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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

Estimating background-error covariances remains a core challenge in variational data assimilation (DA). Operational systems typically approximate these covariances by transformations that separate geostrophically balanced components from…

Atmospheric and Oceanic Physics · Physics 2026-01-21 Boštjan Melinc , Uroš Perkan , Žiga Zaplotnik

There is an urgent need to build models to tackle Indoor Air Quality issue. Since the model should be accurate and fast, Reduced Order Modelling technique is used to reduce the dimensionality of the problem. The accuracy of the model, that…

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

We mathematically derive the sensitivity of data assimilation results for tsunami modelling, to perturbations in the observation operator. We consider results of variational data assimilation schemes on the one dimensional shallow water…

Numerical Analysis · Mathematics 2020-03-24 N. K. -R. Kevlahan , R. A. Khan

Data augmentation (DA) algorithms are widely used for Bayesian inference due to their simplicity. In massive data settings, however, DA algorithms are prohibitively slow because they pass through the full data in any iteration, imposing…

Computation · Statistics 2021-09-21 Jiayuan Zhou , Kshitij Khare , Sanvesh Srivastava

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Data assimilation (DA) is a fundamental component of modern weather prediction, yet it remains a major computational bottleneck in machine learning (ML)-based forecasting pipelines due to reliance on traditional variational methods. Recent…

Machine Learning · Computer Science 2026-02-09 Ran Cheng , Lailai Zhu

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

In this study, we analyzed a continuous data assimilation scheme applied on a double-diffusive natural convection model. The algorithm is introduced with a first order backward Euler time scheme along with a finite element discretization in…

Numerical Analysis · Mathematics 2020-08-06 Mine Akbas , Aytekin Cibik

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

Fitting nonlinear dynamical models to sparse and noisy observations is fundamentally challenging. Identifying dynamics requires data assimilation (DA) to estimate system states, but DA requires an accurate dynamical model. To break this…

Machine Learning · Computer Science 2024-09-12 Vadim Zinchenko , David S. Greenberg

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

We consider a scalar function depending on a numerical solution of an initial value problem, and its second-derivative (Hessian) matrix for the initial value. The need to extract the information of the Hessian or to solve a linear system…

Numerical Analysis · Mathematics 2020-07-09 Shin-ichi Ito , Takeru Matsuda , Yuto Miyatake

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

Traditional machine learning assumes that training and test sets are derived from the same distribution; however, this assumption does not always hold in practical applications. This distribution disparity can lead to severe performance…

Machine Learning · Computer Science 2025-02-18 Ahmad Chaddad , Yihang Wu , Yuchen Jiang , Ahmed Bouridane , Christian Desrosiers

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 present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

This work integrates ensemble-based data assimilation (DA) with the energy-aware hybrid modeling approach, applied to a three-layer quasi-geostrophic (QG) model of the Gulf Stream flow. Building on prior DA success in the QG channel regime,…

Fluid Dynamics · Physics 2025-09-03 Igor Shevchenko , Dan Crisan

When the heat released by a flame is sufficiently in phase with the acoustic pressure, a self-excited thermoacoustic oscillation can arise. These nonlinear oscillations are one of the biggest challenges faced in the design of safe and…

Computational Engineering, Finance, and Science · Computer Science 2019-06-28 Tullio Traverso , Luca Magri
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