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The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

A stochastic Machine-Learning approach is developed for data-driven Reynolds-Averaged Navier-Stokes (RANS) predictions of turbulent flows, with quantified model uncertainty. This is done by combining a Bayesian symbolic identification…

Fluid Dynamics · Physics 2025-02-05 Soufiane Cherroud , Xavier Merle , Paola Cinnella , Xavier Gloerfelt

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

Numerical Analysis · Mathematics 2019-10-02 Samuel Rudy , Steven Brunton , J. Nathan Kutz

Finding an appropriate turbulence model for a given flow case usually calls for extensive experimentation with both models and numerical solution methods. This work presents the design and implementation of a flexible, programmable software…

Computational Engineering, Finance, and Science · Computer Science 2011-07-21 Mikael Mortensen , Hans Petter Langtangen , Garth N. Wells

We investigate the combined use of a Kinect depth sensor and of a stochastic data assimilation method to recover free-surface flows. More specifically, we use a Weighted ensemble Kalman filter method to reconstruct the complete state of…

Fluid Dynamics · Physics 2016-01-05 Benoit Combès , Dominique Heitz , Anthony Guibert , Etienne Mémin

Data assimilation combines information from models, measurements, and priors to estimate the state of a dynamical system such as the atmosphere. The Ensemble Kalman filter (EnKF) is a family of ensemble-based data assimilation approaches…

Computational Engineering, Finance, and Science · Computer Science 2014-12-09 Ahmed Attia , Adrian Sandu

Data-driven turbulence modeling is a newly emerged research area in thermal hydraulics simulation of nuclear power plant (NPP). The most common CFD method used in NPP thermal hydraulics simulation is Reynolds-averaged Navier-Stokes (RANS)…

Fluid Dynamics · Physics 2020-05-04 Yangmo Zhu , Nam Dinh

In this paper, we propose normalizing flows (NF) as a novel probability density function (PDF) turbulence model (NF-PDF model) for the Reynolds-averaged Navier-Stokes (RANS) equations. We propose to use normalizing flows in two different…

Fluid Dynamics · Physics 2021-01-12 Deniz A. Bezgin , Nikolaus A. Adams

Cavitation is a complex multiphase phenomenon characterised by vapour bubbles forming due to a sudden pressure drop and is often accompanied by increased hull vibrations, increased radiated noise and decrease in propeller and impeller…

Fluid Dynamics · Physics 2024-05-02 Dhruv Apte , Mingming Ge , Olivier Coutier-Delgosha

Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods…

Numerical Analysis · Mathematics 2025-10-23 Lizuo Liu , Tongtong Li , Anne Gelb

In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…

Numerical Analysis · Mathematics 2022-10-06 Francesco A. B. Silva , Cecilia Pagliantini , Martin Grepl , Karen Veroy

We apply a continuous data assimilation method to the Navier-Stokes-Fourier system governing the evolution of a compressible, rotating and thermally driven fluid. A rigorous proof of the tracking property is given in the asymptotic regime…

Analysis of PDEs · Mathematics 2025-10-24 Eduard Feireisl , Wladimir Neves

The Ensemble Adjustment Kalman Filter (EAKF) of the Data Assimilation Research Testbed (DART) is implemented to assimilate observations of satellite sea surface temperature, altimeter sea surface height and in situ ocean temperature and…

Atmospheric and Oceanic Physics · Physics 2020-02-06 Sivareddy Sanikommu , Habib Toye , Peng Zhan , Sabique Langodan , George Krokos , Omar Knio , Ibrahim Hoteit

We develop, analyze, and test an approximate, global data assimilation/synchronization algorithm based on purely local observations for the two-dimensional Navier-Stokes equations on the torus. We prove that, for any error threshold, if the…

Analysis of PDEs · Mathematics 2020-08-18 Animikh Biswas , Zachary Bradshaw , Michael S. Jolly

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensional problems, this condition is never met. As a result, in…

Data Analysis, Statistics and Probability · Physics 2024-11-12 Michael Tsyrulnikov , Arseniy Sotskiy

High-fidelity patient-specific modeling of cardiovascular flows and hemodynamics is challenging. Direct blood flow measurement inside the body with in-vivo measurement modalities such as 4D flow magnetic resonance imaging (4D flow MRI)…

Fluid Dynamics · Physics 2021-06-11 Milad Habibi , Roshan M. D'Souza , Scott T. M. Dawson , Amirhossein Arzani

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

This paper focuses on continuous data assimilation (CDA) for the Navier-Stokes equations with nonlinear slip boundary conditions. CDA methods are typically employed to recover the original system when initial data or viscosity coefficients…

Numerical Analysis · Mathematics 2025-03-28 W. C. Wu , H. Y. Dong , K. Wang

Data assimilation (DA) integrates observational data with numerical models to improve the prediction of complex physical systems. However, traditional DA methods often struggle with nonlinear dynamics and multi-scale variability,…

Computational Engineering, Finance, and Science · Computer Science 2026-01-29 Hyeonggeun Yun , Quanling Deng

Data-driven turbulence modeling has been considered an effective method for improving the prediction accuracy of Reynolds-averaged Navier-Stokes equations. Related studies aimed to solve the discrepancy of traditional turbulence modeling by…

Fluid Dynamics · Physics 2020-10-19 Yuhui Yin , Pu Yang , Yufei Zhang , Haixin Chen , Song Fu