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Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes, yet existing…

Machine Learning · Computer Science 2025-01-15 Oscar Key , So Takao , Daniel Giles , Marc Peter Deisenroth

This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…

Atmospheric and Oceanic Physics · Physics 2015-06-22 Xiaodong Luo , Ibrahim Hoteit

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…

Optimization and Control · Mathematics 2021-03-12 Andrey A Popov , Adrian Sandu

Data assimilation plays a crucial role in modern weather prediction, providing a systematic way to incorporate observational data into complex dynamical models. The paper addresses continuous data assimilation for a model arising as a…

Analysis of PDEs · Mathematics 2026-02-03 Eduard Feireisl , Piotr Gwiazda , Agnieszka Świerczewska-Gwiazda

Developing robust data assimilation methods for hyperbolic conservation laws is a challenging subject. Those PDEs indeed show no dissipation effects and the input of additional information in the model equations may introduce errors that…

Optimization and Control · Mathematics 2015-03-27 Anne-Céline Boulanger , Philippe Moireau , Benoit Perthame , Jacques Sainte-Marie

Ensemble data assimilation techniques form an indispensable part of numerical weather prediction. As the ensemble size grows and model resolution increases, the amount of required storage becomes a major issue. Data compression schemes may…

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods…

Numerical Analysis · Mathematics 2025-10-23 Lizuo Liu , Tongtong Li , Anne Gelb

The literature about history matching is vast and despite the impressive number of methods proposed and the significant progresses reported in the last decade, conditioning reservoir models to dynamic data is still a challenging task.…

Machine Learning · Statistics 2020-01-29 Smith W. A. Canchumuni , Alexandre A. Emerick , Marco Aurélio C. Pacheco

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

The ultra-long relaxation time of glass transition makes it difficult to construct atomic models of amorphous materials by conventional methods. We propose a novel method for building such atomic models using data assimilation method by…

Materials Science · Physics 2022-12-14 Yuansheng Zhao , Ryuhei Sato , Shinji Tsuneyuki

Implicit particle filters for data assimilation update the particles by first choosing probabilities and then looking for particle locations that assume them, guiding the particles one by one to the high probability domain. We provide a…

Numerical Analysis · Mathematics 2010-05-24 Alexandre J. Chorin , Matthias Morzfeld , Xuemin Tu

Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…

Dynamical Systems · Mathematics 2014-07-15 Yuan Cheng , Sebastian Reich

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

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

This paper presents a novel approach to improve the accuracy of tracking multiple objects in a static scene using a particle filter system by introducing a data association step, a state queue for the collection of tracked objects and…

Computer Vision and Pattern Recognition · Computer Science 2015-10-02 R. Alampay , K. Teknomo

In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…

Data assimilation (DA) estimates the state of an evolving dynamical system from noisy, partial observations, and is widely used in scientific simulation as well as weather and climate science. In practice, filtering methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2026-05-15 Yixuan Jia , Siyi Chen , Yida Pan , Xiao Li , Lianghe Shi , Chanyong Jung , Haijie Yuan , Ismail Alkhouri , Yue Cynthia Wu , Saiprasad Ravishankar , Jeffrey A Fessler , Qing Qu

The use of data assimilation for the merging of observed data with dynamical models is becoming standard in modern physics. If a parametric model is known, methods such as Kalman filtering have been developed for this purpose. If no model…

Data Analysis, Statistics and Probability · Physics 2018-01-17 Franz Hamilton , Tyrus Berry , Timothy Sauer

We formulate a strong equivalence between machine learning, artificial intelligence methods and the formulation of statistical data assimilation as used widely in physical and biological sciences. The correspondence is that layer number in…

Artificial Intelligence · Computer Science 2017-07-06 Henry Abarbanel , Paul Rozdeba , Sasha Shirman
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