Related papers: Data assimilation in a nonlinear time-delayed dyna…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
Modeling unresolved turbulence in astrophysical gasdynamic simulations can improve the modeling of other subgrid processes dependent on the turbulent structure of gas: from flame propagation in the interiors of combusting white dwarfs to…
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…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
Active matter generates order or patterns through nonequilibrium dynamics. An open research challenge is to determine how efficiently a nonequilibrium self-organising system can convert consumed energy into macroscopic order. We study an…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
Data assimilation (DA) in the geophysical sciences remains the cornerstone of robust forecasts from numerical models. Indeed, DA plays a crucial role in the quality of numerical weather prediction, and is a crucial building block that has…
A variant of the optimal control problem is considered which is nonstandard in that the performance index contains "stochastic" integrals, that is, integrals against very irregular functions. The motivation for considering such performance…
Monitoring the dynamics processes in combustors is crucial for safe and efficient operations. However, in practice, only limited data can be obtained due to limitations in the measurable quantities, visualization window, and temporal…
The reconstruction from observations of high-dimensional chaotic dynamics such as geophysical flows is hampered by (i) the partial and noisy observations that can realistically be obtained, (ii) the need to learn from long time series of…
We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…
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…
Piecewise-linear nonlinear systems appear in many engineering disciplines. Prediction of the dynamic behavior of such systems is of great importance from practical and theoretical viewpoint. In this paper, a data-driven model order…
Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…
A nonlinear ensemble-variational (EnVar) data assimilation is performed in order to estimate the unknown flow field over a slender cone at Mach-6, from isolated wall-pressure measurements. The cost functional accounts for discrepancies in…
Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…
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…
State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…