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We propose two new methods based/inspired by machine learning for tabular data and distance-free localization to enhance the covariance estimations in an ensemble data assimilation. The main goal is to enhance the data assimilation results…

Machine Learning · Computer Science 2025-07-31 Vinicius L. S. Silva , Gabriel S. Seabra , Alexandre A. Emerick

We introduce a score-filter-enhanced data assimilation framework designed to reduce predictive uncertainty in machine learning (ML) models for data-driven dynamical system forecasting. Machine learning serves as an efficient numerical model…

Dynamical Systems · Mathematics 2026-03-17 Jingqiao Tang , Ryan Bausback , Feng Bao , Guannan Zhang , Phuoc-Toan Huynh

This paper presents a comparison of two reduced-order, sequential and variational data assimilation methods: the SEEK filter and the R-4D-Var. A hybridization of the two, combining the variational framework and the sequential evolution of…

Geophysics · Physics 2009-11-13 Céline Robert , Eric Blayo , Jacques Verron

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

Machine Learning · Computer Science 2021-05-21 Thomas Frerix , Dmitrii Kochkov , Jamie A. Smith , Daniel Cremers , Michael P. Brenner , Stephan Hoyer

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

Optimization and Control · Mathematics 2023-03-08 Tarek Diaa-Eldeen , Marcus Krogh Nielsen , Carl Fredrik Berg , Morten Hovd , John Bagterp Jørgensen

Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…

Numerical Analysis · Mathematics 2024-01-04 Josie König , Melina A. Freitag

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

This paper presents a novel centralized, variational data assimilation approach for calibrating transient dynamic models in electrical power systems, focusing on load model parameters. With the increasing importance of inverter-based…

Optimization and Control · Mathematics 2023-11-15 Ahmed Attia , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

We interpret the 4D-var data assimilation problem for a parabolic partial differential equation (PDE) in the context of optimal control and revisit the process of deriving optimality conditions for an initial control problem. This is…

Optimization and Control · Mathematics 2025-07-29 Carmen Gräßle , Jannis Marquardt

Feature propagation in Deep Neural Networks (DNNs) can be associated to nonlinear discrete dynamical systems. The novelty, in this paper, lies in letting the discretization parameter (time step-size) vary from layer to layer, which needs to…

Optimization and Control · Mathematics 2022-04-20 Harbir Antil , Hugo Díaz , Evelyn Herberg

We present the mathematical framework of a Domain Decomposition (DD) aproach based on Parallel-in-Time methods (PinT-based approach) for solving the 4D-Var Data Assimilation (DA) model. The main outcome of the proposed DD PinT-based…

Numerical Analysis · Mathematics 2018-07-20 Luisa D'Amore , Rosalba Cacciapuoti

The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…

Machine Learning · Computer Science 2022-11-29 Xinyu Chen , Chengyuan Zhang , Xiaoxu Chen , Nicolas Saunier , Lijun Sun

Deep learning (DL)-based tomographic SAR imaging algorithms are gradually being studied. Typically, they use an unfolding network to mimic the iterative calculation of the classical compressive sensing (CS)-based methods and process each…

Signal Processing · Electrical Eng. & Systems 2022-11-29 Yu Ren , Xiaoling Zhang , Xu Zhan , Jun Shi , Shunjun Wei , Tianjiao Zeng

It was recently found with the aid of machine learning that for a variety of toy data assimilation systems with chaotic Lorenz-96 model it is possible to achieve a nearly-optimal data assimilation without carrying the state error covariance…

Chaotic Dynamics · Physics 2025-01-24 Pavel Sakov

Four-dimensional weak-constraint variational data assimilation estimates a state given partial noisy observations and dynamical model by minimizing a cost function that takes into account both discrepancy between the state and observations…

Dynamical Systems · Mathematics 2023-04-13 Nazanin Abedini , Svetlana Dubinkina

Graph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such…

Machine Learning · Computer Science 2025-01-03 Amirhossein Javaheri , Jiaxi Ying , Daniel P. Palomar , Farokh Marvasti

We present an algorithm to learn the relevant latent variables of a large-scale discretized physical system and predict its time evolution using thermodynamically-consistent deep neural networks. Our method relies on sparse autoencoders,…

Computational Engineering, Finance, and Science · Computer Science 2021-03-25 Quercus Hernandez , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett
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