler , Qing Qu

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet

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 (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

Fluid Dynamics · Physics 2025-02-25 Amirmoez Jamaat , Yalan Song , Farshid Rahmani , Jiangtao Liu , Kathryn Lawson , Chaopeng Shen

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

We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and…

Machine Learning · Computer Science 2017-10-23 H. D. I. Abarbanel , P. J. Rozdeba , S. Shirman

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…

We propose, analyze, and test a novel continuous data assimilation reduced order model (DA-ROM) for simulating incompressible flows. While ROMs have a long history of success on certain problems with recurring dominant structures, they tend…

Numerical Analysis · Mathematics 2019-10-02 Camille Zerfas , Leo G. Rebholz , Michael Schneier , Traian Iliescu

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

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

The data-aware method of distributions (DA-MD) is a low-dimension data assimilation procedure to forecast the behavior of dynamical systems described by differential equations. It combines sequential Bayesian update with the MD, such that…

Statistics Theory · Mathematics 2022-07-27 Francesca Boso , Daniel M. Tartakovsky

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

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…