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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

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

Parametric model order reduction by matrix interpolation allows for efficient prediction of the behavior of dynamic systems without requiring knowledge about the underlying parametric dependency. Within this approach, reduced models are…

Dynamical Systems · Mathematics 2025-06-03 Sebastian Resch-Schopper , Romain Rumpler , Gerhard Müller

Shallow water equations are extensively considered in the domains of oceans, atmospheric modelling, and engineering research (Franca et al., 2022), which play significant roles in floods and tsunami governance. Nonetheless, the accurate…

Fluid Dynamics · Physics 2023-09-22 Ruijia Yu

This chapter describes a novel approach for the treatment of model error in geophysical data assimilation. In this method, model error is treated as a deterministic process fully correlated in time. This allows for the derivation of the…

Atmospheric and Oceanic Physics · Physics 2015-11-11 Alberto Carrassi , Stéphane Vannitsem

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

Atmospheric and Oceanic Physics · Physics 2024-12-25 Laura C. Slivinski , Jeffrey S. Whitaker , Sergey Frolov , Timothy A. Smith , Niraj Agarwal

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

Optimization and Control · Mathematics 2024-04-10 Siming Liang , Ruoyu Hu , Feng Bao , Richard Archibald , Guannan Zhang

In this paper we combine the non-linear filtering capabilities of particle filters with the transdimensional inference of the reversible-jump Markov chain Monte Carlo method for a data assimilation methodology over dynamic problems with…

Geophysics · Physics 2026-03-27 Márk Somogyvári , Sebastian Reich

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

Geophysics · Physics 2009-08-12 M. J. Werner , K. Ide , D. Sornette

An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inverse error covariance matrices define the weighting matrices…

Numerical Analysis · Mathematics 2022-12-06 Olivier Goux , Selime Gürol , Anthony T. Weaver , Oliver Guillet , Youssef Diouane

This paper applies variational data assimilation to inundation problems governed by the shallow water equations with wetting and drying. The objective of the assimilation is to recover an unknown time-varying wave profile at an open ocean…

Fluid Dynamics · Physics 2017-06-07 S. W Funke , P. E Farrell , M. D. Piggott

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…

Multiagent Systems · Computer Science 2022-05-04 Daniel Tang , Nick Malleson

Model error covariances play a central role in the performance of data assimilation methods applied to nonlinear state-space models. However, these covariances are largely unknown in most of the applications. A misspecification of the model…

Computation · Statistics 2019-11-06 María Magdalena Lucini , Peter Jan van Leeuwen , Manuel Pulido

Data assimilation is a vital component in modern global medium-range weather forecasting systems to obtain the best estimation of the atmospheric state by combining the short-term forecast and observations. Recently, AI-based data…

Machine Learning · Computer Science 2024-06-05 Kun Chen , Tao Chen , Peng Ye , Hao Chen , Kang Chen , Tao Han , Wanli Ouyang , Lei Bai

Traditional data assimilation uses information obtained from the propagation of one physics-driven model and combines it with information derived from real-world observations in order to obtain a better estimate of the truth of some natural…

Computational Engineering, Finance, and Science · Computer Science 2022-10-24 Andrey A Popov , Adrian Sandu

This article shows that increasing the observation variance at small scales can reduce the ensemble size required to avoid collapse in particle filtering of spatially-extended dynamics and improve the resulting uncertainty quantification at…

Applications · Statistics 2018-08-15 Gregor Robinson , Ian Grooms , William Kleiber

The use of data assimilation technique to identify optimal topography is discussed in frames of time-dependent motion governed by non-linear barotropic ocean model. Assimilation of artificially generated data allows to measure the influence…

Atmospheric and Oceanic Physics · Physics 2009-12-08 Eugene Kazantsev

We develop an optimal experimental design framework for adapting the covariance inflation and localization in data assimilation problems. Covariance inflation and localization are ubiquitously employed to alleviate the effect of using…

Computational Engineering, Finance, and Science · Computer Science 2019-03-26 Ahmed Attia , Emil Constantinescu