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We present an efficient computational framework to quantify the impact of individual observations in four dimensional variational data assimilation. The proposed methodology uses first and second order adjoint sensitivity analysis, together…

Computational Engineering, Finance, and Science · Computer Science 2013-07-22 Alexandru Cioaca , Adrian Sandu

Variational inequalities are an important tool, which includes minimization, saddles, games, fixed-point problems. Modern large-scale and computationally expensive practical applications make distributed methods for solving these problems…

Optimization and Control · Mathematics 2023-03-01 Aleksandr Beznosikov , Alexander Gasnikov

We describe an improved statistical downscaling method for Earth science applications using multivariate Basis Graphical Lasso (BGL). We demonstrate our method using a case study of sea surface temperature (SST) projections from CMIP6 Earth…

Methodology · Statistics 2022-02-01 Ayesha Ekanayaka , Emily Kang , Peter Kalmus , Amy Braverman

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

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…

Numerical Analysis · Mathematics 2012-09-03 Colin J. Cotter , Sebastian Reich

For three decades, carrier-phase observations have been used to obtain the most accurate location estimates using global navigation satellite systems (GNSS). These estimates are computed by minimizing a nonlinear mixed-integer least-squares…

Signal Processing · Electrical Eng. & Systems 2026-01-01 Ophir Uziel , Efi Fogel , Dan Halperin , Sivan Toledo

The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Langwen Huang , Lukas Gianinazzi , Yuejiang Yu , Peter D. Dueben , Torsten Hoefler

Clustering is a fundamental task for analyzing unlabeled data based solely on its underlying distribution. Spectral clustering is a clustering method that represents a dataset as a graph and uses the relationships between data points.…

Quantum Physics · Physics 2025-04-01 Hyeong-Gyu Kim , Siheon Park , June-Koo Kevin Rhee

Data aggregation in Geographic Information Systems (GIS) is only marginally present in commercial systems nowadays, mostly through ad-hoc solutions. In this paper, we first present a formal model for representing spatial data. This model…

Databases · Computer Science 2007-07-31 Leticia Gomez , Sofie Haesevoets , Bart Kuijpers , Alejandro Vaisman

Data assimilation techniques, developed in the last two decades mainly for weather prediction, produce better forecasts by taking advantage of both theoretical/numerical models and real-time observations. In this paper, we explore the…

Astrophysics · Physics 2015-05-13 Eric Bélanger , Alain Vincent , Paul Charbonneau

Implicit particle filters for data assimilation generate high-probability samples by representing each particle location as a separate function of a common reference variable. This representation requires that a certain underdetermined…

Numerical Analysis · Mathematics 2015-05-27 Matthias Morzfeld , Xuemin Tu , Ethan Atkins , Alexandre J. Chorin

Data-driven machine learning (ML) models are reshaping weather forecasting and have shown the potential to accelerate and surpass traditional physics-based approaches, leading to a second revolution in the field after data assimilation.…

Machine Learning · Computer Science 2026-05-19 Hang Fan , Yi Xiao , Yongquan Qu , Juan Nathaniel , Fenghua Ling , Ben Fei , Lei Bai , Pierre Gentine

This paper presents a unified Least-Squares framework for solving nonlinear partial differential equations by recasting the governing system as a residual minimisation problem. A Least-Squares functional is formulated and the corresponding…

Numerical Analysis · Mathematics 2025-11-10 Fleurianne Bertrand , Maximilian Brodbeck , Tim Ricken , Henrik Schneider

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

Data assimilation performance can be significantly impacted by biased noise in observations, altering the signal magnitude and introducing fast oscillations or discontinuities when the system lacks smoothness. To mitigate these issues, this…

Numerical Analysis · Mathematics 2024-11-05 Felipe Galarce , Joaquin Mura , Alfonso Caiazzo

Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…

Optimization and Control · Mathematics 2022-03-09 Jelena Diakonikolas , Chenghui Li , Swati Padmanabhan , Chaobing Song

Errors in the representation of clouds in convection-permitting numerical weather prediction models can be introduced by different sources. These can be the forcing and boundary conditions, the representation of orography, the accuracy of…

Atmospheric and Oceanic Physics · Physics 2022-03-14 Stefanie Legler , Tijana Janjic

A non-intrusive data assimilation methodology is developed to improve the statistical predictions of large-eddy simulations (LES). The ensemble-variational (EnVar) approach aims to minimize a cost function that is defined as the discrepancy…

Fluid Dynamics · Physics 2021-09-28 Vincent Mons , Yifan Du , Tamer A. Zaki

We show, using idealized models, that numerical data assimilation can be successful only if an effective dimension of the problem is not excessive. This effective dimension depends on the noise in the model and the data, and in physically…

Mathematical Physics · Physics 2015-06-15 Alexandre J. Chorin , Matthias Morzfeld