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This paper introduces a novel data-driven convergence booster that not only accelerates convergence but also stabilizes solutions in cases where obtaining a steady-state solution is otherwise challenging. The method constructs a…

Fluid Dynamics · Physics 2025-04-09 Xukun Wang , Yilang Liu , Xiang Yang , Weiwei Zhang

Understanding time-dependent blood flow dynamics in arteries is crucial for diagnosing and treating cardiovascular diseases. However, accurately predicting time-varying flow patterns requires integrating observational data with…

Fluid Dynamics · Physics 2025-01-09 Muhammad Adnan Anwar , Jorge Tiago

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…

Analysis of PDEs · Mathematics 2018-09-05 Michael S. Jolly , Vincent R. Martinez , Eric J. Olson , Edriss S. Titi

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

Sparse sensor networks in weather and ocean modeling observe only a small fraction of the system state, which destabilizes standard nudging-based data assimilation. We introduce Interpolated Discrepancy Data Assimilation (IDDA), which…

Numerical Analysis · Mathematics 2025-11-03 Tong Wu , Humberto Godinez , Vitaliy Gyrya , James M. Hyman

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

Data assimilation is uniquely challenging in weather forecasting due to the high dimensionality of the employed models and the nonlinearity of the governing equations. Although current operational schemes are used successfully, our…

Atmospheric and Oceanic Physics · Physics 2018-05-09 Lea Oljača , Jochen Bröcker , Tobias Kuna

Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…

Numerical Analysis · Mathematics 2024-07-31 Aytekin Çıbık , Rui Fang , William Layton , Farjana Siddiqua

We present a convolution-based data assimilation method tailored to neuronal electrophysiology, addressing the limitations of traditional value-based synchronization approaches. While conventional methods rely on nudging terms and pointwise…

Neurons and Cognition · Quantitative Biology 2025-06-16 Dawei Li , Henry D. I. Abarbanel

We introduce, analyze and test a new interpolation operator for use with continuous data assimilation (DA) of evolution equations that are discretized spatially with the finite element method. The interpolant is constructed as an…

Analysis of PDEs · Mathematics 2018-10-09 Leo G. Rebholz , Camille Zerfas

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

In this study, we analyzed a continuous data assimilation scheme applied on a double-diffusive natural convection model. The algorithm is introduced with a first order backward Euler time scheme along with a finite element discretization in…

Numerical Analysis · Mathematics 2020-08-06 Mine Akbas , Aytekin Cibik

The past decade has witnessed a surge of endeavors in statistical inference for high-dimensional sparse regression, particularly via de-biasing or relaxed orthogonalization. Nevertheless, these techniques typically require a more stringent…

Statistics Theory · Mathematics 2021-11-29 Yang Li , Zemin Zheng , Jia Zhou , Ziwei Zhu

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…

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

A wide variety of optimization techniques, both exact and heuristic, tend to be biased samplers. This means that when attempting to find multiple uncorrelated solutions of a degenerate Boolean optimization problem a subset of the solution…

Disordered Systems and Neural Networks · Physics 2019-05-14 Andrew J. Ochoa , Darryl C. Jacob , Salvatore Mandrà , Helmut G. Katzgraber

In this paper, we present a novel second order in time mixed finite element scheme for the Cahn-Hilliard-Navier-Stokes equations with matched densities. The scheme combines a standard second order Crank-Nicholson method for the…

Numerical Analysis · Mathematics 2016-06-09 Amanda E. Diegel , Cheng Wang , Xiaoming Wang , Steven M. Wise