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Parameter estimation, which represents a classical inverse problem, is often ill-posed as different parameter combinations can yield identical outputs. This non-uniqueness poses a critical barrier to accurate and unique identification. This…

Artificial Intelligence · Computer Science 2025-10-02 Feiqin Zhu , Dmitrii Torbunov , Zhongjing Jiang , Tianqiao Zhao , Amirthagunaraj Yogarathnam , Yihui Ren , Meng Yue

We present a novel sampling-based method for estimating probabilities of rare or failure events. Our approach is founded on the Ensemble Kalman filter (EnKF) for inverse problems. Therefore, we reformulate the rare event problem as an…

Numerical Analysis · Mathematics 2021-12-15 Fabian Wagner , Iason Papaioannou , Elisabeth Ullmann

An innovative computational approach to capturing the essential aspects of an Enhanced Geothermal System (EGS) is formulated. The modified finite element method is utilized to model transient heat and fluid flow within an EGS reservoir.…

Geophysics · Physics 2017-03-03 Kamran Jahan Bakhsh , Masami Nakagawa , Mahmood Arshad , Lucila Dunnington

A modification scheme to the ensemble Kalman filter (EnKF) is introduced based on the concept of the unscented transform (Julier et al., 2000; Julier and Uhlmann, 2004), which therefore will be called the ensemble unscented Kalman filter…

Atmospheric and Oceanic Physics · Physics 2009-11-30 X. Luo , I. M. Moroz

We consider the solution of inverse problems in dynamic contrast-enhanced imaging by means of Ensemble Kalman Filters. Our quantity of interest is blood perfusion, i.e. blood flow rates in tissue. While existing approaches to compute blood…

Numerical Analysis · Mathematics 2018-10-23 Peter Zaspel

A data-driven investigation of the flow around a high-rise building is performed combining heterogeneous experimental samples and RANS CFD. The coupling is performed using techniques based on the Ensemble Kalman Filter (EnKF), including…

Fluid Dynamics · Physics 2023-01-27 Lucas Villanueva , Miguel Martinez Valero , Anina Sarkic Glumac , Marcello Meldi

In this work, the projection-based embedded discrete fracture model (pEDFM) for corner-point grid (CPG) geometry is developed for simulation of flow and heat transfer in fractured porous media. Unlike classical embedded discrete fracture…

Computational Physics · Physics 2021-12-15 Mousa HosseiniMehr , Janio Piguave Tomala , Cornelis Vuik , Mohammed Al Kobaisi , Hadi Hajibeygi

The discrete fracture model (DFM) has been widely used in the simulation of fluid flow in fractured porous media. Traditional DFM uses the so-called hybrid-dimensional approach to treat fractures explicitly as low-dimensional entries (e.g.…

Numerical Analysis · Mathematics 2021-02-01 Ziyao Xu , Yang Yang

We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by…

Atmospheric and Oceanic Physics · Physics 2011-08-01 Jan Mandel , Jonathan D. Beezley , Volodymyr Y. Kondratenko

Ensemble Kalman filter (EnKF) has been widely used in state estimation and parameter estimation for the dynamic system where observational data is obtained sequentially in time. To reduce uncertainty and accelerate posterior inference, a…

Numerical Analysis · Mathematics 2018-11-14 Yuming Ba , Lijian Jiang , Na Ou

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

Computational Physics · Physics 2019-09-20 Hans Yu , Matthew P. Juniper , Luca Magri

The ensemble Kalman filter (EnKF) is a widely used methodology for state estimation in partial, noisily observed dynamical systems, and for parameter estimation in inverse problems. Despite its widespread use in the geophysical sciences,…

Numerical Analysis · Mathematics 2016-09-21 Claudia Schillings , Andrew M. Stuart

In this paper, we develop a multiscale model reduction technique that describes shale gas transport in fractured media. Due to the pore-scale heterogeneities and processes, we use upscaled models to describe the matrix. We follow our…

Computational Engineering, Finance, and Science · Computer Science 2015-07-03 I. Y. Akkutlu , Yalchin Efendiev , Maria Vasilyeva

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…

Machine Learning · Computer Science 2021-05-26 Zhuangwei Shi

Estimating multiple parameters simultaneously is of great importance to measurement science and application. For a single parameter, atomic Ramsey interferometry (or equivalently optical Mach-Zehnder interferometry) is capable of providing…

Quantum Physics · Physics 2020-04-09 Xinwei Li , Jia-Hao Cao , Qi Liu , Meng Khoon Tey , Li You

The accuracy of Earth system models is compromised by unknown and/or unresolved dynamics, making the quantification of systematic model errors essential. While a model parameter estimation, which allows parameters to change…

Methodology · Statistics 2023-10-04 Yohei Sawada , Le Duc

Accurately reconstructing and forecasting high-resolution (HR) states from computationally cheap low-resolution (LR) observations is central to estimation-and-control of spatio-temporal PDE systems. We develop a unified superresolution…

Fluid Dynamics · Physics 2025-09-16 Mrigank Dhingra , Omer San

Numerical simulation of multiphase compositional flow in fractured porous media, when all the species can transfer between the phases, is a real challenge. Despite the broad applications in hydrocarbon reservoir engineering and hydrology, a…

Computational Physics · Physics 2015-06-15 Joachim Moortgat , Abbas Firoozabadi

In this paper, we present a unified optimal and exponentially stable filter for linear discrete-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense, without making any…

Optimization and Control · Mathematics 2014-06-17 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

A physics-infused strategy relying on the Ensemble Kalman Filter (EnKF) is here used to augment the accuracy of a continuous Immersed Boundary Method (IBM). The latter is a classical penalty method accounting for the presence of the…

Fluid Dynamics · Physics 2023-10-16 Miguel M. Valero , Marcello Meldi