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Parameter estimation has a high importance in the geosciences. The ensemble Kalman filter (EnKF) allows parameter estimation for large, time-dependent systems. For large systems, the EnKF is applied using small ensembles, which may lead to…

Applications · Statistics 2021-08-05 Johannes Keller , Harrie-Jan Hendricks Franssen , Wolfgang Nowak

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

Machine Learning · Statistics 2023-11-23 Cédric Travelletti , Jörg Franke , David Ginsbourger , Stefan Brönnimann

Even though compressible plasma turbulence is encountered in many astrophysical phenomena, its effect is often not well understood. Furthermore, direct numerical simulations are typically not able to reach the extreme parameters of these…

Fluid Dynamics · Physics 2016-07-27 P. Grete , D. G. Vlaykov , W. Schmidt , D. R. G. Schleicher

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

Methodology · Statistics 2018-02-12 Michael Roth , Gustaf Hendeby , Carsten Fritsche , Fredrik Gustafsson

The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…

Methodology · Statistics 2022-06-06 Andrey A Popov , Adrian Sandu , Elias D. Nino-Ruiz , Geir Evensen

Heavy tails is a common feature of filtering distributions that results from the nonlinear dynamical and observation processes as well as the uncertainty from physical sensors. In these settings, the Kalman filter and its ensemble version -…

Computation · Statistics 2023-10-16 Mathieu Le Provost , Ricardo Baptista , Jeff D. Eldredge , Youssef Marzouk

We formulate and implement the Euler equations with SGS dynamics and provide numerical tests of an SGS turbulence energy model that predicts the turbulent pressure of unresolved velocity fluctuations and the rate of dissipation for highly…

Astrophysics of Galaxies · Physics 2015-05-20 W. Schmidt , C. Federrath

This study proposes a multiscale convolutional neural network subgrid-scale (MSC-SGS) model for large-eddy simulation (LES). This model incorporates multiscale representations obtained via filtering to capture turbulent vortices…

Fluid Dynamics · Physics 2025-02-18 Bahrul Jalaali , Kie Okabayashi

An adjoint-based variational optimal mixed model (VOMM) is proposed for subgrid-scale (SGS) closure in large-eddy simulation (LES) of turbulence. The stabilized adjoint LES equations are formulated by introducing a minimal regularization to…

Fluid Dynamics · Physics 2023-07-19 Zelong Yuan , Yunpeng Wang , Xiaoning Wang , Jianchun Wang

The Ensemble Kalman Filter (EnKF) is a widely used method for data assimilation in high-dimensional systems, with an ensemble update step equivalent to an empirical version of the Matheron update popular in Gaussian process regression -- a…

Machine Learning · Computer Science 2025-09-19 Dan MacKinlay

Filtering the passive scalar transport equation in the large-eddy simulation (LES) of turbulent transport gives rise to the closure term corresponding to the unresolved scalar flux. Understanding and respecting the statistical features of…

Fluid Dynamics · Physics 2021-07-12 Ali Akhavan-Safaei , Mehdi Samiee , Mohsen Zayernouri

Accurate subgrid-scale turbulence models are needed to perform realistic numerical magnetohydrodynamic (MHD) simulations of the subsurface flows of the Sun. To perform large-eddy simulations (LES) of turbulent MHD flows, three unknown terms…

Solar and Stellar Astrophysics · Physics 2010-10-28 G. Balarac , A. G. Kosovichev , O. Brugière , A. A. Wray , N. N. Mansour

To develop a more convenient subgrid-scale (SGS) model that performs well even in coarse grid cases, we investigate the transport and modeling of SGS turbulent kinetic energy (hereafter SGS energy) in turbulent channel flows based on the…

Fluid Dynamics · Physics 2024-06-12 Kazuhiro Inagaki , Hiromichi Kobayashi

Essential features of the Multigrid Ensemble Kalman Filter (G. Moldovan, G. Lehnasch, L. Cordier, M. Meldi, A multigrid/ensemble Kalman filter strategy for assimilation of unsteady flows, Journal of Computational Physics 443-110481)…

Fluid Dynamics · Physics 2022-10-20 Gabriel Moldovan , Guillaume Lehnasch , Laurent Cordier , Marcello Meldi

The Ensemble Kalman filter assumes the observations to be Gaussian random variables with a pre-specified mean and variance. In practice, observations may also have detection limits, for instance when a gauge has a minimum or maximum value.…

Optimization and Control · Mathematics 2018-11-14 Abhishek Shah , Mohamad El Gharamti , Laurent Bertino

EnKF-C provides a compact generic framework for off-line data assimilation into large-scale layered geophysical models with the ensemble Kalman filter (EnKF). It is coded in C for GNU/Linux platform and can work either in EnKF, ensemble…

Computational Engineering, Finance, and Science · Computer Science 2026-02-11 Pavel Sakov

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

Sediment deposits are the only leftover records from paleo tsunami events. Therefore, inverse modeling method based on the information contained in the deposit is an indispensable way of deciphering the quantitative characteristics of the…

Geophysics · Physics 2016-01-18 Jian-Xun Wang , Hui Tang , Heng Xiao , Robert Weiss

We present two families of sub-grid scale (SGS) turbulence models developed for large-eddy simulation (LES) purposes. Their development required the formulation of physics-informed robust and efficient Deep Learning (DL) algorithms which,…

Fluid Dynamics · Physics 2023-07-20 Rikhi Bose , Arunabha M. Roy

The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…