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This paper is devoted to the problem of time parallelization of assimilation methods applying on unbounded time domain. In this way, we present a general procedure to couple the Luenberger observer with time parallelization algorithm. Our…

Optimization and Control · Mathematics 2022-12-06 Sebastián Riffo , Félix Kwok , Julien Salomon

This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable…

Data Analysis, Statistics and Probability · Physics 2014-06-25 A. M. Ebtehaj , M. Zupanski , G. Lerman , E. Foufoula-Georgiou

In many practical scenarios, the dynamical system is not available and standard data assimilation methods are not applicable. Our objective is to construct a data-driven model for state estimation without the underlying dynamics. Instead of…

Dynamical Systems · Mathematics 2024-08-19 Ziyi Wang , Lijian Jiang

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

The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…

Numerical Analysis · Mathematics 2021-11-24 Harbir Antil , Rainald Löhner , Randy Price

The forecasting skill of numerical weather prediction (NWP) models critically depends on the accurate initial conditions, also known as analysis, provided by data assimilation (DA). Traditional DA methods often face a trade-off between…

Atmospheric and Oceanic Physics · Physics 2024-11-28 Yanfei Xiang , Weixin Jin , Haiyu Dong , Mingliang Bai , Zuliang Fang , Pengcheng Zhao , Hongyu Sun , Kit Thambiratnam , Qi Zhang , Xiaomeng Huang

Data assimilation (DA) combines model forecasts and observations to estimate the optimal state of the atmosphere with its uncertainty, providing initial conditions for weather prediction and reanalyses for climate research. Yet, existing…

Machine Learning · Computer Science 2026-03-05 Hang Fan , Juan Nathaniel , Yi Xiao , Ce Bian , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

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

We present the mathematical framework of a Domain Decomposition (DD) aproach based on Parallel-in-Time methods (PinT-based approach) for solving the 4D-Var Data Assimilation (DA) model. The main outcome of the proposed DD PinT-based…

Numerical Analysis · Mathematics 2018-07-20 Luisa D'Amore , Rosalba Cacciapuoti

Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…

Machine Learning · Computer Science 2025-10-02 Thomas Savary , François Rozet , Gilles Louppe

We present a novel reduced-order pressure stabilization strategy based on continuous data assimilation(CDA) for two-dimensional incompressible Navier-Stokes equations. A feedback control term is incorporated into pressure-correction…

Numerical Analysis · Mathematics 2023-04-04 Xi Li , Youcai Xu , Minfu Feng

This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…

Optimization and Control · Mathematics 2025-09-29 Xuebin Li , Xuefei Yang , Emilia Fridman , Mamadou Diagne , Jiebao Sun

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…

Analysis of PDEs · Mathematics 2018-09-05 Michael S. Jolly , Vincent R. Martinez , Eric J. Olson , Edriss S. Titi

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

We investigate the ability to discover data assimilation (DA) schemes meant for chaotic dynamics with deep learning. The focus is on learning the analysis step of sequential DA, from state trajectories and their observations, using a simple…

We present a convolution-based data assimilation method tailored to neuronal electrophysiology, addressing the limitations of traditional value-based synchronization approaches. While conventional methods rely on nudging terms and pointwise…

Neurons and Cognition · Quantitative Biology 2025-06-16 Dawei Li , Henry D. I. Abarbanel

Using a very cheap Data Assimilation (DA) method, I show an alternative approach to classical DA for numerical climate models which produce a large amount of "big data". The problematic features of state-of-the-art high resolution Regional…

Applications · Statistics 2016-10-12 Bijan Fallah

Data assimilation (DA) in the geophysical sciences remains the cornerstone of robust forecasts from numerical models. Indeed, DA plays a crucial role in the quality of numerical weather prediction, and is a crucial building block that has…

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
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