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We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Estimation of near-wall turbulence in channel flow from outer observations is investigated using adjoint-variational data assimilation. We first consider fully resolved velocity data, starting at a distance from the wall. By enforcing the…

Fluid Dynamics · Physics 2025-04-09 Mengze Wang , Tamer A. Zaki

Developing robust data assimilation methods for hyperbolic conservation laws is a challenging subject. Those PDEs indeed show no dissipation effects and the input of additional information in the model equations may introduce errors that…

Optimization and Control · Mathematics 2015-03-27 Anne-Céline Boulanger , Philippe Moireau , Benoit Perthame , Jacques Sainte-Marie

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

This paper investigates the effects of setting the sampling frequency significantly higher than conventional guidelines in system identification. Although continuous-time identification methods resolve the numerical difficulties encountered…

Systems and Control · Electrical Eng. & Systems 2025-06-05 Ichiro Maruta , Toshiharu Sugie

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu

In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…

Statistics Theory · Mathematics 2025-06-10 Jan Szalankiewicz , Cristina Martinez-Torres , Wilhelm Stannat

We consider a stabilized nonconforming finite element method for data assimilation in incompressible flow subject to the Stokes' equations. The method uses a primal dual structure that allows for the inclusion of nonstandard data. Error…

Numerical Analysis · Mathematics 2016-09-21 Erik Burman , Peter Hansbo

In applications such as free-space optical communication, a signal is often recovered after propagation through a turbulent medium. In this setting, it is common to assume that limited information is known about the turbulent medium, such…

Optics · Physics 2025-10-13 Anjali Nair , Qin Li , Samuel N. Stechmann

The stochastic transport of suspended particles through a periodic pattern of obstacles in microfluidic devices is investigated by means of the Fokker-Planck equation. Asymmetric arrays of obstacles have been shown to induce the continuous…

Soft Condensed Matter · Physics 2009-11-11 Zhigang Li , German Drazer

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

We present a novel framework for assimilating planar PIV experimental data using a variational approach to enhance the predictions of the Spalart-Allmaras RANS turbulence model. Our method applies three-dimensional constraints to the…

Fluid Dynamics · Physics 2026-01-27 Uttam Cadambi Padmanaban , Bharathram Ganapathisubramani , Sean Symon

Data assimilation combines dynamical models with observations to improve state estimates. Ensemble filters sequentially assimilate observations by updating a set of samples over time, alternating between a forecast and an analysis step.…

Computation · Statistics 2026-05-26 Mathieu Le Provost , Jan Glaubitz , Youssef Marzouk

We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…

Computation · Statistics 2018-04-10 Francesc Pons Llopis , Nikolas Kantas , Alexandros Beskos , Ajay Jasra

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

Fluid Dynamics · Physics 2025-02-25 Amirmoez Jamaat , Yalan Song , Farshid Rahmani , Jiangtao Liu , Kathryn Lawson , Chaopeng Shen

We present hidden fluid mechanics (HFM), a physics informed deep learning framework capable of encoding an important class of physical laws governing fluid motions, namely the Navier-Stokes equations. In particular, we seek to leverage the…

Computational Engineering, Finance, and Science · Computer Science 2018-08-20 Maziar Raissi , Alireza Yazdani , George Em Karniadakis

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