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We provide a clear and concise introduction to the subjects of inverse problems and data assimilation, and their inter-relations. The first part of our notes covers inverse problems; this refers to the study of how to estimate unknown model…

Methodology · Statistics 2023-02-15 Daniel Sanz-Alonso , Andrew M. Stuart , Armeen Taeb

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the…

Computation · Statistics 2015-03-19 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Sys., 17 (2018)] to take partial observations into account. Our method is based on…

Optimization and Control · Mathematics 2020-11-13 Bart de Leeuw , Svetlana Dubinkina

This paper focuses on continuous data assimilation (CDA) for the Navier-Stokes equations with nonlinear slip boundary conditions. CDA methods are typically employed to recover the original system when initial data or viscosity coefficients…

Numerical Analysis · Mathematics 2025-03-28 W. C. Wu , H. Y. Dong , K. Wang

We describe a spectrally-filtered discrete-in-time downscaling data assimilation algorithm and prove, in the context of the two-dimensional Navier--Stokes equations, that this algorithm works for a general class of interpolants, such as…

Dynamical Systems · Mathematics 2019-03-18 Emine Celik , Eric Olson , Edriss S. Titi

Analyzing the validity and success of a data assimilation algorithm when some state variable observations are not available is an important problem in meteorology and engineering. We present an improved data assimilation algorithm for…

Analysis of PDEs · Mathematics 2016-08-18 Aseel Farhat , Evelyn Lunasin , Edriss S. Titi

This article develops a continuous-time asymptotic framework for analyzing adaptive experiments -- settings in which data collection and treatment assignment evolve dynamically in response to incoming information. A key challenge in…

Econometrics · Economics 2026-02-26 Karun Adusumilli

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

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

Nudging is a data assimilation method amenable to both analysis and implementation. It also has the (reported) advantage of being insensitive to model errors compared to other assimilation methods. However, nudging behavior in the presence…

Numerical Analysis · Mathematics 2025-04-24 Aytekin Çibik , Rui Fang , William Layton , Farjana Siddiqua

This paper considers a class of real-time stochastic optimization problems dependent on an unknown probability distribution. In the considered scenario, data is streaming frequently while trying to reach a decision. Thus, we aim to devise a…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Sonia Martinez

In the current era of Big Data, data engineering has transformed into an essential field of study across many branches of science. Advancements in Artificial Intelligence (AI) have broadened the scope of data engineering and opened up new…

We analyze continuous data assimilation by nudging for the 3D Ladyzhenskaya equations. The analysis provides conditions on the spatial resolution of the observed data that guarantee synchronization to the reference solution associated with…

Dynamical Systems · Mathematics 2021-08-10 Yu Cao , Andrea Giorgini , Michael Jolly , Ali Pakzad

Adaptive moving spatial meshes are useful for solving physical models given by time-dependent partial differentialequations. However, special consideration must be given when combining adaptive meshing procedures with ensemble-based data…

Numerical Analysis · Mathematics 2022-07-27 Cassidy Krause , Weizhang Huang , David B Mechem , Erik S Van Vleck , Min Zhang

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

A recurrent task in coordinated systems is managing (estimating, predicting, or controlling) signals that vary in space, such as distributed sensed data or computation outcomes. Especially in large-scale settings, the problem can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-14 Roberto Casadei , Stefano Mariani , Danilo Pianini , Mirko Viroli , Franco Zambonelli

We propose a numerical approximation method for the Cahn-Hilliard equations that incorporates continuous data assimilation in order to achieve long time accuracy. The method uses a C$^0$ interior penalty spatial discretization of the fourth…

Numerical Analysis · Mathematics 2021-06-29 Amanda E. Diegel , Leo G. Rebholz

Clustering is a fundamental tool for analyzing large data sets. A rich body of work has been devoted to designing data-stream algorithms for the relevant optimization problems such as $k$-center, $k$-median, and $k$-means. Such algorithms…

Data Structures and Algorithms · Computer Science 2018-12-06 Kook Jin Ahn , Graham Cormode , Sudipto Guha , Andrew McGregor , Anthony Wirth

Increasing the resolution of a model can improve the performance of a data assimilation system: first because model field are in better agreement with high resolution observations, then the corrections are better sustained and, with…

Atmospheric and Oceanic Physics · Physics 2022-09-07 Sébastien Barthélémy , Julien Brajard , Laurent Bertino , François Counillon