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Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…

Dynamical Systems · Mathematics 2014-07-15 Yuan Cheng , Sebastian Reich

A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…

Fluid Dynamics · Physics 2025-01-31 Miguel M. Valero , Marcello Meldi

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

Domain Adaptation (DA) is a typical problem in machine learning that aims to transfer the model trained on source domain to target domain with different distribution. Causal DA is a special case of DA that solves the problem from the view…

Machine Learning · Computer Science 2022-03-01 Jian Ma

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

A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Yuma Yamaoka , Seiichi Uchida , Shoji Toyota

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

Geophysics · Physics 2009-08-12 M. J. Werner , K. Ide , D. Sornette

The use of data assimilation technique to identify optimal topography is discussed in frames of time-dependent motion governed by non-linear barotropic ocean model. Assimilation of artificially generated data allows to measure the influence…

Atmospheric and Oceanic Physics · Physics 2009-12-08 Eugene Kazantsev

There is an urgent need to build models to tackle Indoor Air Quality issue. Since the model should be accurate and fast, Reduced Order Modelling technique is used to reduce the dimensionality of the problem. The accuracy of the model, that…

Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…

Fluid Dynamics · Physics 2026-04-24 Aditya Sai Pranith Ayapilla , Kazuya Miyashita , Yuki Yasuda , Ryo Onishi

The understanding of nonlinear, high dimensional flows, e.g, atmospheric and ocean flows, is critical to address the impacts of global climate change. Data Assimilation techniques combine physical models and observational data, often in a…

The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Franz Hamilton , Tyrus Berry , Timothy Sauer

We focus on Partial Differential Equation (PDE) based Data Assimilatio problems (DA) solved by means of variational approaches and Kalman filter algorithm. Recently, we presented a Domain Decomposition framework (we call it DD-DA, for…

Machine Learning · Computer Science 2022-04-01 Rosalba Cacciapuoti , Luisa D'Amore

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

Agent-based models are a powerful tool for studying the behaviour of complex systems that can be described in terms of multiple, interacting ``agents''. However, because of their inherently discrete and often highly non-linear nature, it is…

Multiagent Systems · Computer Science 2019-10-22 Daniel Tang

Data assimilation has become a key technique for combining physical models with observational data to estimate state variables. However, classical assimilation algorithms often struggle with the high nonlinearity present in both physical…

Machine Learning · Computer Science 2025-07-22 Zhuoyuan Li , Bin Dong , Pingwen Zhang

Covariance localization is a critical component of ensemble-based data assimilation (DA) and many current localization schemes simply dampen correlations as a function of distance. Increases in computational resources, broadening scope of…

Data Analysis, Statistics and Probability · Physics 2025-08-27 Shay Gilpin , Matthias Morzfeld , Kevin K. Lin
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