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A simplified model of natural convection, similar to the Lorenz (1963) system, is compared to computational fluid dynamics simulations in order to test data assimilation methods and better understand the dynamics of convection. The…

Dynamical Systems · Mathematics 2012-04-23 Kameron Decker Harris , El Hassan Ridouane , Darren L. Hitt , Christopher M. Danforth

This chapter provides various perspective on an important challenge in data assimilation: model error. While the overall goal is to understand the implication of model error of any type in data assimilation, we emphasize on the effect of…

Dynamical Systems · Mathematics 2015-07-02 John Harlim

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

Partial observations of continuous time-series dynamics at arbitrary time stamps exist in many disciplines. Fitting this type of data using statistical models with continuous dynamics is not only promising at an intuitive level but also has…

Machine Learning · Computer Science 2021-10-29 Ruizhi Deng , Marcus A. Brubaker , Greg Mori , Andreas M. Lehrmann

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…

Computational Physics · Physics 2020-12-09 Julien Brajard , Alberto Carrassi , Marc Bocquet , Laurent Bertino

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

Data streams in real-world industrial scenarios often contain transitional operating conditions that are uncovered during offline training, leading to significant distribution shifts. To bridge the gap between static offline models and…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Hongshuo Zhao , Zeyi Liu , Xiao He

Planar pushing remains a challenging research topic, where building the dynamic model of the interaction is the core issue. Even an accurate analytical dynamic model is inherently unstable because physics parameters such as inertia and…

Robotics · Computer Science 2020-07-28 Lin Cong , Michael Görner , Philipp Ruppel , Hongzhuo Liang , Norman Hendrich , Jianwei Zhang

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Methodology · Statistics 2017-10-11 Qiuyi Han , Jie Ding , Edoardo Airoldi , Vahid Tarokh

The paper proposes a new adaptive approach to power system model reduction for fast and accurate time-domain simulation. This new approach is a compromise between linear model reduction for faster simulation and nonlinear model reduction…

Systems and Control · Computer Science 2017-11-13 Denis Osipov , Kai Sun

This work proposes a training algorithm based on adaptive random Fourier features (ARFF) with Metropolis sampling and resampling \cite{kammonen2024adaptiverandomfourierfeatures} for learning drift and diffusion components of stochastic…

Machine Learning · Computer Science 2025-07-22 Owen Douglas , Aku Kammonen , Anamika Pandey , Raúl Tempone

This paper presents a data-driven algorithm for simultaneous system identification and parameter estimation in control-affine nonlinear systems. Parameter estimation is achieved by training a data-driven predictive model using state-action…

Optimization and Control · Mathematics 2026-04-28 Moad Abudia , Opeyemi Owolabi , Joel A. Rosenfeld , Rushikesh Kamalapurkar

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

Machine Learning · Computer Science 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

We introduce a score-filter-enhanced data assimilation framework designed to reduce predictive uncertainty in machine learning (ML) models for data-driven dynamical system forecasting. Machine learning serves as an efficient numerical model…

Dynamical Systems · Mathematics 2026-03-17 Jingqiao Tang , Ryan Bausback , Feng Bao , Guannan Zhang , Phuoc-Toan Huynh

This work integrates ensemble-based data assimilation (DA) with the energy-aware hybrid modeling approach, applied to a three-layer quasi-geostrophic (QG) model of the Gulf Stream flow. Building on prior DA success in the QG channel regime,…

Fluid Dynamics · Physics 2025-09-03 Igor Shevchenko , Dan Crisan

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

In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…

Numerical Analysis · Mathematics 2024-10-14 Michael Kartmann , Tim Keil , Mario Ohlberger , Stefan Volkwein , Barbara Kaltenbacher

Learning the dynamics of robots from data can help achieve more accurate tracking controllers, or aid their navigation algorithms. However, when the actual dynamics of the robots change due to external conditions, on-line adaptation of…

Robotics · Computer Science 2019-03-14 Bilal Wehbe , Marc Hildebrandt , Frank Kirchner
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