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IIn recent years, there has been a growing interest in applying data assimilation (DA) methods, originally designed for state estimation, to the model selection problem. In this setting, Carrassi et al. (2017) introduced the contextual…

Methodology · Statistics 2018-10-10 Sammy Metref , Alexis Hannart , Juan Ruiz , Marc Bocquet , Alberto Carrassi , Michael Ghil

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

The recent surge in machine learning (ML) methods for geophysical modeling has raised the question of how these methods might be applied to data assimilation (DA). We focus on diffusion modeling (a form of generative artificial…

Atmospheric and Oceanic Physics · Physics 2025-08-29 Daniel Hodyss , Matthias Morzfeld

Prediction of chaotic systems relies on a floating fusion of sensor data (observations) with a numerical model to decide on a good system trajectory and to compensate nonlinear feedback effects. Ensemble-based data assimilation (DA) is a…

Computational Engineering, Finance, and Science · Computer Science 2020-11-26 Sebastian Friedemann , Bruno Raffin

The Reynolds-averaged Navier-Stokes (RANS) equations provide a computationally efficient method for solving fluid flow problems in engineering applications. However, the use of closure models to represent turbulence effects can reduce their…

Fluid Dynamics · Physics 2024-05-02 Oliver Brenner , Justin Plogmann , Pasha Piroozmand , Patrick Jenny

Predictive simulations are essential for applications ranging from weather forecasting to material design. The veracity of these simulations hinges on their capacity to capture the effective system dynamics. Massively parallel simulations…

Data assimilation (DA) combines model forecasts and observations to estimate the optimal state of the atmosphere with its uncertainty, providing initial conditions for weather prediction and reanalyses for climate research. Yet, existing…

Machine Learning · Computer Science 2026-03-05 Hang Fan , Juan Nathaniel , Yi Xiao , Ce Bian , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

A method of data assimilation (DA) is employed to estimate electrophysiological parameters of neurons simultaneously with their synaptic connectivity in a small model biological network. The DA procedure is cast as an optimization, with a…

Neurons and Cognition · Quantitative Biology 2020-02-05 Eve Armstrong

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…

Machine Learning · Statistics 2026-05-28 Martin Andrae , Erik Wikingsson , So Takao , Tomas Landelius , Fredrik Lindsten

This contribution proposes novel data-driven surrogate modeling approaches for parameterized parabolic PDEs, where the parameter dependence can be split into two parts with different decay behavior of the Kolmogorov $N$-width. Such problems…

Numerical Analysis · Mathematics 2026-04-27 Dawid Kotowski , Mario Ohlberger

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

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

4D-variational data assimilation is applied to the Lorenz '63 model to introduce a new method for parameter estimation in chaotic climate models. The approach aims to optimise an Earth system model (ESM), for which no adjoint exists, by…

Atmospheric and Oceanic Physics · Physics 2025-04-18 Philip David Kennedy , Abhirup Banerjee , Armin Köhl , Detlef Stammer

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

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

We propose, analyze, and test a novel continuous data assimilation reduced order model (DA-ROM) for simulating incompressible flows. While ROMs have a long history of success on certain problems with recurring dominant structures, they tend…

Numerical Analysis · Mathematics 2019-10-02 Camille Zerfas , Leo G. Rebholz , Michael Schneier , Traian Iliescu

The computational resources required to solve the full 3D inversion of time-domain electromagnetic data are immense. To overcome the time-consuming 3D simulations, we construct a surrogate model, more precisely, a data-driven statistical…

Geophysics · Physics 2024-07-10 Wouter Deleersnyder , David Dudal , Thomas Hermans
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