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Obtaining accurate high-resolution representations of model outputs is essential to describe the system dynamics. In general, however, only spatially- and temporally-coarse observations of the system states are available. These observations…

Dynamical Systems · Mathematics 2022-11-08 Mohamad Abed El Rahman Hammoud , Olivier LeMaitre , Edriss S. Titi , Ibrahim Hoteit , Omar Knio

In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…

Computational Physics · Physics 2020-12-09 Julien Brajard , Alberto Carrassi , Marc Bocquet , Laurent Bertino

IIn recent years, there has been a growing interest in applying data assimilation (DA) methods, originally designed for state estimation, to the model selection problem. In this setting, Carrassi et al. (2017) introduced the contextual…

Methodology · Statistics 2018-10-10 Sammy Metref , Alexis Hannart , Juan Ruiz , Marc Bocquet , Alberto Carrassi , Michael Ghil

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Machine Learning · Computer Science 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

We develop an algorithm based on the nudging data assimilation scheme for the concurrent (on-the-fly) estimation of scalar parameters for a system of evolutionary dissipative partial differential equations in which the state is partially…

Numerical Analysis · Mathematics 2025-06-16 Benjamin Pachev , Jared P. Whitehead , Shane A. McQuarrie

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

In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Sys., 17 (2018)] to take partial observations into account. Our method is based on…

Optimization and Control · Mathematics 2020-11-13 Bart de Leeuw , Svetlana Dubinkina

Continuous data assimilation (CDA) methods, such as the nudging algorithm introduced by Azouani, Olson, and Titi (AOT), have proven to be highly effective in deterministic settings for asymptotically synchronizing approximate solutions with…

Probability · Mathematics 2026-01-27 Kush Kinra

We describe a new approach allowing for systematic causal attribution of weather and climate-related events, in near-real time. The method is purposely designed to facilitate its implementation at meteorological centers by relying on data…

Continuous data assimilation (CDA) nudges observational data into governing equations to recover the underlying flow and improve predictions. Existing rigorous CDA analyses focus primarily on incompressible flows, yet no physical flow is…

Numerical Analysis · Mathematics 2026-04-30 Aytekin Çıbık , Rui Fang

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

Reduced-order modelling and low-dimensional surrogate models generated using machine learning algorithms have been widely applied in high-dimensional dynamical systems to improve the algorithmic efficiency. In this paper, we develop a…

Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…

The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…

Numerical Analysis · Mathematics 2021-11-24 Harbir Antil , Rainald Löhner , Randy Price

We review three algorithms for Latent Dirichlet Allocation (LDA). Two of them are variational inference algorithms: Variational Bayesian inference and Online Variational Bayesian inference and one is Markov Chain Monte Carlo (MCMC)…

Machine Learning · Computer Science 2013-07-02 Jaka Špeh , Andrej Muhič , Jan Rupnik

Continuous data assimilation (CDA) is a method that continuously integrates observational data into a dynamical system to improve model accuracy in real-time. The AOT algorithm is one of the most widely used methods in CDA due to its…

Optimization and Control · Mathematics 2024-07-25 Ning Ning , Collin Victor

Continuous data assimilation (CDA) is successfully implemented for the first time for efficient dynamical downscaling of a global atmospheric reanalysis. A comparison of the performance of CDA with the standard grid and spectral nudging…

Atmospheric and Oceanic Physics · Physics 2019-07-31 Srinivas Desamsetti , Hari Prasad Dasari , Sabique Langodan , Edriss S Titi , Omar Knio , Ibrahim Hoteit

We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and…

Machine Learning · Computer Science 2017-10-23 H. D. I. Abarbanel , P. J. Rozdeba , S. Shirman

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

This paper studies a coupled two-dimensional Navier--Stokes--Cahn--Hilliard phase-field model augmented by a transported auxiliary field, and develops a continuous data assimilation (CDA) framework for recovering its trajectories from…

Numerical Analysis · Mathematics 2026-03-11 Tianyu Sun
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