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A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

Numerical Analysis · Mathematics 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Car-following behavior modeling is critical for understanding traffic flow dynamics and developing high-fidelity microscopic simulation models. Most existing impulse-response car-following models prioritize computational efficiency and…

Applications · Statistics 2025-04-09 Chengyuan Zhang , Wenshuo Wang , Lijun Sun

In the first part of this study, we compared the performances of two categories of no-slip boundary treatments, i.e., the interpolated bounce-back schemes and the immersed boundary methods in a series of laminar flow simulations within the…

Computational Physics · Physics 2019-08-15 Cheng Peng , Orlando M. Ayala , Jorge César Brändle de Motta , Lian-Ping Wang

The Kalman(-Bucy) filter is the natural choice for the state reconstruction of disturbed, linear dynamical systems based on flawed and incomplete measurements. Taking a deterministic viewpoint this work investigates possible extensions of…

Dynamical Systems · Mathematics 2025-06-03 Karl Kunisch , Jesper Schröder

Numerical simulations are widely used to predict the behavior of physical systems, with Bayesian approaches being particularly well suited for this purpose. However, experimental observations are necessary to calibrate certain simulator…

Filters, especially wide range of Kalman Filters have shown their impacts on predicting variables of stochastic models with higher accuracy then traditional statistic methods. Updating mean and covariance each time makes Bayesian inferences…

Applications · Statistics 2018-03-26 Yan Zhao

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

This paper introduces a sharp interface method to simulate fluid-structure interaction (FSI) involving rigid bodies immersed in viscous incompressible fluids. The capabilities of this methodology are demonstrated for a range of benchmark…

This study aims to investigate the utilization of Bayesian techniques for the calibration of micro-electro-mechanical systems (MEMS) accelerometers. These devices have garnered substantial interest in various practical applications and…

Signal Processing · Electrical Eng. & Systems 2023-06-13 Oliver Dürr , Po-Yu Fan , Zong-Xian Yin

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Accurate extrinsic sensor calibration is essential for both autonomous vehicles and robots. Traditionally this is an involved process requiring calibration targets, known fiducial markers and is generally performed in a lab. Moreover, even…

Robotics · Computer Science 2021-03-18 Celyn Walters , Oscar Mendez , Simon Hadfield , Richard Bowden

In this paper, the Immersed Boundary Method (IBM) proposed by Pinelli is implemented for finite volume approximations of incompressible Navier-Stokes equations solutions in the open source toolbox OpenFOAM version 2.2. Solid obstacles are…

Fluid Dynamics · Physics 2016-09-15 E. Constant , C. Li , J. Favier , M. Meldi , P. Meliga , E. Serre

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

The immersed boundary (IB) method has been used as a means to simulate fluid-membrane interactions in a wide variety of biological and engineering applications. Although the numerical convergence of the method has been empirically verified,…

Numerical Analysis · Mathematics 2025-10-09 Alexandre X. Milewski , Charles S. Peskin

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

We present a theory-first framework that interprets inference-time adaptation in large language models (LLMs) as online Bayesian state estimation. Rather than modeling rapid adaptation as implicit optimization or meta-learning, we formulate…

Machine Learning · Computer Science 2026-01-13 Andrew Kiruluta

Identifying and calibrating quantitative dynamical models for physical quantum systems is important for a variety of applications. Here we present a closed-loop Bayesian learning algorithm for estimating multiple unknown parameters in a…

Turbulent flows have historically presented formidable challenges to predictive computational modeling. Traditional numerical simulations often require vast computational resources, making them infeasible for numerous engineering…

Fluid Dynamics · Physics 2023-11-15 Han Gao , Xu Han , Xiantao Fan , Luning Sun , Li-Ping Liu , Lian Duan , Jian-Xun Wang

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur