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A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

Computational Engineering, Finance, and Science · Computer Science 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

The potential for data-driven applications to scale-resolving simulations of turbulent flows is assessed herein. Multigrid sequential data assimilation algorithms have been used to calibrate solvers for Large Eddy Simulation for the…

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

Fluid Dynamics · Physics 2017-02-22 Marcello Meldi , Alexandre Poux

This study presents a novel approach to applying data assimilation techniques for particle-based simulations using the Ensemble Kalman Filter. While data assimilation methods have been effectively applied to Eulerian simulations, their…

Numerical Analysis · Mathematics 2024-12-10 Marius Duvillard , Loïc Giraldi , Olivier Le Maître

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…

Numerical Analysis · Mathematics 2016-02-26 Nawinda Chustagulprom , Sebastian Reich , Maria Reinhardt

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

An online Data Assimilation strategy based on the Ensemble Kalman Filter (EnKF) is used to improve the predictive capabilities of Large Eddy Simulation (LES) for the analysis of the turbulent flow in a plane channel, $Re_\tau \approx 550$.…

Fluid Dynamics · Physics 2023-10-30 Lucas Villanueva , Karine Truffin , Marcello Meldi

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

Fluid Dynamics · Physics 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

Data assimilation (DA) aims to optimally combine model forecasts and observations that are both partial and noisy. Multi-model DA generalizes the variational or Bayesian formulation of the Kalman filter, and we prove that it is also the…

Methodology · Statistics 2023-01-23 Eviatar Bach , Michael Ghil

An ensemble Kalman filter (EnKF)-based mixed model (EnKF-MM) is proposed for the subgrid-scale (SGS) closure in the large-eddy simulation (LES) of turbulence. The model coefficients are determined through the EnKF-based data assimilation…

Fluid Dynamics · Physics 2023-08-16 Yunpeng Wang , Zelong Yuan , Jianchun Wang

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

This paper proposes two practical implementations of Four-Dimensional Variational (4D-Var) Ensemble Kalman Filter (4D-EnKF) methods for non-linear data assimilation. Our formulations' main idea is to avoid the intrinsic need for adjoint…

Applications · Statistics 2023-05-05 Elias Nin-Ruiz , Jairo Diaz-Rodriguez

Reconstruction of turbulent flow based on data assimilation methods is of significant importance for improving the estimation of flow characteristics by incorporating limited observations. Existing works mainly focus on using only one…

Fluid Dynamics · Physics 2021-03-30 Xin-Lei Zhang , Heng Xiao , Guo-Wei He , Shi-Zhao Wang

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

Fluid Dynamics · Physics 2025-09-30 Zhongrui Wang , Nan Chen , Di Qi

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem
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