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We propose a Randomised Subspace Gauss-Newton (R-SGN) algorithm for solving nonlinear least-squares optimization problems, that uses a sketched Jacobian of the residual in the variable domain and solves a reduced linear least-squares on…

Optimization and Control · Mathematics 2022-11-11 Coralia Cartis , Jaroslav Fowkes , Zhen Shao

Data assimilation is uniquely challenging in weather forecasting due to the high dimensionality of the employed models and the nonlinearity of the governing equations. Although current operational schemes are used successfully, our…

Atmospheric and Oceanic Physics · Physics 2018-05-09 Lea Oljača , Jochen Bröcker , Tobias Kuna

Data assimilation performance can be significantly impacted by biased noise in observations, altering the signal magnitude and introducing fast oscillations or discontinuities when the system lacks smoothness. To mitigate these issues, this…

Numerical Analysis · Mathematics 2024-11-05 Felipe Galarce , Joaquin Mura , Alfonso Caiazzo

A non-intrusive data assimilation methodology is developed to improve the statistical predictions of large-eddy simulations (LES). The ensemble-variational (EnVar) approach aims to minimize a cost function that is defined as the discrepancy…

Fluid Dynamics · Physics 2021-09-28 Vincent Mons , Yifan Du , Tamer A. Zaki

This work investigates the effectiveness of the Back-and-Forth Nudging (BFN) data assimilation algorithm, specifically its performance when employing the Azouani-Olson-Titi (AOT) continuous data assimilation downscaling nudging algorithm,…

Analysis of PDEs · Mathematics 2026-04-23 Aseel Farhat , Edriss S. Titi , Collin Victor

Data Assimilation (DA) is a computational tool that uses value from the model and the real measurement to arrive to an optimally acceptable value. Rather, this technique relies on the idea of Kalman gain. We point out that DA has two…

Optimization and Control · Mathematics 2020-12-15 Mohammad N. Murshed , Zarin Subah , M. Monir Uddin

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

Data assimilation (DA) integrates observational data with numerical models to improve the prediction of complex physical systems. However, traditional DA methods often struggle with nonlinear dynamics and multi-scale variability,…

Computational Engineering, Finance, and Science · Computer Science 2026-01-29 Hyeonggeun Yun , Quanling Deng

Weather forecasting is a crucial yet highly challenging task. With the maturity of Artificial Intelligence (AI), the emergence of data-driven weather forecasting models has opened up a new paradigm for the development of weather forecasting…

Atmospheric and Oceanic Physics · Physics 2024-05-21 Yi Xiao , Lei Bai , Wei Xue , Kang Chen , Tao Han , Wanli Ouyang

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

Using a very cheap Data Assimilation (DA) method, I show an alternative approach to classical DA for numerical climate models which produce a large amount of "big data". The problematic features of state-of-the-art high resolution Regional…

Applications · Statistics 2016-10-12 Bijan Fallah

We develop innovative algorithms for solving the strong-constraint formulation of four-dimensional variational data assimilation in large-scale applications. We present a space-time decomposition approach that employs domain decomposition…

Numerical Analysis · Mathematics 2022-05-16 Luisa D'Amore. Emil Constantinescu , Luisa Carracciuolo

Despite their widespread use, purely data-driven methods often suffer from overfitting, lack of physical consistency, and high data dependency, particularly when physical constraints are not incorporated. This study introduces a novel data…

Fluid Dynamics · Physics 2025-07-28 M. Quattromini , M. A. Bucci , S. Cherubini , O. Semeraro

This paper applies variational data assimilation to inundation problems governed by the shallow water equations with wetting and drying. The objective of the assimilation is to recover an unknown time-varying wave profile at an open ocean…

Fluid Dynamics · Physics 2017-06-07 S. W Funke , P. E Farrell , M. D. Piggott

Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

Initializing the state of a sensorized platform can be challenging, as a limited set of measurements often provide low-informative constraints that are in addition highly non-linear. This may lead to poor initial estimates that may converge…

Computer Vision and Pattern Recognition · Computer Science 2025-12-04 Samuel Cerezo , Javier Civera

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…

Numerical Analysis · Mathematics 2021-11-24 Harbir Antil , Rainald Löhner , Randy Price

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

We present the mathematical framework of a Domain Decomposition (DD) aproach based on Parallel-in-Time methods (PinT-based approach) for solving the 4D-Var Data Assimilation (DA) model. The main outcome of the proposed DD PinT-based…

Numerical Analysis · Mathematics 2018-07-20 Luisa D'Amore , Rosalba Cacciapuoti
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