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Data assimilation refers to a set of algorithms designed to compute the optimal estimate of a system's state by refining the prior prediction (known as background states) using observed data. Variational assimilation methods rely on the…

Machine Learning · Computer Science 2024-05-24 Yi Xiao , Qilong Jia , Wei Xue , Lei Bai

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

In variational assimilation, the most probable state of a dynamical system under Gaussian assumptions for the prior and likelihood can be found by solving a least-squares minimization problem . In recent years, we have seen the popularity…

Numerical Analysis · Mathematics 2023-06-22 Shaerdan Shataer , Amos S. Lawless , Nancy K. Nichols

Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…

Numerical Analysis · Mathematics 2024-01-04 Josie König , Melina A. Freitag

Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…

We present reduced basis approximations and rigorous a posteriori error bounds for the instationary Stokes equations. We shall discuss both a method based on the standard formulation as well as a method based on a penalty approach, which…

Numerical Analysis · Mathematics 2012-11-06 Anna-Lena Gerner , Arnold Reusken , Karen Veroy

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…

Numerical Analysis · Mathematics 2020-04-15 Youngsoo Choi , Gabriele Boncoraglio , Spenser Anderson , David Amsallem , Charbel Farhat

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

This paper directly builds upon previous work where we introduced new reduced basis a posteriori error bounds for parametrized saddle point problems based on Brezzi's theory. We here sharpen these estimates for the special case of a…

Numerical Analysis · Mathematics 2012-11-06 Anna-Lena Gerner , Karen Veroy

Data assimilation method consists in combining all available pieces of information about a system to obtain optimal estimates of initial states. The different sources of information are weighted according to their accuracy by the means of…

Data Analysis, Statistics and Probability · Physics 2014-04-30 Angélique Ponçot , Jean-Philippe Argaud , Bertrand Bouriquet , Patrick Erhard , Serge Gratton , Olivier Thual

Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik

In this contribution we are concerned with tight a posteriori error estimation for projection based model order reduction of $\inf$-$\sup$ stable parameterized variational problems. In particular, we consider the Reduced Basis Method in a…

Numerical Analysis · Mathematics 2018-02-12 Stefan Hain , Mario Ohlberger , Mladjan Radic , Karsten Urban

Severe storms, tropical cyclones, and associated tornadoes, floods, lightning, and microbursts threaten life and property. Reliable, precise, and accurate alerts of these phenomena can trigger defensive actions and preparations. However,…

Atmospheric and Oceanic Physics · Physics 2011-02-15 Ross N. Hoffman , John M. Henderson , Thomas Nehrkorn

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

Numerical Analysis · Mathematics 2024-01-22 Maria Strazzullo , Fabio Vicini

A key a priori information used in 4DVar is the knowledge of the system's evolution equations. In this paper we propose a method for taking full advantage of the knowledge of the system's dynamical instabilities in order to improve the…

Chaotic Dynamics · Physics 2009-11-18 Anna Trevisan , Massimo D'Isidoro , Olivier Talagrand

In the reduced basis method, the evaluation of the a posteriori estimator can become very sensitive to round-off errors. In this note, the origin of the loss of accuracy is revealed, and a solution to this problem is proposed and…

Numerical Analysis · Mathematics 2014-05-16 Fabien Casenave

Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such approximations are based on a Reduced Order Model,…

Numerical Analysis · Mathematics 2023-08-08 Giuseppe Carere , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza , Rob Stevenson

Constraining a numerical weather prediction (NWP) model with observations via 4D variational (4D-Var) data assimilation is often difficult to implement in practice due to the need to develop and maintain a software-based tangent linear…

Machine Learning · Computer Science 2024-08-07 Kylen Solvik , Stephen G. Penny , Stephan Hoyer

This paper presents a comparison of two reduced-order, sequential and variational data assimilation methods: the SEEK filter and the R-4D-Var. A hybridization of the two, combining the variational framework and the sequential evolution of…

Geophysics · Physics 2009-11-13 Céline Robert , Eric Blayo , Jacques Verron