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Data assimilation techniques are widely used to predict complex dynamical systems with uncertainties, based on time-series observation data. Error covariance matrices modelling is an important element in data assimilation algorithms which…

Machine Learning · Computer Science 2021-11-15 Sibo Cheng , Mingming Qiu

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

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

We present a supervised learning method to learn the propagator map of a dynamical system from partial and noisy observations. In our computationally cheap and easy-to-implement framework a neural network consisting of random feature maps…

Machine Learning · Computer Science 2021-10-27 Georg A. Gottwald , Sebastian Reich

Accurate weather and climate prediction relies on data assimilation (DA), which estimates the Earth system state by integrating observations with models. While exascale computing has significantly advanced earth simulation, scalable and…

Advances in data assimilation (DA) methods have greatly improved the accuracy of Earth system predictions. To fuse multi-source data and reconstruct the nonlinear evolution missing from observations, geoscientists are developing…

Atmospheric and Oceanic Physics · Physics 2024-12-19 Qingyu Zheng , Guijun Han , Wei Li , Lige Cao , Gongfu Zhou , Haowen Wu , Qi Shao , Ru Wang , Xiaobo Wu , Xudong Cui , Hong Li , Xuan Wang

Data assimilation provides a systematic framework for combining dynamical models with partial and noisy observations to infer the evolving state of a system. In this work, we undertake a comparative study of Data Assimilation with Transfer…

Computational Engineering, Finance, and Science · Computer Science 2026-05-07 Emanuele Donno , Giovanni Conti , Paolo Oddo , Silvio Gualdi , Luca Mainetti , Giovanni Aloisio

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 show how the 3DVAR data assimilation methodology can be used in the astrophysical context of a two-dimensional convection flow. We study the way this variational approach finds best estimates of the current state of the flow from a…

Solar and Stellar Astrophysics · Physics 2013-08-09 Andreas Svedin , Milena C. Cuellar , Axel Brandenburg

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…

Methodology · Statistics 2016-11-17 John Harlim , Tyrus Berry

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

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

Shadow estimation is a method for deducing numerous properties of an unknown quantum state through a limited set of measurements, which suffers from noises in quantum devices. In this paper, we introduce an error-mitigated shadow estimation…

Quantum Physics · Physics 2024-03-18 Ruyu Yang , Xiaoming Sun , Hongyi Zhou

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

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

Shape-morphing solutions (also known as evolutional deep neural networks, reduced-order nonlinear solutions, and neural Galerkin schemes) are a new class of methods for approximating the solution of time-dependent partial differential…

Numerical Analysis · Mathematics 2025-04-08 Zachary T. Hilliard , Mohammad Farazmand

We analyze continuous data assimilation by nudging for the 3D Ladyzhenskaya equations. The analysis provides conditions on the spatial resolution of the observed data that guarantee synchronization to the reference solution associated with…

Dynamical Systems · Mathematics 2021-08-10 Yu Cao , Andrea Giorgini , Michael Jolly , Ali Pakzad

Data collection in robotics is spread across diverse hardware, and this variation will increase as new hardware is developed. Effective use of this growing body of data requires methods capable of learning from diverse robot embodiments. We…

Robotics · Computer Science 2025-03-04 Marion Lepert , Ria Doshi , Jeannette Bohg