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This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…

Computational Physics · Physics 2021-11-10 Ronan Fablet , Bertrand Chapron , Lucas. Drumetz , Etienne Memin , Olivier Pannekoucke , Francois Rousseau

Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…

Fluid Dynamics · Physics 2026-04-24 Aditya Sai Pranith Ayapilla , Kazuya Miyashita , Yuki Yasuda , Ryo Onishi

The Picard iteration for the Boussinesq model of natural convection can be an attractive solver because it stably decouples the fluid equations from the temperature equation (for contrast, the Newton iteration does not stably decouple).…

Numerical Analysis · Mathematics 2025-02-18 Elizabeth Hawkins

Diffusion models have become a successful approach for solving various image inverse problems by providing a powerful diffusion prior. Many studies tried to combine the measurement into diffusion by score function replacement, matrix…

Computer Vision and Pattern Recognition · Computer Science 2024-05-20 Hanyu Chen , Zhixiu Hao , Liying Xiao

We present a new adaptive particle-based data assimilation scheme for cryospheric applications that leverages promising developments in importance sampling. The proposed approach seeks to combine some of the advantages of two widely used…

The Gray--Scott model governs the interaction of two chemical species via a system of reaction-diffusion equations. Despite its simple form, it produces extremely rich patterns such as spots, stripes, waves, and labyrinths. That makes it…

Numerical Analysis · Mathematics 2025-10-07 Tsiry Avisoa Randrianasolo

Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown…

Machine Learning · Statistics 2025-11-25 Shreya Sinha-Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Using a very cheap Data Assimilation (DA) method, I show an alternative approach to classical DA for numerical climate models which produce a large amount of "big data". The problematic features of state-of-the-art high resolution Regional…

Applications · Statistics 2016-10-12 Bijan Fallah

Given multiple images that describe chaotic reaction-diffusion dynamics, parameters of a PDE model are estimated using autosynchronization, where parameters are controlled by synchronization of the model to the observed data. A…

Chaotic Dynamics · Physics 2015-06-04 Sean Kramer , Eric Bollt

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…

Methodology · Statistics 2016-11-17 John Harlim , Tyrus Berry

Data assimilation provides a systematic framework for combining dynamical models with partial and noisy observations to infer the evolving state of a system. In this work, we undertake a comparative study of Data Assimilation with Transfer…

Computational Engineering, Finance, and Science · Computer Science 2026-05-07 Emanuele Donno , Giovanni Conti , Paolo Oddo , Silvio Gualdi , Luca Mainetti , Giovanni Aloisio

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 this paper we survey the various implementations of a new data assimilation (downscaling) algorithm based on spatial coarse mesh measurements. As a paradigm, we demonstrate the application of this algorithm to the 3D Leray-$\alpha$…

Analysis of PDEs · Mathematics 2017-02-07 Aseel Farhat , Evelyn Lunasin , Edriss S. Titi

Motivated by the challenge of moment recovery in hydrodynamic approximation in kinetic theory, we propose a data-driven approach for the hydrodynamic models. Inspired by continuous data assimilation, our method introduces a relaxation-based…

Numerical Analysis · Mathematics 2025-07-25 Jingcheng Lu , Kunlun Qi , Li Wang , Jeff Calder

Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…

In this paper, we consider a general distributed estimation problem in relay-assisted sensor networks by taking into account time-varying asymmetric communications, fading channels and intermittent measurements. Motivated by centralized…

Information Theory · Computer Science 2016-04-20 Shanying Zhu , Yeng Chai Soh , Lihua Xie

Assimilation of data into a fire-spread model is formulated as an optimization problem. The level set equation, which relates the fire arrival time and the rate of spread, is allowed to be satisfied only approximately, and we minimize a…

Computational Engineering, Finance, and Science · Computer Science 2018-06-18 Àngel Farguell Caus , James Haley , Adam K. Kochanski , Ana Cortés Fité , Jan Mandel