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Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

One of the fundamental challenges in drawing causal inferences from observational studies is that the assumption of no unmeasured confounding is not testable from observed data. Therefore, assessing sensitivity to this assumption's…

Methodology · Statistics 2024-06-25 Md Abdul Basit , Mahbub A. H. M. Latif , Abdus S Wahed

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

We introduce a `double-difference' method for the inversion for seismic wavespeed structure based on adjoint tomography. Differences between seismic observations and model predictions at individual stations may arise from factors other than…

Geophysics · Physics 2016-07-08 Yanhua O. Yuan , Frederik J. Simons , Jeroen Tromp

Adjoint-based sensitivity analysis is routinely used today to assess efficiently the effect of open-loop control on the linear stability properties of unstable flows. Sensitivity maps identify regions where small-amplitude control is the…

Fluid Dynamics · Physics 2021-06-18 Edouard Boujo

For a given {\it misfit function}, a specified optimality measure of a model, its gradient describes the manner in which one may alter properties of the system to march towards a stationary point. The adjoint method, arising from…

Solar and Stellar Astrophysics · Physics 2015-05-28 Shravan Hanasoge , Aaron Birch , Laurent Gizon , Jeroen Tromp

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Ardeshir Mohammad Ebtehaj , Efi Foufoula-Georgiou

We show how magnetic observations of the Sun can be used in conjunction with an axisymmetric flux-transport solar dynamo model in order to estimate the large-scale meridional circulation throughout the convection zone. Our innovative…

Solar and Stellar Astrophysics · Physics 2017-10-06 Ching Pui Hung , Laurène Jouve , Allan Sacha Brun , Alexandre Fournier , Olivier Talagrand

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

We propose an improvement of an oceanographic three dimensional variational assimilation scheme (3D-VAR), named OceanVar, by introducing a recursive filter (RF) with the third order of accuracy (3rd-RF), instead of a RF with first order of…

Numerical Analysis · Computer Science 2015-05-20 R. Farina , S. Dobricic , A. Storto , S. Masina , S. Cuomo

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation…

Dynamical Systems · Mathematics 2019-05-22 Franz Hamilton , Tyrus Berry , Timothy Sauer

This paper presents a new variational data assimilation (VDA) approach for the formal treatment of bias in both model outputs and observations. This approach relies on the Wasserstein metric stemming from the theory of optimal mass…

Methodology · Statistics 2020-08-04 Sagar K. Tamang , Ardeshir Ebtehaj , Dongmian Zou , Gilad Lerman

We apply two data assimilation (DA) methods, a smoother and a filter, and a model-free machine learning (ML) shallow network to forecast two weakly turbulent systems. We analyse the effect of the spatial sparsity of observations on accuracy…

Fluid Dynamics · Physics 2024-07-16 Vikrant Gupta , Yuanqing Chen , Minping Wan

A real time assimilation and forecasting system for coastal currents is presented. The purpose of the system is to deliver current analyses and forecasts based on assimilation of high frequency radar surface current measurements. The local…

Atmospheric and Oceanic Physics · Physics 2012-10-01 Øyvind Breivik , Øyvind Saetra

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

Adaptive spatial meshing has proven invaluable for the accurate, efficient computation of solutions of time dependent partial differential equations. In a DA context the use of adaptive spatial meshes addresses several factors that place…

Numerical Analysis · Mathematics 2025-02-17 Jeremiah Buenger , Weizhang Huang , Erik Van Vleck

An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inverse error covariance matrices define the weighting matrices…

Numerical Analysis · Mathematics 2022-12-06 Olivier Goux , Selime Gürol , Anthony T. Weaver , Oliver Guillet , Youssef Diouane

Today's ocean numerical prediction skills depend on the availability of in-situ and remote ocean observations at the time of the predictions only. Because observations are scarce and discontinuous in time and space, numerical models are…

Signal Processing · Electrical Eng. & Systems 2022-06-06 Ali Muhamed Ali , Hanqi Zhuang , Yu Huang , Ali K. Ibrahim , Ali Salem Altaher , Laurent Chérubin

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz
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