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Related papers: Ensemble Data Assimilation for Particle-based Meth…

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We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…

Optimization and Control · Mathematics 2026-02-12 Benedikt Kaltenbach , Christian Aarset , Tram Thi Ngoc Nguyen

Smoothed particle hydrodynamics is a particle-based, fully Lagrangian, method for fluid-flow simulations. In this work, fundamental concepts of the method are first briefly recalled. Then, we present a thorough comparison of three different…

Fluid Dynamics · Physics 2012-08-22 Kamil Szewc , Jacek Pozorski , Jean-Pierre Minier

In data assimilation, an ensemble provides a way to propagate the probability density of a system described by a nonlinear prediction model. Although a large ensemble size is required for statistical accuracy, the ensemble size is typically…

Numerical Analysis · Mathematics 2024-11-12 Bosu Choi , Yoonsang Lee

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

Methodology · Statistics 2021-03-15 Gregor Robinson , Ian Grooms

The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Daniele Giovanni Gioia , Jacopo Bonari , Daniel Lichte , Alexander Popp

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods…

Atmospheric and Oceanic Physics · Physics 2025-05-08 Zixiang Xiong , Siming Liang , Feng Bao , Guannan Zhang , Hristo G. Chipilski

In the present article, novel Coarse-Graining (CG) algorithms for the Eulerian-Lagrangian (EL) simulation of particle-laden flows are proposed. These include different variants of Reproducing Kernel Particle Methods (RKPM) and an extended…

Fluid Dynamics · Physics 2025-11-12 H. Eshraghi , E. Amani , M. Saffar-Avval

Swimming involves a body's capability to navigate through a fluid by undergoing self-deformations. Typically, fluid dynamics are described by the Navier-Stokes equations, and when integrated with a swimming body, it results in a highly…

Analysis of PDEs · Mathematics 2024-08-27 Céline Van Landeghem , Luca Berti , Laëtitia Giraldi , Christophe Prud'Homme

The Eulerian-Lagrangian approach based on Large-Eddy Simulation (LES) is one of the most promising and viable numerical tools to study turbulent dispersed flows when the computational cost of Direct Numerical Simulation (DNS) becomes too…

Fluid Dynamics · Physics 2017-06-02 Alessio Innocenti , Cristian Marchioli , Sergio Chibbaro

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…

Numerical modeling and simulation of two-phase flow in porous media is challenging due to the uncertainties in key parameters, such as permeability. To address these challenges, we propose a computational framework by utilizing the novel…

Numerical Analysis · Mathematics 2025-05-13 Ruoyu Hu , Sanjeeb Poudel , Feng Bao , Sanghyun Lee

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

Numerical Analysis · Mathematics 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

Despite the widespread usage of discrete generation Ensemble Kalman particle filtering methodology to solve nonlinear and high dimensional filtering and inverse problems, little is known about their mathematical foundations. As genetic-type…

Probability · Mathematics 2021-07-06 Pierre del Moral , Emma Horton

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

Fluid Dynamics · Physics 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

In this paper we combine the non-linear filtering capabilities of particle filters with the transdimensional inference of the reversible-jump Markov chain Monte Carlo method for a data assimilation methodology over dynamic problems with…

Geophysics · Physics 2026-03-27 Márk Somogyvári , Sebastian Reich

In this paper, we consider the adaptive Eulerian--Lagrangian method (ELM) for linear convection-diffusion problems. Unlike the classical a posteriori error estimations, we estimate the temporal error along the characteristics and derive a…

Numerical Analysis · Mathematics 2012-09-07 Xiaozhe Hu , Young-Ju Lee , Jinchao Xu , Chensong Zhang

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

Discrete particle simulations are widely used to study large-scale particulate flows in complex geometries where particle-particle and particle-fluid interactions require an adequate representation but the computational cost has to be kept…

Computational Engineering, Finance, and Science · Computer Science 2017-11-02 Christoph Rettinger , Ulrich Rüde