Related papers: Continuous Data Assimilation with a Moving Cluster…
We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…
This paper considers a class of real-time decision making problems to minimize the expected value of a function that depends on a random variable $\xi$ under an unknown distribution $\mathbb{P}$. In this process, samples of $\xi$ are…
Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…
Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…
We study different approaches to implementing sparse-in-time observations into the the Azouani-Olson-Titi data assimilation algorithm. We propose a new method which introduces a "data assimilation window" separate from the observational…
Continuous data assimilation (CDA) techniques, most notably the nudging approach proposed by Azouani, Olson, and Titi (AOT), have been shown to be very successful in deterministic frameworks for achieving long-time synchronization between…
A framework for data assimilation combining aspects of operator-theoretic ergodic theory and quantum mechanics is developed. This framework adapts the Dirac--von Neumann formalism of quantum dynamics and measurement to perform sequential…
Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…
The thermal management of cryogenic storage tanks requires advanced control strategies to minimize the boil-off losses produced by heat leakages and sloshing-enhanced heat and mass transfer. This work presents a data-assimilation approach…
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…
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,…
Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…
In this paper we introduce and analyze an algorithm for continuous data assimilation for a three-dimensional Brinkman-Forchheimer-extended Darcy (3D BFeD) model of porous media. This model is believed to be accurate when the flow velocity…
This study presents a novel approach to applying data assimilation techniques for particle-based simulations using the Ensemble Kalman Filter. While data assimilation methods have been effectively applied to Eulerian simulations, their…
Data Assimilation (DA) plays a critical role in atmospheric science by reconstructing spatially continous estimates of the system state, which serves as initial conditions for scientific analysis. While recent advances in diffusion models…
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…
This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies developing novel schemes with an understanding of the rich…
The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…
We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and…
Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…