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In mathematical modelling, the data and solutions are represented as measurable functions and their quality is oftentimes captured by the membership to a certain function space. One of the core questions for an analysis of a model is the…

Functional Analysis · Mathematics 2022-11-22 Vít Musil , Luboš Pick , Jakub Takáč

We consider an overdetermined problem for Laplace equation on a disk with partial boundary data where additional pointwise data inside the disk have to be taken into account. After reformulation, this ill-posed problem reduces to a bounded…

Analysis of PDEs · Mathematics 2015-08-17 Laurent Baratchart , Juliette Leblond , Dmitry Ponomarev

This paper deals with the \emph{integral} version of the Dirichlet homogeneous fractional Laplace equation. For this problem weighted and fractional Sobolev a priori estimates are provided in terms of the H\"older regularity of the data. By…

Numerical Analysis · Mathematics 2017-01-11 Gabriel Acosta , Juan Pablo Borthagaray

Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2016-06-03 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

The review describes the development of ideas Gury Ivanovich Marchuk in the field of variational data assimilation for ocean models applied in particular in coupled models for long-range weather forecasts. Particular attention is paid to…

Atmospheric and Oceanic Physics · Physics 2016-01-07 Christine Kazantsev , Eugene Kazantsev , Mikhail Tolstykh

From the viewpoint of inverse problem, the optimization of drug release based on the multi-laminated drug controlled release devices has been regarded as the solution problem of the diffusion equation initial value inverse problem. In view…

Numerical Analysis · Mathematics 2019-04-15 Xinming Zhang , Ling Ma

In this paper we propose a new sequential data assimilation method for non-linear ordinary differential equations with compact state space. The method is designed so that the Lyapunov exponents of the corresponding estimation error dynamics…

Dynamical Systems · Mathematics 2017-11-15 Jason Frank , Sergiy Zhuk

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…

Dynamical Systems · Mathematics 2014-07-15 Yuan Cheng , Sebastian Reich

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Machine Learning · Computer Science 2019-09-02 Junghee Cho , Junseok Kwon , Byung-Woo Hong

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

We consider a regularization concept for the solution of ill--posed operator equations, where the operator is composed of a continuous and a discontinuous operator. A particular application is level set regularization, where we develop a…

Numerical Analysis · Mathematics 2020-11-16 F. Frühauf , O. Scherzer , A. Leitao

Data assimilation (DA) aims at optimally merging observational data and model outputs to create a coherent statistical and dynamical picture of the system under investigation. Indeed, DA aims at minimizing the effect of observational and…

Data Analysis, Statistics and Probability · Physics 2022-01-05 Yumeng Chen , Alberto Carrassi , Valerio Lucarini

We consider a linear inverse problem whose solution is expressed as a sum of two components: one smooth and the other sparse. This problem is addressed by minimizing an objective function with a least squares data-fidelity term and a…

Signal Processing · Electrical Eng. & Systems 2024-06-18 Adrian Jarret , Valérie Costa , Julien Fageot

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

This paper presents a regularization technique for the high order efficient numerical evaluation of nearly singular, principal-value, and finite-part Cauchy-type integral operators. By relying on the Cauchy formula, the Cauchy-Goursat…

Numerical Analysis · Mathematics 2021-03-02 Vicente Gómez , Carlos Pérez-Arancibia

The very weak solution of the Poisson equation with $L^2$ boundary data is defined by the method of transposition. The finite element solution with regularized boundary data converges in the $L^2(\Omega)$-norm with order $1/2$ in convex…

Numerical Analysis · Mathematics 2016-02-18 Thomas Apel , Serge Nicaise , Johannes Pfefferer