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This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

Soft Condensed Matter · Physics 2022-12-27 Lorenzo Campana , Mireille Bossy , Jeremie Bec

The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

Fluid Dynamics · Physics 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

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

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

Fluid Dynamics · Physics 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin

We numerically investigate the feasibility and limits of jointly estimating flow fields and unknown particle properties (e.g., position, size, and density) from Lagrangian particle tracking (LPT) data. LPT offers time-resolved, volumetric…

Fluid Dynamics · Physics 2026-05-26 Ke Zhou , Samuel J. Grauer

Reduced rank nonlinear filters are increasingly utilized in data assimilation of geophysical flows, but often require a set of ensemble forward simulations to estimate forecast covariance. On the other hand, predictor-corrector type nudging…

Computational Physics · Physics 2020-08-26 Suraj Pawar , Shady E. Ahmed , Omer San , Adil Rasheed , Ionel M. Navon

Exploring the intersection of deterministic and stochastic dynamics, this paper delves into Lagrangian discovery for conservative and non-conservative systems under stochastic excitation. Traditional Lagrangian frameworks, adept at…

Dynamical Systems · Mathematics 2024-02-28 Tapas Tripura , Satyam Panda , Budhaditya Hazra , Souvik Chakraborty

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Lagrangian Coherent Structures (LCS) are flow features which are defined to objectively characterize complex fluid behavior over a finite time regardless of the orientation of the observer. Fluidic applications of LCS include geophysical,…

Fluid Dynamics · Physics 2023-10-18 Tanner D. Harms , Steven L. Brunton , Beverley J. McKeon

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…

Computation · Statistics 2012-08-02 Hatef Monajemi , Peter K. Kitanidis

The 3D incompressible Euler equation is an important research topic in the mathematical study of fluid dynamics. Not only is the global regularity for smooth initial data an open issue, but the behaviour may also depend on the presence or…

Analysis of PDEs · Mathematics 2017-02-01 Nicolas Besse , Uriel Frisch

A complete understanding of physical systems requires models that are accurate and obeys natural conservation laws. Recent trends in representation learning involve learning Lagrangian from data rather than the direct discovery of governing…

Machine Learning · Statistics 2023-02-10 Tapas Tripura , Souvik Chakraborty

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

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

Lagrangian data assimilation is a complex problem in oceanic and atmospheric modeling. Tracking drifters in large-scale geophysical flows can involve uncertainty in drifter location, complex inertial effects, and other factors which make…

Fluid Dynamics · Physics 2019-01-30 Kristy L. Schlueter-Kuck , John O. Dabiri

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

Methodology · Statistics 2026-04-13 Yonatan L. Ashenafi

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

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li