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We study continuous data assimilation (CDA) applied to projection and penalty methods for the Navier-Stokes (NS) equations. Penalty and projection methods are more efficient than consistent NS discretizations, however are less accurate due…

Numerical Analysis · Mathematics 2023-02-14 Elizabeth Hawkins , Leo G. Rebholz , Duygu Vargun

We show, using idealized models, that numerical data assimilation can be successful only if an effective dimension of the problem is not excessive. This effective dimension depends on the noise in the model and the data, and in physically…

Mathematical Physics · Physics 2015-06-15 Alexandre J. Chorin , Matthias Morzfeld

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 improves the spectrally-filtered direct-insertion downscaling method for discrete-in-time data assimilation by introducing a relaxation parameter that overcomes a constraint on the observation frequency. Numerical simulations…

Numerical Analysis · Mathematics 2026-01-13 Emine Celik , Eric Olson

We propose, analyze, and test a novel continuous data assimilation two-phase flow algorithm for reservoir simulation. We show that the solutions of the algorithm, constructed using coarse mesh observations, converge at an exponential rate…

Numerical Analysis · Mathematics 2022-06-22 Yat Tin Chow , Wing Tat Leung , Ali Pakzad

We present a new method to obtain spatio-temporal information from aggregated data of stationary traffic detectors, the ``adaptive smoothing method''. In essential, a nonlinear spatio-temporal lowpass filter is applied to the input detector…

Statistical Mechanics · Physics 2007-05-23 Martin Treiber , Dirk Helbing

Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…

Numerical Analysis · Mathematics 2025-04-01 Vladimir Yushutin

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu

In data-based control, dissipativity can be a powerful tool for attaining stability guarantees for nonlinear systems if that dissipativity can be inferred from data. This work provides a tutorial on several existing methods for data-based…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Ethan LoCicero , Alex Penne , Leila Bridgeman

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…

Machine Learning · Computer Science 2025-05-05 Alessio Mazzetto , Reza Esfandiarpoor , Akash Singirikonda , Eli Upfal , Stephen H. Bach

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the…

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

4D-variational data assimilation is applied to the Lorenz '63 model to introduce a new method for parameter estimation in chaotic climate models. The approach aims to optimise an Earth system model (ESM), for which no adjoint exists, by…

Atmospheric and Oceanic Physics · Physics 2025-04-18 Philip David Kennedy , Abhirup Banerjee , Armin Köhl , Detlef Stammer

Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Stefan Wildhagen , Julian Berberich , Matthias Hirche , Frank Allgöwer

High-fidelity simulation of complex physical systems is exorbitantly expensive and inaccessible across spatiotemporal scales. Recently, there has been an increasing interest in leveraging deep learning to augment scientific data based on…

Machine Learning · Computer Science 2022-08-03 Pu Ren , Chengping Rao , Yang Liu , Zihan Ma , Qi Wang , Jian-Xun Wang , Hao Sun

Unsupervised domain adaptation (UDA) aims to transfer and adapt knowledge from a labeled source domain to an unlabeled target domain. Traditionally, subspace-based methods form an important class of solutions to this problem. Despite their…

Machine Learning · Computer Science 2022-01-07 Kowshik Thopalli , Jayaraman J Thiagarajan , Rushil Anirudh , Pavan K Turaga

We introduce three new nonlinear continuous data assimilation algorithms. These models are compared with the linear continuous data assimilation algorithm introduced by Azouani, Olson, and Titi (AOT). As a proof-of-concept for these models,…

Analysis of PDEs · Mathematics 2017-03-13 Adam Larios , Yuan Pei