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We provide a clear and concise introduction to the subjects of inverse problems and data assimilation, and their inter-relations. The first part of our notes covers inverse problems; this refers to the study of how to estimate unknown model…

Methodology · Statistics 2023-02-15 Daniel Sanz-Alonso , Andrew M. Stuart , Armeen Taeb

We present a convolution-based data assimilation method tailored to neuronal electrophysiology, addressing the limitations of traditional value-based synchronization approaches. While conventional methods rely on nudging terms and pointwise…

Neurons and Cognition · Quantitative Biology 2025-06-16 Dawei Li , Henry D. I. Abarbanel

Understanding time-dependent blood flow dynamics in arteries is crucial for diagnosing and treating cardiovascular diseases. However, accurately predicting time-varying flow patterns requires integrating observational data with…

Fluid Dynamics · Physics 2025-01-09 Muhammad Adnan Anwar , Jorge Tiago

We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…

Numerical Analysis · Mathematics 2017-07-24 Erik Burman , Jonathan Ish-Horowicz , Lauri Oksanen

We consider a non-linear Bayesian data assimilation model for the periodic two-dimensional Navier-Stokes equations with initial condition modelled by a Gaussian process prior. We show that if the system is updated with sufficiently many…

Statistics Theory · Mathematics 2024-07-10 Richard Nickl , Edriss S. Titi

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

Fluid Dynamics · Physics 2025-02-25 Amirmoez Jamaat , Yalan Song , Farshid Rahmani , Jiangtao Liu , Kathryn Lawson , Chaopeng Shen

Sparse sensor networks in weather and ocean modeling observe only a small fraction of the system state, which destabilizes standard nudging-based data assimilation. We introduce Interpolated Discrepancy Data Assimilation (IDDA), which…

Numerical Analysis · Mathematics 2025-11-03 Tong Wu , Humberto Godinez , Vitaliy Gyrya , James M. Hyman

We consider data assimilation for the heat equation using a finite element space semi-discretization. The approach is optimization based, but the design of regularization operators and parameters rely on techniques from the theory of…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Lauri Oksanen

Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…

Fluid Dynamics · Physics 2022-11-10 Andrea Nóvoa , Luca Magri

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Machine Learning · Computer Science 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

The convergence analysis of optimization algorithms using continuous-time dynamical systems has received much attention in recent years. In this paper, we investigate applications of these systems to analyze the convergence of linearized…

Optimization and Control · Mathematics 2023-09-14 Jiahong Guo , Xiao Wang , Xiantao Xiao

In using data assimilation to import information from observations to estimate parameters and state variables of a model, one must assume a distribution for the noise in the measurements and in the model errors. Using the path integral…

Chaotic Dynamics · Physics 2010-12-10 Henry D. I. Abarbanel

In this study, we conduct a parameter error analysis for the 3D modified Leray-$\alpha$ model using both analytical and numerical approaches. We first prove the global well-posedness and continuous dependence of initial data for the…

Numerical Analysis · Mathematics 2024-11-26 Débora A. F. Albanez , Maicon J. Benvenutti , Samuel Little , Jing Tian

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a…

Atmospheric and Oceanic Physics · Physics 2015-05-18 Jochen Bröcker

We consider the 3D viscous primitive equations with periodic boundary conditions. These equations arise in the study of ocean dynamics and generate a dynamical system in a Sobolev H^1 type space. Our main result establishes the so-called…

Analysis of PDEs · Mathematics 2013-07-15 Igor Chueshov

We start with the classic result that the Cauchy problem for ideal compressible gas dynamics is locally well posed in time in the sense of Hadamard; there is a unique solution that depends continuously on initial data in Sobolev space $H^s$…

Analysis of PDEs · Mathematics 2016-11-18 Barbara Lee Keyfitz , Feride Tiglay

We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity…

Machine Learning · Statistics 2019-07-19 Yusuke Tanaka , Tomoharu Iwata , Toshiyuki Tanaka , Takeshi Kurashima , Maya Okawa , Hiroyuki Toda

Fusing measurements from multiple, heterogeneous, partial sources, observing a common object or process, poses challenges due to the increasing availability of numbers and types of sensors. In this work we propose, implement and validate an…

Reconstructing the 3D model of a physical object typically requires us to align the depth scans obtained from different camera poses into the same coordinate system. Solutions to this global alignment problem usually proceed in two steps.…

Computer Vision and Pattern Recognition · Computer Science 2019-06-05 Xiangru Huang , Zhenxiao Liang , Xiaowei Zhou , Yao Xie , Leonidas Guibas , Qixing Huang

In this paper, we consider the data-driven discovery of stable dynamical models with a single equilibrium. The proposed approach uses a basis-function parameterization of the differential equations and the associated Lyapunov function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Zhe Li , Ilias Mitrai