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The immersed boundary-finite element method (IBFE) is an approach to describing the dynamics of an elastic structure immersed in an incompressible viscous fluid. In this formulation, there are discontinuities in the pressure and viscous…

Numerical Analysis · Mathematics 2020-03-18 Charles Puelz , Boyce E. Griffith

The Finite Element Method (FEM) is a widely used technique for simulating crash scenarios with high accuracy and reliability. To reduce the significant computational costs associated with FEM, the Finite Element Method Integrated Networks…

Computational Engineering, Finance, and Science · Computer Science 2024-09-27 Simon Thel , Lars Greve , Maximilian Karl , Patrick van der Smagt

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

Robotics · Computer Science 2019-03-14 Martin Brossard , Axel Barrau , Silvère Bonnabel

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

We present a new computational method by extending the Immersed Boundary (IB) method with a spectrally-accurate geometric model based on Radial Basis Function (RBF) interpolation of the Lagrangian structures. Our specific motivation is the…

Numerical Analysis · Mathematics 2015-05-27 Varun Shankar , Grady B. Wright , Robert M. Kirby , Aaron L. Fogelson

We introduce an algorithmic framework based on tensor networks for computing fluid flows around immersed objects in curvilinear coordinates. We show that the tensor network simulations can be carried out solely using highly compressed…

Computational Fluid Dynamics (CFD) simulation by the numerical solution of the Navier-Stokes equations is an essential tool in a wide range of applications from engineering design to climate modeling. However, the computational cost and…

Computational Physics · Physics 2021-11-29 Mateus Dias Ribeiro , Abdul Rehman , Sheraz Ahmed , Andreas Dengel

We present a framework for Large Eddy Simulations (LES) with Immersed Boundaries (IBs) to simulate high Reynolds number flows over complex walls. In this approach, which we call Immersed Boundary-Modeled LES (IBMLES), we volume-filter the…

Fluid Dynamics · Physics 2025-11-03 Morrison Rickard , M. Houssem Kasbaoui

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

We study the ensemble Kalman filter (EnKF) algorithm for sequential data assimilation in a general situation, that is, for nonlinear forecast and measurement models with non-additive and non-Gaussian noises. Such applications traditionally…

Methodology · Statistics 2018-08-17 Weixuan Li , W. Steven Rosenthal , Guang Lin

Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…

Numerical Analysis · Mathematics 2018-11-14 Yuming Ba , Lijian Jiang , Na Ou

Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…

Dynamical Systems · Mathematics 2025-03-25 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

Machine Learning · Statistics 2021-11-10 Tsuyoshi Ishizone , Tomoyuki Higuchi , Kazuyuki Nakamura

We describe a novel framework for estimating subsurface properties, such as rock permeability and porosity, from time-lapse observed seismic data by coupling full-waveform inversion, subsurface flow processes, and rock physics models. For…

Geophysics · Physics 2020-05-06 Dongzhuo Li , Kailai Xu , Jerry M. Harris , Eric Darve

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

In our recent work [H. Zhang, F.X. Trias, A. Oliva, D. Yang, Y. Tan, Y. Sheng. PIBM: Particulate immersed boundary method for fluid-particle interaction problems. Powder Technology. 272(2015), 1-13.], a particulate immersed boundary method…

Computational Physics · Physics 2015-02-05 Hao Zhang , Haizhuan Yuan , F. Xavier Trias , Aibing Yu , Yuanqiang Tan , Assensi Oliva

Digital twins (DTs) rely on continuous synchronization between physical systems and their virtual counterparts through online parameter estimation under uncertainty. In many practical settings, however, this task is challenged by low…

Computational Engineering, Finance, and Science · Computer Science 2026-05-19 Yasar Yanik , Himadri Basu , Ricardo G. Sanfelice , Daniele Venturi

This article presents a detailed introduction to density-based topology optimisation of fluid flow problems. The goal is to allow new students and researchers to quickly get started in the research area and to skip many of the initial…

Computational Engineering, Finance, and Science · Computer Science 2023-02-03 Joe Alexandersen

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…

Systems and Control · Computer Science 2017-10-17 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Statistics Theory · Mathematics 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu