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Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian $\alpha-$stable L\'evy noise via stochastic averaging. When the observations are only available for slow components, we show that the…

Dynamical Systems · Mathematics 2018-01-10 Yanjie Zhang , Zhuan Cheng , Xinyong Zhang , Xiaoli Chen , Jinqiao Duan , Xiaofan Li

It is well understood that dynamic instability is among the primary drivers of forecast uncertainty in chaotic, physical systems. Data assimilation techniques have been designed to exploit this phenomena, reducing the effective dimension of…

Optimization and Control · Mathematics 2018-07-27 Colin Grudzien , Alberto Carrassi , Marc Bocquet

Implicit particle filters for data assimilation generate high-probability samples by representing each particle location as a separate function of a common reference variable. This representation requires that a certain underdetermined…

Numerical Analysis · Mathematics 2015-05-27 Matthias Morzfeld , Xuemin Tu , Ethan Atkins , Alexandre J. Chorin

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

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

We discuss the discrete data assimilation problem for the 3D viscous primitive equations arising in the modeling of large scale phenomena in oceanic dynamics. Our main result states possibility of asymptotically reliable prognosis based on…

Dynamical Systems · Mathematics 2013-08-08 Igor Chueshov

In this thesis, we review the theory of Lyapunov exponents and covariant Lyapunov vectors (CLVs) and use these objects to numerically investigate the dynamics of several autonomous Hamiltonian systems. The algorithm which we use for…

Chaotic Dynamics · Physics 2025-12-23 Jean-Jacq du Plessis

This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze

A new order parameter approximation to Random Boolean Networks (RBN) is introduced, based on the concept of Boolean derivative. A statistical argument involving an annealed approximation is used, allowing to measure the order parameter in…

adap-org · Physics 2009-10-31 Bartolo Luque , Ricard V. Sole

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

Adaptive control strategies usually are designed based on gradient methods for the sake of simplicity in Lyapunov analysis. However, least squares (LS)-based parameter identifiers, with proper selection of design parameters, exhibit better…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Nursefa Zengin , Baris Fidan , Ladan Khoshnevisan

Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…

Adaptation and Self-Organizing Systems · Physics 2025-04-07 Lauren D. Smith , Georg A. Gottwald

In order to analyze structure of tangent spaces of a transient orbit, we propose a new algorithm which pulls back vectors in tangent spaces along the orbit by using a calculation method of covariant Lyapunov vectors. As an example, the…

Dynamical Systems · Mathematics 2014-11-20 Takayuki Yamaguchi , Makoto Iima

This paper presents a method to approximate regions of attraction of unknown nonlinear dynamical systems from data. Assuming point-wise evaluations of the vector field and known Lipschitz bounds, a polyhedral uncertainty set of admissible…

Optimization and Control · Mathematics 2026-05-21 Oumayma Khattabi , Matteo Tacchi-Bénard , Martin Gulan , Sorin Olaru

We develop an approximation theory in Hilbert spaces that generalizes the classical theory of approximation by entire functions of exponential type. The results advance harmonic analysis on manifolds and graphs, thus facilitating data…

Functional Analysis · Mathematics 2014-03-07 Isaac Z. Pesenson , Meyer Z. Pesenson

Forecasting ocean drift trajectories are important for many applications, including search and rescue operations, oil spill cleanup and iceberg risk mitigation. In an operational setting, forecasts of drift trajectories are produced based…

Computation · Statistics 2020-03-26 Håvard Heitlo Holm , Martin Lilleeng Sætra , Peter Jan van Leeuwen

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

We describe a spectrally-filtered discrete-in-time downscaling data assimilation algorithm and prove, in the context of the two-dimensional Navier--Stokes equations, that this algorithm works for a general class of interpolants, such as…

Dynamical Systems · Mathematics 2019-03-18 Emine Celik , Eric Olson , Edriss S. Titi

The aim of this paper is to shed more light on some recent ideas about Lyapunov exponents and clarify the formal structures behind these ideas. In particular, we show that the vector of (averaged) Lyapunov exponents of a smooth…

Dynamical Systems · Mathematics 2023-10-03 Christoph Kawan