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Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

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

Reconstruction of turbulent flow based on data assimilation methods is of significant importance for improving the estimation of flow characteristics by incorporating limited observations. Existing works mainly focus on using only one…

Fluid Dynamics · Physics 2021-03-30 Xin-Lei Zhang , Heng Xiao , Guo-Wei He , Shi-Zhao Wang

The URANS equations provide a computationally efficient tool to simulate unsteady turbulent flows for a wide range of applications. To account for the errors introduced by the turbulence closure model, recent works have adopted data…

Fluid Dynamics · Physics 2025-01-22 Justin Plogmann , Oliver Brenner , Patrick Jenny

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

We apply two data assimilation (DA) methods, a smoother and a filter, and a model-free machine learning (ML) shallow network to forecast two weakly turbulent systems. We analyse the effect of the spatial sparsity of observations on accuracy…

Fluid Dynamics · Physics 2024-07-16 Vikrant Gupta , Yuanqing Chen , Minping Wan

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

Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…

Machine Learning · Computer Science 2025-10-02 Thomas Savary , François Rozet , Gilles Louppe

The Reynolds-averaged Navier-Stokes (RANS) equations provide a computationally efficient method for solving fluid flow problems in engineering applications. However, the use of closure models to represent turbulence effects can reduce their…

Fluid Dynamics · Physics 2024-05-02 Oliver Brenner , Justin Plogmann , Pasha Piroozmand , Patrick Jenny

We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…

Machine Learning · Computer Science 2020-10-27 Julen Urain , Michelle Ginesi , Davide Tateo , Jan Peters

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF),…

Dynamical Systems · Mathematics 2024-01-03 Mohamad Abed El Rahman Hammoud , Naila Raboudi , Edriss S. Titi , Omar Knio , Ibrahim Hoteit

We propose a framework for probabilistic forecasting of dynamical systems based on generative modeling. Given observations of the system state over time, we formulate the forecasting problem as sampling from the conditional distribution of…

Machine Learning · Computer Science 2024-08-29 Yifan Chen , Mark Goldstein , Mengjian Hua , Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

Flow-based generative models can face significant challenges when modeling scientific data with multiscale Fourier spectra, often producing large errors in fine-scale features. We address this problem within the framework of stochastic…

Machine Learning · Statistics 2025-09-04 Yifan Chen , Eric Vanden-Eijnden

The integration of observational data into numerical models, known as data assimilation (DA), is fundamental for making Numerical Weather Prediction (NWP) possible, with breathtaking success over the past 60 years (Bauer et al. 2015).…

Atmospheric and Oceanic Physics · Physics 2024-06-04 Jan D. Keller , Roland Potthast

Advances in data assimilation (DA) methods have greatly improved the accuracy of Earth system predictions. To fuse multi-source data and reconstruct the nonlinear evolution missing from observations, geoscientists are developing…

Atmospheric and Oceanic Physics · Physics 2024-12-19 Qingyu Zheng , Guijun Han , Wei Li , Lige Cao , Gongfu Zhou , Haowen Wu , Qi Shao , Ru Wang , Xiaobo Wu , Xudong Cui , Hong Li , Xuan Wang

A new knowledge-based and machine learning hybrid modeling approach, called conditional Gaussian neural stochastic differential equation (CGNSDE), is developed to facilitate modeling complex dynamical systems and implementing analytic…

Machine Learning · Computer Science 2024-10-15 Chuanqi Chen , Nan Chen , Jin-Long Wu

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

Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe

Generative models based on dynamical equations such as flows and diffusions offer exceptional sample quality, but require computationally expensive numerical integration during inference. The advent of consistency models has enabled…

Machine Learning · Computer Science 2025-06-04 Nicholas M. Boffi , Michael S. Albergo , Eric Vanden-Eijnden