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Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…

Numerical Analysis · Mathematics 2021-11-24 Harbir Antil , Rainald Löhner , Randy Price

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

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

Many natural systems exhibit chaotic behaviour such as the weather, hydrology, neuroscience and population dynamics. Although many chaotic systems can be described by relatively simple dynamical equations, characterizing these systems can…

Dynamical Systems · Mathematics 2022-06-15 H. Ribera , S. Shirman , A. V. Nguyen , N. M. Mangan

4D-variational data assimilation is applied to the Lorenz '63 model to introduce a new method for parameter estimation in chaotic climate models. The approach aims to optimise an Earth system model (ESM), for which no adjoint exists, by…

Atmospheric and Oceanic Physics · Physics 2025-04-18 Philip David Kennedy , Abhirup Banerjee , Armin Köhl , Detlef Stammer

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Modern data-driven surrogate models for weather forecasting provide accurate short-term predictions but inaccurate and nonphysical long-term forecasts. This paper investigates online weather prediction using machine learning surrogates…

Signal Processing · Electrical Eng. & Systems 2025-02-12 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

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

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer

Performing Data Assimilation (DA) at a low cost is of prime concern in Earth system modeling, particularly at the time of big data where huge quantities of observations are available. Capitalizing on the ability of Neural Networks…

Machine Learning · Computer Science 2021-11-24 Mathis Peyron , Anthony Fillion , Selime Gürol , Victor Marchais , Serge Gratton , Pierre Boudier , Gael Goret

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Geophysics · Physics 2024-10-21 Yohei Sawada

In data assimilation, state estimation is not straightforward when the observation operator is unknown. This study proposes a method for composing a surrogate operator when the true operator is unknown. A neural network is used to improve…

Machine Learning · Computer Science 2022-06-03 Kosuke Akita , Yuto Miyatake , Daisuke Furihata

In the past couple of years, there is a proliferation in the use of machine learning approaches to represent subgrid scale processes in geophysical flows with an aim to improve the forecasting capability and to accelerate numerical…

Computational Physics · Physics 2021-04-13 Suraj Pawar , Omer San

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…

Numerical Analysis · Mathematics 2016-02-26 Nawinda Chustagulprom , Sebastian Reich , Maria Reinhardt

Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…

Dynamical Systems · Mathematics 2017-11-01 Franz Hamilton , Alun Lloyd , Kevin Flores

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth