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In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…

Computational Physics · Physics 2020-12-09 Julien Brajard , Alberto Carrassi , Marc Bocquet , Laurent Bertino

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

A thermal convection loop is a annular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, dynamics…

Dynamical Systems · Mathematics 2016-06-24 Andrew J. Reagan , Yves Dubief , Peter Sheridan Dodds , Christopher M. Danforth

The increasing availability of data presents an opportunity to calibrate unknown parameters which appear in complex models of phenomena in the biomedical, physical and social sciences. However, model complexity often leads to…

Numerical Analysis · Mathematics 2022-01-25 Oliver R. A. Dunbar , Andrew B. Duncan , Andrew M. Stuart , Marie-Therese Wolfram

Addressing complex meteorological processes at a fine spatial resolution requires substantial computational resources. To accelerate meteorological simulations, researchers have utilized neural networks to downscale meteorological variables…

Atmospheric and Oceanic Physics · Physics 2024-04-30 Jing Hu , Honghu Zhang , Peng Zheng , Jialin Mu , Xiaomeng Huang , Xi Wu

In the process of tracking multiple point targets in space using radar, since the targets are spatially well separated, the data between them will not be confused. Therefore, the multi-target tracking problem can be transformed into a…

Signal Processing · Electrical Eng. & Systems 2024-09-25 Mushen Lin , Fenggang Yan , Lingda Ren , Xiangtian Meng , Maria Greco , Fulvio Gini , Ming Jin

We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply the original Ensemble Kalman Filter algorithm proposed by…

Probability · Mathematics 2020-12-08 Theresa Lange , Wilhelm Stannat

Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…

Machine Learning · Statistics 2024-09-24 Zachariah Malik , Romit Maulik

Modern data analysis across diverse disciplines increasingly relies on time series. Many of these datasets exhibit cyclostationarity, where patterns approximately repeat in a regular manner, often across multiple time scales, such as daily,…

Empirical observations in marine ecosystems have suggested a balance of biological and advection time scales as a possible explanation of species coexistence. To characterise this scenario, we measure the time to fixation in neutrally…

Populations and Evolution · Quantitative Biology 2018-04-09 Tobias Galla , Vicente Pérez-Muñuzuri

A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate of the state of the systems, in addition to minimizing a…

Optimization and Control · Mathematics 2008-10-30 Jerome Le Ny , Eric Feron , Munther A. Dahleh

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

The iterative ensemble Kalman filter (IEnKF) is widely used in inverse problems to estimate system parameters from limited observations. However, the IEnKF, when applied to nonlinear systems, can be plagued by poor convergence. Here we…

Optimization and Control · Mathematics 2019-10-11 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

State estimation that combines observational data with mathematical models is central to many applications and is commonly addressed through filtering methods, such as ensemble Kalman filters. In this article, we examine the signal-tracking…

Numerical Analysis · Mathematics 2025-09-08 Nazanin Abedini , Jana de Wiljes , Svetlana Dubinkina

The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…

Data Analysis, Statistics and Probability · Physics 2021-03-26 Daisuke Hotta , Yoichiro Ota

Flood simulation and forecast capability have been greatly improved thanks to advances in data assimilation (DA) strategies incorporating various types of observations; many are derived from spatial Earth Observation. This paper focuses on…

Image and Video Processing · Electrical Eng. & Systems 2023-11-30 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

A proper description of ocean-atmosphere interactions is key for a correct understanding of climate evolution. The interplay among the different variables acting over the climate is complex, often leading to correlations across long spatial…

Atmospheric and Oceanic Physics · Physics 2021-10-11 Niclas Rieger , Álvaro Corral , Estrella Olmedo , Antonio Turiel

This paper presents a global air and sea temperature anomalies analysis based upon a combination of the wavelet multiresolution analysis and the scaling analysis methods of a time series. The wavelet multiresolution analysis decomposes the…

Statistical Mechanics · Physics 2007-05-23 Nicola Scafetta , Tim Imholt , Paolo Grigolini , Jim Roberts

Global maps of the solar photospheric magnetic flux are fundamental drivers for simulations of the corona and solar wind and therefore are important predictors of geoeffective events. However, observations of the solar photosphere are only…

Mathematical Physics · Physics 2015-06-23 Kyle S. Hickmann , Humberto C. Godinez , Carl J. Henney , C. Nick Arge

Sea ice cover in the Arctic and Antarctic is an important indicator of changes in the climate, with important environmental, economic and security consequences. The complexity of the spatio-temporal dynamics of sea ice makes it difficult to…

Dynamical Systems · Mathematics 2019-11-06 James Hogg , Maria Fonoberova , Igor Mezic