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The task of dynamic flow estimation is to construct an approximation of an evolving flow---and particularly, its response to disturbances---using measurements from available sensors. Building from previous work by Darakananda et al.~(Phys…

Fluid Dynamics · Physics 2021-05-19 Mathieu Le Provost , Jeff D. Eldredge

A physics-infused strategy relying on the Ensemble Kalman Filter (EnKF) is here used to augment the accuracy of a continuous Immersed Boundary Method (IBM). The latter is a classical penalty method accounting for the presence of the…

Fluid Dynamics · Physics 2023-10-16 Miguel M. Valero , Marcello Meldi

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

Hurricanes and coastal floods are among the most disastrous natural hazards. Both are intimately related to storm surges, as their causes and effects, respectively. However, the short-term forecasting of storm surges has proven challenging,…

Data Analysis, Statistics and Probability · Physics 2024-04-10 Patrick Ebel , Brandon Victor , Peter Naylor , Gabriele Meoni , Federico Serva , Rochelle Schneider

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer

Geoscientific applications of ensemble Kalman filters face several computational challenges arising from the high dimensionality of the forecast covariance matrix, particularly when this matrix incorporates localization. For square-root…

Computational Physics · Physics 2025-10-15 Robin Armstrong , Ian Grooms

Forecasting compound floods presents a significant challenge due to the intricate interplay of meteorological, hydrological, and oceanographic factors. Analyzing compound floods has become more critical as the global climate increases flood…

Machine Learning · Computer Science 2025-06-06 Xu Zheng , Chaohao Lin , Sipeng Chen , Zhuomin Chen , Jimeng Shi , Wei Cheng , Jayantha Obeysekera , Jason Liu , Dongsheng Luo

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Ardeshir Mohammad Ebtehaj , Efi Foufoula-Georgiou

Because of physical assumptions and numerical approximations, low-order models are affected by uncertainties in the state and parameters, and by model biases. Model biases, also known as model errors or systematic errors, are difficult to…

Methodology · Statistics 2024-10-10 Andrea Nóvoa , Alberto Racca , Luca Magri

The challenges in operational flood forecasting lie in producing reliable forecasts given constrained computational resources and within processing times that are compatible with near-real-time forecasting. Flood hydrodynamic models exploit…

Image and Video Processing · Electrical Eng. & Systems 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Quentin Bonassies , Raquel Rodriguez Suquet , Santiago Peña Luque , Kevin Marlis , Cédric David

In this work, we aim at studying ensemble based optimal control strategies for data assimilation. Such formulation nicely combines the ingredients of ensemble Kalman filters and variational data assimilation (4DVar). In the same way as…

Mathematical Physics · Physics 2014-01-17 Yin Yang , Cordelia Robinson , Dominique Heitz , Etienne Mémin

Accurate medium-range precipitation forecasting is crucial for hydrometeorological risk management and disaster mitigation, yet remains challenging for current numerical weather prediction (NWP) systems. Traditional ensemble systems such as…

Atmospheric and Oceanic Physics · Physics 2025-10-24 Tianyi Xiong , Haonan Chen

High-fidelity simulations are essential for predicting material behavior under high-velocity impact (HVI), but their accuracy depends on material models and parameters that are often calibrated by manual fitting to multiple costly…

Materials Science · Physics 2026-04-01 Rong Jin , Guangyao Wang , Xingsheng Sun

Estimating background-error covariances remains a core challenge in variational data assimilation (DA). Operational systems typically approximate these covariances by transformations that separate geostrophically balanced components from…

Atmospheric and Oceanic Physics · Physics 2026-01-21 Boštjan Melinc , Uroš Perkan , Žiga Zaplotnik

An accurate load forecast is always important for the power industry and energy players as it enables stakeholders to make critical decisions. In addition, its importance is further increased with growing uncertainties in the generation…

Signal Processing · Electrical Eng. & Systems 2018-11-26 Muhammad Qamar Raza , N. Mithulananthan , Jiaming Li , Kwang Y. Lee

Filtering - the task of estimating the conditional distribution for states of a dynamical system given partial and noisy observations - is important in many areas of science and engineering, including weather and climate prediction.…

Machine Learning · Computer Science 2025-03-25 Eviatar Bach , Ricardo Baptista , Enoch Luk , Andrew Stuart

Data assimilation techniques, developed in the last two decades mainly for weather prediction, produce better forecasts by taking advantage of both theoretical/numerical models and real-time observations. In this paper, we explore the…

Astrophysics · Physics 2015-05-13 Eric Bélanger , Alain Vincent , Paul Charbonneau

This paper proposes an $SE_2(3)$ based extended Kalman filtering (EKF) framework for the inertial-integrated state estimation problem. The error representation using the straight difference of two vectors in the inertial navigation system…

Robotics · Computer Science 2021-03-15 Yarong Luo , Chi Guo , Shengyong You , Jianlang Hu , Jingnan Liu

The proper determination of soil moisture on different scales is important for applications in a variety of fields. We aim to develop a high-level soil moisture product with high temporal and spatial resolution by assimilating the…

Atmospheric and Oceanic Physics · Physics 2021-04-21 J. Vural , S. Schneider , B. Bauer-Marschallinger , K. Haslinger

The Ensemble Kalman Filter (EnKF) has achieved great successes in data assimilation in atmospheric and oceanic sciences, but its failure in convergence to the right filtering distribution precludes its use for uncertainty quantification. We…

Methodology · Statistics 2021-05-13 Peiyi Zhang , Qifan Song , Faming Liang