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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

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

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

Material properties such as permeability fields in heterogeneous porous media are often represented as discontinuous, piecewise constant data tied to a given spatial discretization. Such representations are inherently mesh-dependent,…

Numerical Analysis · Mathematics 2026-05-19 Kapil Chawla , Sanghyun Lee , Yeonjong Shin

Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it possible to use the data to find high-probability samples at…

Computation · Statistics 2015-06-02 Alexandre J. Chorin , Fei Lu , Robert N. Miller , Matthias Morzfeld , Xuemin Tu

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

In this work, a localized artificial-viscosity/diffusivity method is proposed for accurately capturing discontinuities in compressible flows. There have been numerous efforts to improve the artificial diffusivity formulation in the last two…

Fluid Dynamics · Physics 2023-07-10 Suhas S. Jain , Rahul Agrawal , Parviz Moin

This report develops several modular, 2-step realizations (inspired by Kalman filter algorithms) of nudging-based data assimilation $$Step \ 1 \quad \frac{\widetilde {v}^{n+1}-v^{n}}{k}+v^{n}\cdot \nabla \widetilde {v}^{n+1}-\nu \triangle…

Numerical Analysis · Mathematics 2025-07-01 Aytekin Çıbık , Rui Fang , William Layton

We present a mathematical approach to optimize the material distribution for fluid transport in unsaturated porous media. Our benchmark problem is a simplified diaper model as an exemplary liquid absorber. Our model has up to three…

Computational Physics · Physics 2019-10-02 Fabian Wein , Nan Chen , Naveed Iqbal , Michael Stingl , Marc Avila

Continuous data assimilation (CDA) techniques, most notably the nudging approach proposed by Azouani, Olson, and Titi (AOT), have been shown to be very successful in deterministic frameworks for achieving long-time synchronization between…

Probability · Mathematics 2026-04-20 Kush Kinra

In this paper we employ homogenization techniques to provide a rigorous derivation of the Darcy scale model for precipitation and dissolution in porous media proposed in [19]. The starting point is the pore scale model in [12], which is a…

Analysis of PDEs · Mathematics 2014-01-29 Kundan Kumar , Maria Neuss-Radu , Iuliu Sorin Pop

Large displacement optical flow is an integral part of many computer vision tasks. Variational optical flow techniques based on a coarse-to-fine scheme interpolate sparse matches and locally optimize an energy model conditioned on colour,…

Computer Vision and Pattern Recognition · Computer Science 2022-06-28 Qiao Chen , Charalambos Poullis

The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…

Numerical Analysis · Mathematics 2017-04-27 Yong-Xia Hao , Chong-Jun Li , Ren-Hong Wang

This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable…

Data Analysis, Statistics and Probability · Physics 2014-06-25 A. M. Ebtehaj , M. Zupanski , G. Lerman , E. Foufoula-Georgiou

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by…

Computational Engineering, Finance, and Science · Computer Science 2021-05-11 Rebecca Ward , Ruchi Choudhary , Alastair Gregory , Melanie Jans-Singh , Mark Girolami

The need for accurate and fast scale-resolving simulations of fluid flows, where turbulent dispersion is a crucial physical feature, is evident. Large-eddy simulations (LES) are computationally more affordable than direct numerical…

Fluid Dynamics · Physics 2025-12-30 Justin Plogmann , Oliver Brenner , Patrick Jenny

Non-Gaussian statistics are a challenge for data assimilation. Linear methods oversimplify the problem, yet fully nonlinear methods are often too expensive to use in practice. The best solution usually lies between these extremes.…

Computation · Statistics 2026-03-20 Berent Å. S. Lunde , Maximilian Ramgraber

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

In this article we describe a stable partitioned algorithm that overcomes the added mass instability arising in fluid-structure interactions of light rigid bodies and inviscid compressible flow. The new algorithm is stable even for bodies…

Numerical Analysis · Mathematics 2015-06-11 J. W. Banks , W. D. Henshaw , B. Sjogreen
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