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Approaches based on Koopman operators have shown great promise in forecasting time series data generated by complex nonlinear dynamical systems (NLDS). Although such approaches are able to capture the latent state representation of a NLDS,…

Machine Learning · Computer Science 2024-10-01 Ashutosh Singh , Ashish Singh , Tales Imbiriba , Deniz Erdogmus , Ricardo Borsoi

We study the consequences of time variations in the scale of grand unification, $M_U$, when the Planck scale and the value of the unified coupling at the Planck scale are held fixed. We show that the relation between the variations of the…

High Energy Physics - Phenomenology · Physics 2009-11-07 Michael Dine , Yosef Nir , Guy Raz , Tomer Volansky

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…

Methodology · Statistics 2024-10-10 Andrea Nóvoa , Alberto Racca , Luca Magri

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Statistics Theory · Mathematics 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu

We study the clustering of matter in the intergalactic medium from the Lyman-alpha forests seen in the spectra of pairs or groups of z ~ 2 quasars observed with FORS2 and UVES at the VLT-UT2 Kueyen ESO telescope. The sample consists of five…

Astrophysics · Physics 2009-11-07 E. Rollinde , P. Petitjean , C. Pichon , S. Colombi , B. Aracil , V. D'Odorico , M. G. Haehnelt

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

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…

Applications · Statistics 2016-10-12 Bijan Fallah

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

The Ensemble Kalman filter and Ensemble square root filters are data assimilation methods used to combine high dimensional nonlinear models with observed data. These methods have proved to be indispensable tools in science and engineering…

Probability · Mathematics 2015-07-31 Xin T Tong , Andrew J Majda , David Kelly

The chaotic sea below the lowest energy spanning curve of the complete Fermi-Ulam model (FUM) is numerically investigated when the amplitude of oscillation 'epsilon' of the moving wall is small. We use scaling analysis near the integrable…

Chaotic Dynamics · Physics 2007-05-23 Denis Gouvêa Ladeira , Jafferson Kamphorst Leal da Silva

A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…

Methodology · Statistics 2015-08-19 Ivan Kasanický , Jan Mandel , Martin Vejmelka

The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…

Systems and Control · Electrical Eng. & Systems 2022-06-14 Eduardo Sebastián , Eduardo Montijano , Carlos Sagüés

In this paper, we consider a mixed ensemble containing a mixture of cesium-type and hydrogen maser-type atomic clocks. For the mixed ensemble, the conventional Kalman filtering algorithm has certain limitations due to divergence of the…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Priyanka Dey , Takahiro Kawaguchi , Yuichiro Yano , Yuko Hanado , Takayuki Ishizaki

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…

Fluid Dynamics · Physics 2025-11-13 Sarp Er , Marcello Meldi

We build on a long-standing tradition in astronomical adaptive optics (AO) of specifying performance metrics and error budgets using linear systems modeling in the spatial-frequency domain. Our goal is to provide a comprehensive tool for…

Instrumentation and Methods for Astrophysics · Physics 2017-10-11 Carlos M. Correia , Charlotte Z. Bond , Jean-François Sauvage , Thierry Fusco , Rodolphe Conan , Peter Wizinowich

Data assimilation (DA) combines model forecasts and observations to estimate the optimal state of the atmosphere with its uncertainty, providing initial conditions for weather prediction and reanalyses for climate research. Yet, existing…

Machine Learning · Computer Science 2026-03-05 Hang Fan , Juan Nathaniel , Yi Xiao , Ce Bian , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

The predictability of a coupled system composed by a coupled reduced-order extratropical ocean-atmosphere model forced by a low-order 3-variable tropical recharge-discharge model, is explored with emphasis on the long term forecasting…

Chaotic Dynamics · Physics 2024-12-12 Stéphane Vannitsem , Wansuo Duan

The Correlated Component Analysis (CCA) allows us to estimate how the different diffuse emissions mix in CMB experiments, exploiting also complementary information from other surveys. It is especially useful to deal with possible additional…

Astrophysics · Physics 2009-01-13 A. Bonaldi , S. Ricciardi , S. Leach , F. Stivoli , C. Baccigalupi , G. De Zotti

Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik