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We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

We, herein, present a new model based on the framework of synchronization to describe a thermoacoustic system and capture the multiple bifurcations that such a system undergoes. Instead of applying flame describing function to depict the…

Adaptation and Self-Organizing Systems · Physics 2020-06-11 Yue Weng , Vishnu R. Unni , R. I. Sujith , Abhishek Saha

A data-driven closure modeling based on proper orthogonal decomposition (POD) temporal modes is used to obtain stable and accurate reduced order models (ROMs) of unsteady compressible flows. Model reduction is obtained via Galerkin and…

Fluid Dynamics · Physics 2021-09-22 Victor Zucatti , William Wolf

Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation approaches…

Computational Engineering, Finance, and Science · Computer Science 2014-12-09 Ahmed Attia , Adrian Sandu

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of a simplified semilinear gradient enhanced damage model. The model equations are of a special structure as the state equation…

Optimization and Control · Mathematics 2020-04-14 Marita Holtmannspötter , Arnd Rösch

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

Optimization and Control · Mathematics 2026-01-16 Griffin M. Kearney , Makan Fardad

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

Numerical Analysis · Mathematics 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Lauri Oksanen

The thermal dynamics in thermo-mechanical systems exhibits a much slower time scale compared to the structural dynamics. In this work, we use the method of multiple scales to reduce the thermo-mechanical structural models with a…

Computational Engineering, Finance, and Science · Computer Science 2019-10-25 Shobhit Jain , Paolo Tiso

A new nudging method for data assimilation, delay-coordinate nudging, is presented. Delay-coordinate nudging makes explicit use of present and past observations in the formulation of the forcing driving the model evolution at each…

Atmospheric and Oceanic Physics · Physics 2016-01-12 D. Pazó , A. Carrassi , J. M. López

Contraction theory is a recently developed dynamic analysis and nonlinear control system design tool based on an exact differential analysis of convergence. This paper extends contraction theory to local and global stability analysis of…

Mathematical Physics · Physics 2007-05-23 Winfried Lohmiller , Jean-Jacques E. Slotine

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

Machine Learning · Statistics 2026-05-22 Eunbi Yoon , Won Chang , Donghan Kim , Dae Wook Kim

This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite…

Dynamical Systems · Mathematics 2020-07-27 Shaowu Pan , Karthik Duraisamy

In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics of the governing equations. We propose a new framework for…

Numerical Analysis · Mathematics 2025-12-23 Alen Alexanderian , Hugo Díaz , Vishwas Rao , Arvind K. Saibaba

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

A simplified nonlinear memory function is proposed in the ideal time-convolutionless mode-coupling theory equation to study the dynamics of glass-forming liquids. The numerical solutions are then compared with the simulation results…

Statistical Mechanics · Physics 2020-01-22 Michio Tokuyama

How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…

Soft Condensed Matter · Physics 2024-12-20 Eleftherios Mainas , Richard M. Stratt

We study the possibility of taking bosonic systems subject to quadratic Hamiltonians and a noisy thermal environment to non-classical stationary states by feedback loops based on weak measurements and conditioned linear driving. We derive…

Quantum Physics · Physics 2013-04-30 Marco G. Genoni , Stefano Mancini , Alessio Serafini

Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…

Machine Learning · Computer Science 2020-07-01 Avrim Blum , Chen Dan , Saeed Seddighin

Data assimilation (DA) plays a pivotal role in numerical weather prediction by systematically integrating sparse observations with model forecasts to estimate optimal atmospheric initial condition for forthcoming forecasts. Traditional…

Atmospheric and Oceanic Physics · Physics 2025-10-28 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai