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Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…

Four-dimensional variational data assimilation (4D-Var) on a seasonal-to-interdecadal time scale under the existence of unstable modes can be viewed as an optimization problem of synchronized, coupled chaotic systems. The problem is tackled…

Data Analysis, Statistics and Probability · Physics 2015-11-17 Nozomi Sugiura , Shuhei Masuda , Yosuke Fujii , Masafumi Kamachi , Yoichi Ishikawa , Toshiyuki Awaji

In this paper, the Ensemble Kalman Filter is compared with a 4DVAR Data Assimilation System in chaotic dynamics. The Lorenz model is chosen for its simplicity in structure and its dynamical similarities with primitive equation models, such…

Chaotic Dynamics · Physics 2026-04-13 Fabrício Pereira Harter , Cleber Souza Corrêa

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it…

Machine Learning · Computer Science 2025-06-16 Yiming Yang , Xiaoyuan Cheng , Daniel Giles , Sibo Cheng , Yi He , Xiao Xue , Boli Chen , Yukun Hu

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

In this computational paper, we perform sensitivity analysis of long-time (or ensemble) averages in the chaotic regime using the shadowing algorithm. We introduce automatic differentiation to eliminate the tangent/adjoint equation solvers…

Dynamical Systems · Mathematics 2020-11-18 Nisha Chandramoorthy , Luca Magri , Qiqi Wang

Data assimilation is uniquely challenging in weather forecasting due to the high dimensionality of the employed models and the nonlinearity of the governing equations. Although current operational schemes are used successfully, our…

Atmospheric and Oceanic Physics · Physics 2018-05-09 Lea Oljača , Jochen Bröcker , Tobias Kuna

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

Data Analysis, Statistics and Probability · Physics 2012-04-11 Lewis Mitchell , Georg A. Gottwald

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

There is an urgent need to build models to tackle Indoor Air Quality issue. Since the model should be accurate and fast, Reduced Order Modelling technique is used to reduce the dimensionality of the problem. The accuracy of the model, that…

Weather and climate forecasts are inherently uncertain due to chaotic dynamics, imperfect initial conditions, and incomplete representation of the underlying physical processes. Operational ensemble forecasts aim to represent these…

Machine Learning · Computer Science 2026-05-26 Birgit Kühbacher , Daan Crommelin , Niki Kilbertus

Ensemble data assimilation techniques form an indispensable part of numerical weather prediction. As the ensemble size grows and model resolution increases, the amount of required storage becomes a major issue. Data compression schemes may…

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
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