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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-driven emulation of nonlinear dynamics is challenging due to long-range skill decay that often produces physically unrealistic outputs. Recent advances in generative modeling aim to address these issues by providing uncertainty…

Machine Learning · Computer Science 2025-10-28 Juan Nathaniel , Pierre Gentine

On time-series data, most causal discovery methods fit a new model whenever they encounter samples from a new underlying causal graph. However, these samples often share relevant information which is lost when following this approach.…

Machine Learning · Computer Science 2022-02-24 Sindy Löwe , David Madras , Richard Zemel , Max Welling

We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to…

Machine Learning · Computer Science 2025-08-19 Evan Dogariu , Anand Brahmbhatt , Elad Hazan

It is well understood that dynamic instability is among the primary drivers of forecast uncertainty in chaotic, physical systems. Data assimilation techniques have been designed to exploit this phenomena, reducing the effective dimension of…

Optimization and Control · Mathematics 2018-07-27 Colin Grudzien , Alberto Carrassi , Marc Bocquet

This paper presents an ensemble data assimilation method using the pseudo ensembles generated by denoising diffusion probabilistic model. Since the model is trained against noisy and sparse observation data, this model can produce divergent…

Machine Learning · Computer Science 2023-08-15 Yuuichi Asahi , Yuta Hasegawa , Naoyuki Onodera , Takashi Shimokawabe , Hayato Shiba , Yasuhiro Idomura

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

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…

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Physical dynamical systems can be viewed as natural information processors: their systems preserve, transform, and disperse input information. This perspective motivates learning not only from data generated by such systems, but also how to…

Machine Learning · Computer Science 2026-03-05 Felix Köster , Atsushi Uchida

Data assimilation plays a crucial role in modern weather prediction, providing a systematic way to incorporate observational data into complex dynamical models. The paper addresses continuous data assimilation for a model arising as a…

Analysis of PDEs · Mathematics 2026-02-03 Eduard Feireisl , Piotr Gwiazda , Agnieszka Świerczewska-Gwiazda

Chaos and oscillations continue to capture the interest of both the scientific and public domains. Yet despite the importance of these qualitative features, most attempts at constructing mathematical models of such phenomena have taken an…

We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Lei Xin , Lintao Ye , George Chiu , Shreyas Sundaram

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Today's ocean numerical prediction skills depend on the availability of in-situ and remote ocean observations at the time of the predictions only. Because observations are scarce and discontinuous in time and space, numerical models are…

Signal Processing · Electrical Eng. & Systems 2022-06-06 Ali Muhamed Ali , Hanqi Zhuang , Yu Huang , Ali K. Ibrahim , Ali Salem Altaher , Laurent Chérubin

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Numerical Analysis · Mathematics 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

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

This paper considers the ill-posed data assimilation problem associated with hyperbolic/parabolic systems describing 2D coupled sound and heat flow. Given hypothetical data at time T > 0, that may not correspond to an actual solution of the…

Numerical Analysis · Mathematics 2025-01-28 Alfred S. Carasso

The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of…

Applications · Statistics 2024-03-11 Michael LuValle