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We consider a recently introduced continuous data assimilation (CDA) approach for downscaling a coarse resolution configuration of the 2D Benard convection equations into a finer grid. In this CDA, a nudging term, estimated as the misfit…

Optimization and Control · Mathematics 2015-12-22 M. U. Altaf , E. S. Titi , O. M. Knio , L. Zhao , M. F. McCabe , I. Hoteit

When estimating quantities and fields that are difficult to measure directly, such as the fluidity of ice, from point data sources, such as satellite altimetry, it is important to solve a numerical inverse problem that is formulated with…

Mathematical Software · Computer Science 2023-08-11 Reuben W. Nixon-Hill , Daniel Shapero , Colin J. Cotter , David A. Ham

Data assimilation (DA), as an indispensable component within contemporary Numerical Weather Prediction (NWP) systems, plays a crucial role in generating the analysis that significantly impacts forecast performance. Nevertheless, the…

Machine Learning · Computer Science 2026-03-17 Xiaoze Xu , Xiuyu Sun , Wei Han , Xiaohui Zhong , Lei Chen , Hao Li

The Picard iteration for the Boussinesq model of natural convection can be an attractive solver because it stably decouples the fluid equations from the temperature equation (for contrast, the Newton iteration does not stably decouple).…

Numerical Analysis · Mathematics 2025-02-18 Elizabeth Hawkins

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

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 adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…

Analysis of PDEs · Mathematics 2016-05-24 Ciprian Foias , Cecilia F. Mondaini , Edriss S. Titi

We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and…

Machine Learning · Computer Science 2017-10-23 H. D. I. Abarbanel , P. J. Rozdeba , S. Shirman

Data assimilation (DA) plays a pivotal role in numerical weather prediction by systematically integrating sparse observations with model forecasts to estimate optimal atmospheric initial condition for forthcoming forecasts. Traditional…

Atmospheric and Oceanic Physics · Physics 2025-10-28 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

We introduce a data assimilation method to estimate model parameters with observations of passive tracers by directly assimilating Lagrangian Coherent Structures. Our approach differs from the usual Lagrangian Data Assimilation approach,…

Atmospheric and Oceanic Physics · Physics 2017-11-22 John Maclean , Naratip Santitissadeekorn , Christopher KRT Jones

Statistical Data Assimilation (SDA) is the transfer of information from field or laboratory observations to a user selected model of the dynamical system producing those observations. The data is noisy and the model has errors; the…

Computation · Statistics 2019-01-16 Adrian S. Wong , Kangbo Hao , Zheng Fang , Henry D. I. Abarbanel

Variational data assimilation is a technique for combining measured data with dynamical models. It is a key component of Earth system state estimation and is commonly used in weather and ocean forecasting. The approach involves a…

Numerical Analysis · Mathematics 2026-04-30 I. Daužickaitė , M. A. Freitag , S. Gürol , A. S. Lawless , A. Ramage , J. A. Scott , J. M. Tabeart

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

Machine Learning · Statistics 2021-11-24 Jarrad Courts , Adrian Wills , Thomas B. Schön

We consider a stabilized nonconforming finite element method for data assimilation in incompressible flow subject to the Stokes' equations. The method uses a primal dual structure that allows for the inclusion of nonstandard data. Error…

Numerical Analysis · Mathematics 2016-09-21 Erik Burman , Peter Hansbo

Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, machine learning, economic science and natural sciences. We…

Methodology · Statistics 2019-11-19 Anna Kutschireiter , Simone Carlo Surace , Jean-Pascal Pfister

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

We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…

Optimization and Control · Mathematics 2026-02-12 Benedikt Kaltenbach , Christian Aarset , Tram Thi Ngoc Nguyen

Monitoring carbon dioxide (CO2) injected and stored in subsurface reservoirs is critical for avoiding failure scenarios and enables real-time optimization of CO2 injection rates. Sequential Bayesian data assimilation (DA) is a statistical…

Geophysics · Physics 2024-10-22 Grant Bruer , Abhinav Prakash Gahlot , Edmond Chow , Felix Herrmann

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Ondrej Straka , Felipe Giraldo-Grueso , Renato Zanetti

Developing robust data assimilation methods for hyperbolic conservation laws is a challenging subject. Those PDEs indeed show no dissipation effects and the input of additional information in the model equations may introduce errors that…

Optimization and Control · Mathematics 2015-03-27 Anne-Céline Boulanger , Philippe Moireau , Benoit Perthame , Jacques Sainte-Marie
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