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An important class of nonlinear weighted least-squares problems arises from the assimilation of observations in atmospheric and ocean models. In variational data assimilation, inverse error covariance matrices define the weighting matrices…

Numerical Analysis · Mathematics 2022-12-06 Olivier Goux , Selime Gürol , Anthony T. Weaver , Oliver Guillet , Youssef Diouane

The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Daniele Giovanni Gioia , Jacopo Bonari , Daniel Lichte , Alexander Popp

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

This paper extends backstepping to higher-dimensional PDEs by leveraging domain symmetries and structural properties. We systematically address three increasingly complex scenarios. First, for rectangular domains, we characterize boundary…

Optimization and Control · Mathematics 2025-03-04 Rafael Vazquez

Smoothed dissipative particle dynamics (SDPD) is a widely used particle-based method for modelling soft matter systems at mesoscopic and macroscopic scales, offering thermodynamic consistency and direct control over the fluid's transport…

Fluid Dynamics · Physics 2025-10-22 Marina Echeverria Ferrero , Nicolas Moreno , Marco Ellero

Reaction rate equations are ordinary differential equations that are frequently used to describe deterministic chemical kinetics at the macroscopic scale. At the microscopic scale, the chemical kinetics is stochastic and can be captured by…

Soft Condensed Matter · Physics 2021-05-12 Ariana Torres-Knoop , Ivan Kryven

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Geophysics · Physics 2025-08-21 Andrea Zunino , Scott Keating , Andreas Fichtner

As deep learning applications continue to deploy increasingly large artificial neural networks, the associated high energy demands are creating a need for alternative neuromorphic approaches. Optics and photonics are particularly compelling…

Optics · Physics 2025-08-19 Nicola Dal Cin , Florian Marquardt , Clara C. Wanjura

Harmonic retrieval techniques are the foundation of radio channel sounding, estimation, and modeling. This paper introduces a Deep Learning approach for joint delay- and Doppler estimation from frequency and time samples of a radio channel…

Signal Processing · Electrical Eng. & Systems 2023-12-20 Steffen Schieler , Sebastian Semper , Reza Faramarzahangari , Michael Döbereiner , Christian Schneider , R. Thomä

In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…

Numerical Analysis · Mathematics 2022-03-11 Zezhong Zhang , Richard Archibald , Feng Bao

Optimizing shapes and topology of physical devices is crucial for both scientific and technological advancements, given its wide-ranging implications across numerous industries and research areas. Innovations in shape and topology…

Computational Physics · Physics 2023-10-02 Alexander Luce , Rasoul Alaee , Fabian Knorr , Florian Marquardt

This articles investigates physics-based passive imaging problem, wherein one infers an unknown medium using ambient noise and correlation of the noise signal. We develop a general backpropagation framework via the so-called extended…

Numerical Analysis · Mathematics 2026-02-11 Tram Thi Ngoc Nguyen

Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the…

Machine Learning · Statistics 2021-09-09 Alban Farchi , Marc Bocquet , Patrick Laloyaux , Massimo Bonavita , Quentin Malartic

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…

Machine Learning · Computer Science 2022-02-16 Alex Viguerie , Gabriel F. Barros , Malú Grave , Alessandro Reali , Alvaro L. G. A. Coutinho

The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the system given observations over a time window, and…

Methodology · Statistics 2021-01-19 Daniel Paulin , Ajay Jasra , Alexandros Beskos , Dan Crisan

In this paper, we address the problem of reconstructing coverage maps from path-loss measurements in cellular networks. We propose and evaluate two kernel-based adaptive online algorithms as an alternative to typical offline methods. The…

Networking and Internet Architecture · Computer Science 2019-10-11 Martin Kasparick , Renato L. G. Cavalcante , Stefan Valentin , Slawomir Stanczak , Masahiro Yukawa

Training deep neural networks on large datasets containing high-dimensional data requires a large amount of computation. A solution to this problem is data-parallel distributed training, where a model is replicated into several…

Machine Learning · Computer Science 2021-03-18 Lusine Abrahamyan , Yiming Chen , Giannis Bekoulis , Nikos Deligiannis

Computational kernel of the three-dimensional variational data assimilation (3D-Var) problem is a linear system, generally solved by means of an iterative method. The most costly part of each iterative step is a matrix-vector product with a…

Numerical Analysis · Computer Science 2014-05-15 S. Cuomo , R. Farina , A. Galletti , L. Marcellino

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

Despite advances in test-time scaling and diffusion finetuning, guidance for Auto-Regressive Diffusion Models (ARDMs) remains underexplored. We introduce an amortized framework that augments a pretrained ARDM with an offline-trained…

Machine Learning · Computer Science 2026-05-12 Prakhar Srivastava , Farrin Marouf Sofian , Francesco Immorlano , Kushagra Pandey , Stephan Mandt