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The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…

Machine Learning · Computer Science 2026-04-30 Xin T. Tong , Yanyan Wang , Liang Yan

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

Probability · Mathematics 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

Inverse problems are common and important in many applications in computational physics but are inherently ill-posed with many possible model parameters resulting in satisfactory results in the observation space. When solving the inverse…

Computational Physics · Physics 2020-06-24 Xin-Lei Zhang , Carlos Michelén-Ströfer , Heng Xiao

Rapid resource model updating with real-time data is important for making timely decisions in resource management and mining operations. This requires optimal merging of models and observations, which can be achieved through data…

Applications · Statistics 2025-06-03 Sultan Abulkhair , Peter Dowd , Chaoshui Xu , Penny Stewart

A quantum field model that incorporates Bose-condensed systems near their phase transition into a superfluid phase and velocity fluctuations is proposed. The stochastic Navier-Stokes equation is used for a generation of the velocity…

Statistical Mechanics · Physics 2016-01-13 M. Dančo , M. Hnatič , M. V. Komarova , T. Lučivjanský , M. Yu. Nalimov

We propose closed-form conditional diffusion models for data assimilation. Diffusion models use data to learn the score function (defined as the gradient of the log-probability density of a data distribution), allowing them to generate new…

Machine Learning · Statistics 2026-04-02 Brianna Binder , Agnimitra Dasgupta , Assad Oberai

This paper studies a coupled two-dimensional Navier--Stokes--Cahn--Hilliard phase-field model augmented by a transported auxiliary field, and develops a continuous data assimilation (CDA) framework for recovering its trajectories from…

Numerical Analysis · Mathematics 2026-03-11 Tianyu Sun

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

Accurate subgrid-scale closures are essential for weather/climate models, where predicting extreme events is critical. Traditional closures have structural errors, e.g., producing excessive diffusion that dampens extremes. Artificial…

Error diagnostics for turbulence models have traditionally focused on engineering quantities of interest, such as the skin-friction coefficient, $C_f$, most often by comparing the predicted $C_f$ against reference data. In wall-bounded…

Fluid Dynamics · Physics 2026-03-13 Shyam S. Nair , Vishal A. Wadhai , Robert F. Kunz , Xiang I. A. Yang

This study presents an extension of the corrected Smagorinsky model, incorporating advanced techniques for error estimation and regularity analysis of far-from-equilibrium turbulent flows. A new formulation that increases the model's…

Fluid Dynamics · Physics 2024-11-11 Rômulo Damasclin Chaves dos Santos

This paper presents a neural network-based turbulence modeling approach for transonic flows based on the ensemble Kalman method. The approach adopts a tensor basis neural network for the Reynolds stress representation, with modified inputs…

Fluid Dynamics · Physics 2023-05-12 Yi Liu , Xin-Lei Zhang , Guowei He

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

The Euler-Poincar\'e approach to complex fluids is used to derive multiscale equations for computationally modelling Euler flows as a basis for modelling turbulence. The model is based on a \emph{kinematic sweeping ansatz} (KSA) which…

Fluid Dynamics · Physics 2015-06-04 Darryl D. Holm , Cesare Tronci

Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

Machine Learning · Computer Science 2024-03-20 Feiyu Lu

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

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

Motivated by the presence of a finite number of determining parameters (degrees of freedom) such as modes, nodes and local spatial averages for dissipative dynamical systems, we present a continuous data assimilation algorithm for the…

Analysis of PDEs · Mathematics 2014-08-26 Débora A. F. Albanez , Helena J. Nussenzveig Lopes , Edriss S. Titi

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here we explore another promising solution in which diffusion models are used to…

Mathematical Physics · Physics 2024-04-02 Feng Bao , Hristo G. Chipilski , Siming Liang , Guannan Zhang , Jeffrey S. Whitaker

Data-driven turbulence modeling studies have reached such a stage that the fundamental framework is basically settled, but several essential issues remain that strongly affect the performance, including accuracy, smoothness, and…

Fluid Dynamics · Physics 2022-09-21 Yuhui Yin , Yufei Zhang , Haixin Chen , Song Fu
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