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In this paper, we consider the back and forth nudging algorithm that has been introduced for data assimilation purposes. It consists of iteratively and alternately solving forward and backward in time the model equation, with a feedback…

Optimization and Control · Mathematics 2010-11-30 Didier Auroux , Maëlle Nodet

Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…

Optimization and Control · Mathematics 2025-05-02 Amit N. Subrahmanya , Adrian Sandu

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

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

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

A semi-discretization in time, according to a full implicit Euler scheme, for a 2D dissipative quasi geostrophic equation, is studied. We prove existence, uniqueness and regularity results of the solution to the predicted discretization, in…

Numerical Analysis · Mathematics 2011-06-28 Maithem Moalla-Trabelsi , Ezzeddine Zahrouni

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

This paper studies a coupled two-dimensional Navier--Stokes--Cahn--Hilliard phase-field model augmented by a transported auxiliary field, and develops a continuous data assimilation (CDA) framework for recovering its trajectories from…

Numerical Analysis · Mathematics 2026-03-11 Tianyu Sun

We introduce, analyze and test a new interpolation operator for use with continuous data assimilation (DA) of evolution equations that are discretized spatially with the finite element method. The interpolant is constructed as an…

Analysis of PDEs · Mathematics 2018-10-09 Leo G. Rebholz , Camille Zerfas

A simplified model of natural convection, similar to the Lorenz (1963) system, is compared to computational fluid dynamics simulations in order to test data assimilation methods and better understand the dynamics of convection. The…

Dynamical Systems · Mathematics 2012-04-23 Kameron Decker Harris , El Hassan Ridouane , Darren L. Hitt , Christopher M. Danforth

We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Lauri Oksanen

Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…

Numerical Analysis · Mathematics 2024-07-31 Aytekin Çıbık , Rui Fang , William Layton , Farjana Siddiqua

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

We consider a continuous data assimilation method for the barotropic Navier--Stokes system. The observed solution is supposed to be bounded on the whole time period of observation, while the synchronized solution, usually provided by a…

Analysis of PDEs · Mathematics 2026-03-24 Eduard Feireisl

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

Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…

Numerical Analysis · Mathematics 2019-08-15 Sebastian Reich

Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…

Optimization and Control · Mathematics 2024-10-01 Mayank Baranwal , Kushal Chakrabarti

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

Fluid Dynamics · Physics 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin