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Data assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

Chaotic Dynamics · Physics 2009-11-13 A. Carrassi , S. Vannitsem , C. Nicolis

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

We consider a quasi-linear parabolic equation with nonlinear dynamic boundary conditions occurring as a natural generalization of the semilinear reaction-diffusion equation with dynamic boundary conditions. The corresponding class of…

Dynamical Systems · Mathematics 2013-02-19 Ciprian G. Gal

We study a nonlinear-nudging modification of the Azouani-Olson-Titi continuous data assimilation (downscaling) algorithm for the 2D incompressible Navier-Stokes equations. We give a rigorous proof that the nonlinear-nudging system is…

Analysis of PDEs · Mathematics 2023-04-04 Elizabeth Carlson , Adam Larios , Edriss S. Titi

We propose, analyze, and test a novel continuous data assimilation two-phase flow algorithm for reservoir simulation. We show that the solutions of the algorithm, constructed using coarse mesh observations, converge at an exponential rate…

Numerical Analysis · Mathematics 2022-06-22 Yat Tin Chow , Wing Tat Leung , Ali Pakzad

In this paper, the problem of continuous data assimilation of three dimensional primitive equations with magnetic field in thin domain is studied. We establish the well-posedness of the assimilation system and prove that the $H^2$-strong…

Analysis of PDEs · Mathematics 2023-11-02 Yongqing Zhao , Wenjun Liu , Guangying Lv , Yuepeng Wang

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

Physical dynamical systems can be viewed as natural information processors: their systems preserve, transform, and disperse input information. This perspective motivates learning not only from data generated by such systems, but also how to…

Machine Learning · Computer Science 2026-03-05 Felix Köster , Atsushi Uchida

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

Numerical Analysis · Mathematics 2024-02-13 Colin John Cotter , Dan Crisan , Maneesh Kumar Singh

A new nudging method for data assimilation, delay-coordinate nudging, is presented. Delay-coordinate nudging makes explicit use of present and past observations in the formulation of the forcing driving the model evolution at each…

Atmospheric and Oceanic Physics · Physics 2016-01-12 D. Pazó , A. Carrassi , J. M. López

We consider the problem of discretizing evolution operators of linear delay equations with the aim of approximating their spectra, which is useful in investigating the stability properties of (nonlinear) equations via the principle of…

Numerical Analysis · Mathematics 2026-01-01 Alessia andò , Giusy Bosco , Dimitri Breda , Davide Liessi

This paper studies a coupled two-dimensional Navier--Stokes--Cahn--Hilliard phase-field model augmented by a transported auxiliary field, and develops a continuous data assimilation (CDA) framework for recovering its trajectories from…

Numerical Analysis · Mathematics 2026-03-11 Tianyu Sun

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Nudging is an empirical data assimilation technique that incorporates an observation-driven control term into the model dynamics. The trajectory of the nudged system approaches the true system trajectory over time, even when the initial…

Machine Learning · Computer Science 2025-08-11 Jaemin Oh , Jinsil Lee , Youngjoon Hong

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…

Optimization and Control · Mathematics 2025-05-02 Amit N. Subrahmanya , Adrian Sandu

This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…

Computational Physics · Physics 2021-11-10 Ronan Fablet , Bertrand Chapron , Lucas. Drumetz , Etienne Memin , Olivier Pannekoucke , Francois Rousseau

The paper derives analytical expressions for the asymptotic average updating direction of the adaptive moment generation (ADAM) algorithm when applied to recursive identification of nonlinear systems. It is proved that the standard…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Torbjörn Wigren , Ruoqi Zhang , Per Mattsson