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Four-dimensional variational data assimilation (4D-Var) on a seasonal-to-interdecadal time scale under the existence of unstable modes can be viewed as an optimization problem of synchronized, coupled chaotic systems. The problem is tackled…

Data Analysis, Statistics and Probability · Physics 2015-11-17 Nozomi Sugiura , Shuhei Masuda , Yosuke Fujii , Masafumi Kamachi , Yoichi Ishikawa , Toshiyuki Awaji

Assuming stationarity is unrealistic in many time series applications. A more realistic alternative is to allow for piecewise stationarity, where the model is allowed to change at given time points. We propose a three-stage procedure for…

Methodology · Statistics 2018-05-31 Abolfazl Safikhani , Ali Shojaie

The problem of effectively combining data with a mathematical model constitutes a major challenge in applied mathematics. It is particular challenging for high-dimensional dynamical systems where data is received sequentially in time and…

Dynamical Systems · Mathematics 2013-04-08 K. J. H. Law , A. Shukla , A. M. Stuart

This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable…

Data Analysis, Statistics and Probability · Physics 2014-06-25 A. M. Ebtehaj , M. Zupanski , G. Lerman , E. Foufoula-Georgiou

Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it…

Machine Learning · Computer Science 2025-06-16 Yiming Yang , Xiaoyuan Cheng , Daniel Giles , Sibo Cheng , Yi He , Xiao Xue , Boli Chen , Yukun Hu

In this study, we conduct a parameter error analysis for the 3D modified Leray-$\alpha$ model using both analytical and numerical approaches. We first prove the global well-posedness and continuous dependence of initial data for the…

Numerical Analysis · Mathematics 2024-11-26 Débora A. F. Albanez , Maicon J. Benvenutti , Samuel Little , Jing Tian

In this paper, with the parametric symmetric coercive elliptic boundary value problem as an example of the primal-dual variational problems satisfying the strong duality, we develop primal-dual reduced basis methods (PD-RBM) with robust…

Numerical Analysis · Mathematics 2020-09-18 Shun Zhang

The Reduced Basis Method (RBM) is a rigorous model reduction approach for solving parametrized partial differential equations. It identifies a low-dimensional subspace for approximation of the parametric solution manifold that is embedded…

Numerical Analysis · Mathematics 2018-09-25 Yanlai Chen , Jiahua Jiang , Akil Narayan

This paper studies the numerical approximation of parametric time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Although many papers in the literature consider reduced…

Numerical Analysis · Mathematics 2025-04-28 Bosco García-Arcilla , Alicia García-Mascaraque , Julia Novo

We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…

Numerical Analysis · Mathematics 2021-05-04 Neeraj Sarna , Peter Benner

Four-dimensional variational data assimilation (4DVAR) is a cornerstone of numerical weather prediction, but its cost function is difficult to optimize and computationally intensive. We propose a neural field-based reformulation in which…

Machine Learning · Computer Science 2025-09-29 Jaemin Oh

We present an abstract framework for a posteriori error estimation for approximations of scalar parabolic evolution equations, based on elliptic reconstruction techniques [10, 9, 3, 5]. In addition to its original application (to derive…

Numerical Analysis · Mathematics 2019-10-30 Mario Ohlberger , Stephan Rave , Felix Schindler

In this contribution, we introduce and numerically evaluate a certified and adaptive localized reduced basis method as a local model in a trust-region optimization method for parameter optimization constrained by partial differential…

Numerical Analysis · Mathematics 2023-05-10 Tim Keil , Mario Ohlberger , Felix Schindler

We propose and test the first Reduced Radial Basis Function Method (R$^2$BFM) for solving parametric partial differential equations on irregular domains. The two major ingredients are a stable Radial Basis Function (RBF) solver that has an…

Numerical Analysis · Mathematics 2014-10-09 Yanlai Chen , Sigal Gottlieb , Alfa Heryudono , Akil Narayan

In this paper the authors study a non-linear elliptic-parabolic system, which is motivated by mathematical models for lithium-ion batteries. One state satisfies a parabolic reaction diffusion equation and the other one an elliptic equation.…

Numerical Analysis · Mathematics 2023-08-02 Behzad Azmi , Andrea Petrocchi , Stefan Volkwein

In this manuscript we discuss weighted reduced order methods for stochastic partial differential equations. Random inputs (such as forcing terms, equation coefficients, boundary conditions) are considered as parameters of the equations. We…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

In this contribution we device and analyze improved variants of the non-conforming dual approach for trust-region reduced basis (TR-RB) approximation of PDE-constrained parameter optimization that has recently been introduced in [Keil et…

Numerical Analysis · Mathematics 2022-03-22 Stefan Banholzer , Tim Keil , Luca Mechelli , Mario Ohlberger , Felix Schindler , Stefan Volkwein

Data Assimilation (DA) is a methodology for combining mathematical models simulating complex systems (the background knowledge) and measurements (the reality or observational data) in order to improve the estimate of the system state. This…

Numerical Analysis · Mathematics 2019-01-15 Luisa D'Amore , Rosalba Cacciapuoti

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu