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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

Continuous data assimilation addresses time-dependent problems with unknown initial conditions by incorporating observations of the solution into a nudging term. For the prototypical heat equation with variable conductivity and the Neumann…

Numerical Analysis · Mathematics 2025-04-01 Vladimir Yushutin

Data assimilation algorithms combine prior and observational information, weighted by their respective uncertainties, to obtain the most likely posterior of a dynamical system. In variational data assimilation the posterior is computed by…

Numerical Analysis · Mathematics 2021-05-24 Jemima M. Tabeart , Sarah L. Dance , Amos S. Lawless , Nancy K. Nichols , Joanne A. Waller

We interpret the 4D-var data assimilation problem for a parabolic partial differential equation (PDE) in the context of optimal control and revisit the process of deriving optimality conditions for an initial control problem. This is…

Optimization and Control · Mathematics 2025-07-29 Carmen Gräßle , Jannis Marquardt

Adapting to the changing climate requires accurate local climate information, a computationally challenging problem. Recent studies have used Generative Adversarial Networks (GANs), a type of deep learning, to learn complex distributions…

Machine Learning · Computer Science 2024-06-06 Kiri Daust , Adam Monahan

Earth system modeling presents a fundamental challenge in scientific computing: capturing complex, multiscale nonlinear dynamics in computationally efficient models while minimizing forecast errors caused by necessary simplifications. Even…

Machine Learning · Computer Science 2025-08-04 Yongquan Qu , Matthieu Blanke , Sara Shamekh , Pierre Gentine

Data Assimilation (DA) is a methodology for combining mathematical models simulating complex systems (the background knowledge) and measurements (the reality or observational data) in order to improve the estimate of the system state. This…

Numerical Analysis · Mathematics 2019-01-15 Luisa D'Amore , Rosalba Cacciapuoti

Variational Data Assimilation (DA) has enabled huge improvements in the skill of operational weather forecasting. In this study, we use a simple solar-wind propagation model to develop the first solar-wind variational DA scheme. This scheme…

Space Physics · Physics 2018-10-19 Matthew Lang , Mathew Owens

Data assimilation (DA) plays a pivotal role in numerical weather prediction by systematically integrating sparse observations with model forecasts to estimate optimal atmospheric initial condition for forthcoming forecasts. Traditional…

Atmospheric and Oceanic Physics · Physics 2025-10-28 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

In many astronomical problems one often needs to determine the upper and/or lower boundary of a given data set. An automatic and objective approach consists in fitting the data using a generalised least-squares method, where the function to…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 N. Cardiel

This paper presents a practical computational approach to quantify the effect of individual observations in estimating the state of a system. Such an analysis can be used for pruning redundant measurements, and for designing future sensor…

Computational Engineering, Finance, and Science · Computer Science 2013-07-22 Alexandru Cioaca , Adrian Sandu , Eric de Sturler

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

Data assimilation is a vital component in modern global medium-range weather forecasting systems to obtain the best estimation of the atmospheric state by combining the short-term forecast and observations. Recently, AI-based data…

Machine Learning · Computer Science 2024-06-05 Kun Chen , Tao Chen , Peng Ye , Hao Chen , Kang Chen , Tao Han , Wanli Ouyang , Lei Bai

This paper proposes two practical implementations of Four-Dimensional Variational (4D-Var) Ensemble Kalman Filter (4D-EnKF) methods for non-linear data assimilation. Our formulations' main idea is to avoid the intrinsic need for adjoint…

Applications · Statistics 2023-05-05 Elias Nin-Ruiz , Jairo Diaz-Rodriguez

We prove consistence, convergence and stability of the Domain Decomposition in space and time method of 4DVAR Data Assimilation problem. We introduce the condition number of the problem and validate the theoretical analysis through…

Numerical Analysis · Mathematics 2021-12-14 Luisa D'Amore , Rosalba Cacciapuoti

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

During the last few years discontinuous Galerkin (DG) methods have received increased interest from the geophysical community. In these methods the solution in each grid cell is approximated as a linear combination of basis functions.…

Atmospheric and Oceanic Physics · Physics 2025-02-19 Ivo Pasmans , Yumeng Chen , Alberto Carrassi , Chris K. R. T. Jones

Data assimilation techniques are widely used to predict complex dynamical systems with uncertainties, based on time-series observation data. Error covariance matrices modelling is an important element in data assimilation algorithms which…

Machine Learning · Computer Science 2021-11-15 Sibo Cheng , Mingming Qiu

The forecasting skill of numerical weather prediction (NWP) models critically depends on the accurate initial conditions, also known as analysis, provided by data assimilation (DA). Traditional DA methods often face a trade-off between…

Atmospheric and Oceanic Physics · Physics 2024-11-28 Yanfei Xiang , Weixin Jin , Haiyu Dong , Mingliang Bai , Zuliang Fang , Pengcheng Zhao , Hongyu Sun , Kit Thambiratnam , Qi Zhang , Xiaomeng Huang

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki