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Data assimilation (DA) in the geophysical sciences remains the cornerstone of robust forecasts from numerical models. Indeed, DA plays a crucial role in the quality of numerical weather prediction, and is a crucial building block that has…

The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and…

Methodology · Statistics 2021-01-19 Daniel Paulin , Ajay Jasra , Alexandros Beskos , Dan Crisan

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

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

Long-range geophysical forecasts are fundamentally limited by chaotic dynamics and numerical errors. While data assimilation can mitigate these issues, classical variational smoothers require computationally expensive tangent-linear and…

Machine Learning · Computer Science 2026-02-24 Phillip Si , Peng Chen

The spatio-temporal interpolation of large geophysical datasets has historically been addressed by Optimal Interpolation (OI) and more sophisticated equation-based or data-driven Data Assimilation (DA) techniques. Recent advances in the…

We propose two new methods based/inspired by machine learning for tabular data and distance-free localization to enhance the covariance estimations in an ensemble data assimilation. The main goal is to enhance the data assimilation results…

Machine Learning · Computer Science 2025-07-31 Vinicius L. S. Silva , Gabriel S. Seabra , Alexandre A. Emerick

This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…

Computational Physics · Physics 2021-11-10 Ronan Fablet , Bertrand Chapron , Lucas. Drumetz , Etienne Memin , Olivier Pannekoucke , Francois Rousseau

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

Variational Data Assimilation (DA) has enabled huge improvements in the skill of operational weather forecasting. In this study, we use a simple solar-wind propagation model to develop the first solar-wind variational DA scheme. This scheme…

Space Physics · Physics 2018-10-19 Matthew Lang , Mathew Owens

State estimates from weak constraint 4D-Var data assimilation can vary significantly depending on the data and model error covariances. As a result, the accuracy of these estimates heavily depends on the correct specification of both model…

Methodology · Statistics 2025-04-28 Sandra R. Babyale , Jodi Mead , Donna Calhoun , Patricia O. Azike

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

The combination of machine learning models with physical models is a recent research path to learn robust data representations. In this paper, we introduce p$^3$VAE, a variational autoencoder that integrates prior physical knowledge about…

Computer Vision and Pattern Recognition · Computer Science 2025-02-27 Romain Thoreau , Laurent Risser , Véronique Achard , Béatrice Berthelot , Xavier Briottet

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

Dynamic downscaling typically involves using numerical weather prediction (NWP) solvers to refine coarse data to higher spatial resolutions. Data-driven models such as FourCastNet have emerged as a promising alternative to the traditional…

Atmospheric and Oceanic Physics · Physics 2025-03-05 Philip Dinenis , Vishwas Rao , Mihai Anitescu

Data Assimilation (DA) is a methodology for combining mathematical models simulating complex systems (the background knowledge) and measurements (the reality or observational data) in order to improve the estimate of the system state. This…

Numerical Analysis · Mathematics 2019-01-15 Luisa D'Amore , Rosalba Cacciapuoti

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

This paper discusses the practical use of the saddle variational formulation for the weakly-constrained 4D-VAR method in data assimilation. It is shown that the method, in its original form, may produce erratic results or diverge because of…

Numerical Analysis · Mathematics 2021-05-31 S. Gratton , S. Gürol , E. Simon , Ph. L. Toint

This study demonstrates how the incremental 4D-Var data assimilation method can be applied efficiently preconditione d in an application to an oceanographic problem. The approach consists in performing a few iterations of the reduced-order…

Geophysics · Physics 2007-09-19 Céline Robert , Eric Blayo , Jacques Verron

This paper presents a comparison of two reduced-order, sequential and variational data assimilation methods: the SEEK filter and the R-4D-Var. A hybridization of the two, combining the variational framework and the sequential evolution of…

Geophysics · Physics 2009-11-13 Céline Robert , Eric Blayo , Jacques Verron