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Shallow free surface flows are often characterized by both subdomains that require high modeling complexity and subdomains that can be sufficiently accurately modeled with low modeling complexity. Moreover, these subdomains may change in…

Fluid Dynamics · Physics 2025-11-04 Rik Verbiest , Julian Koellermeier

4D seismic inversion is the leading method to quantitatively monitor fluid flow dynamics in the subsurface, with applications ranging from enhanced oil recovery to subsurface CO2 storage. The process of inverting seismic data for reservoir…

Geophysics · Physics 2023-10-25 Juan Romero , Nick Luiken , Matteo Ravasi

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

Seismic surface wave tomography uses surface wave information to obtain velocity structures in the subsurface. Due to data noise and nonlinearity of the problem, surface wave tomography often has non-unique solutions. It is therefore…

Geophysics · Physics 2025-11-06 Wenda Yang , Xin Zhang

Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive biases to learn complex relationships. We here design a…

Machine Learning · Computer Science 2022-11-18 Arthur Filoche , Julien Brajard , Anastase Charantonis , Dominique Béréziat

We propose a data-driven way to reduce the noise of covariance matrices of nonstationary systems. In the case of stationary systems, asymptotic approaches were proved to converge to the optimal solutions. Such methods produce eigenvalues…

Applications · Statistics 2023-03-10 Christian Bongiorno , Damien Challet , Grégoire Loeper

Ill-posed inverse problems are ubiquitous in applications. Under- standing of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering…

Statistics Theory · Mathematics 2015-12-08 Marco A. Iglesias , Kui Lin , Shuai Lu , Andrew M. Stuart

In order to leverage the information embedded in the background state and observations, covariance matrices modelling is a pivotal point in data assimilation algorithms. These matrices are often estimated from an ensemble of observations or…

Methodology · Statistics 2019-10-22 Sibo Cheng , Jean-Philippe Argaud , Bertrand Iooss , Didier Lucor , Angélique Ponçot

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

The scalar auxiliary variable (SAV) approach is a highly efficient method widely used for solving gradient flow systems. This approach offers several advantages, including linearity, unconditional energy stability, and ease of…

Numerical Analysis · Mathematics 2024-07-26 Jinpeng Zhang , Xiaoping Wang

This work is motivated by the ECMWF CAMS reanalysis data, a valuable resource for researchers in environmental-related areas, as they contain the most updated atmospheric composition information on a global scale. Unlike observational data…

Statistics Theory · Mathematics 2023-04-10 Xiaoqing Chen , Ross Bannister , Gavin Shaddick , James V. Zidek

Variational data assimilation is a technique for combining measured data with dynamical models. It is a key component of Earth system state estimation and is commonly used in weather and ocean forecasting. The approach involves a…

Numerical Analysis · Mathematics 2026-04-30 I. Daužickaitė , M. A. Freitag , S. Gürol , A. S. Lawless , A. Ramage , J. A. Scott , J. M. Tabeart

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…

Machine Learning · Statistics 2019-08-19 Hao Wu , Frank Noé

Long waves in shallow water propagating over a background shear flow towards a sloping beach are being investigated. The classical shallow-water equations are extended to incorporate both a background shear flow and a linear beach profile,…

Fluid Dynamics · Physics 2017-08-02 Maria Bjørnestad , Henrik Kalisch

Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based posterior approximation with coupled location and skewness…

Systems and Control · Computer Science 2018-11-28 Henri Nurminen , Tohid Ardeshiri , Robert Piché , Fredrik Gustafsson

Incremental 4D-Var is a data assimilation algorithm used routinely at operational numerical weather predictions centers worldwide.This paper implements a new method for parallelizing incremental 4D-Var, the Randomized Incremental Optimal…

Numerical Analysis · Mathematics 2024-09-23 Nicolas Bousserez , Jonathan J. Guerrette , Daven K. Henze

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Numerical Analysis · Mathematics 2025-03-13 Olivier Goux , Anthony Weaver , Selime Gürol , Oliver Guillet , Andrea Piacentini

Algorithms for data assimilation try to predict the most likely state of a dynamical system by combining information from observations and prior models. Variational approaches, such as the weak-constraint four-dimensional variational data…

Numerical Analysis · Mathematics 2023-04-05 Davide Palitta , Jemima M. Tabeart

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

We consider the estimation of carbon dioxide flux at the ocean-atmosphere interface, given weighted averages of the mixing ratio in a vertical atmospheric column. In particular we examine the dependence of the posterior covariance on the…

Statistics Theory · Mathematics 2015-06-19 Graham Cox