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A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…

Numerical Analysis · Mathematics 2015-05-06 Luca Bonaventura , Roberto Ferretti

This article studies the intimate relationship between two filtering algorithms for continuous data assimilation, the synchronization filter and the nudging filter, in the paradigmatic context of the two-dimensional (2D) Navier-Stokes…

Analysis of PDEs · Mathematics 2025-12-24 Elizabeth Carlson , Aseel Farhat , Vincent R. Martinez , Collin Victor

State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface…

Fluid Dynamics · Physics 2025-09-30 Zhongrui Wang , Nan Chen , Di Qi

We find new quantitative estimates on the space-time analyticity of solutions to linear parabolic equations with analytic coefficients near the initial time. We apply the estimates to obtain observability inequalities and…

Analysis of PDEs · Mathematics 2017-06-02 Luis Escauriaza , Santiago Montaner , Can Zhang

In this paper we propose a new sequential data assimilation method for non-linear ordinary differential equations with compact state space. The method is designed so that the Lyapunov exponents of the corresponding estimation error dynamics…

Dynamical Systems · Mathematics 2017-11-15 Jason Frank , Sergiy Zhuk

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

In this work we extend a variational method to study the approximate controllability and finite dimensional exact controllability ( finite-approximate controllability) for the semilinear evolution equations in Hilbert spaces. We state a…

Analysis of PDEs · Mathematics 2018-06-20 N. I. Mahmudov

It was shown recently that the constraints on the initial data for Einstein's equations may be posed as an evolutionary problem [9]. In one of the proposed two methods the constraints can be replaced by a first order symmetrizable…

General Relativity and Quantum Cosmology · Physics 2016-02-09 István Rácz , Jeffrey Winicour

In this study, we develop a continuous data assimilation algorithm to recover the parameter $\alpha$ in the simplified Bardina model. Our method utilizes the observations of finitely many Fourier modes by using a nudging framework that…

Dynamical Systems · Mathematics 2025-11-25 Débora A. F. Albanez , Maicon José Benvenutti , Jing Tian

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

This work gathers new results concerning the semi-geostrophic equations: existence and stability of measure valued solutions, existence and uniqueness of solutions under certain continuity conditions for the density, convergence to the…

Analysis of PDEs · Mathematics 2007-05-23 G. Loeper

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

We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…

Analysis of PDEs · Mathematics 2022-02-15 Robert Altmann , Christoph Zimmer

In this paper we present a unified picture concerning Lie-Trotter method for solving a large class of semilinear problems: nonlinear Schr\"odinger, Schr\"oginger--Poisson, Gross--Pitaevskii, etc. This picture includes more general schemes…

Numerical Analysis · Mathematics 2012-11-22 Juan Pablo Borgna , Mariano De Leo , Diego Rial , Constanza Sánchez de la Vega

An alternative data-driven modeling approach has been proposed and employed to gain fundamental insights into robot motion interaction with granular terrain at certain length scales. The approach is based on an integration of dimension…

Robotics · Computer Science 2025-06-13 Guanjin Wang , Xiangxue Zhao , Shapour Azarm , Balakumar Balachandran

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu

We propose consistent locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of non-autonomous parabolic evolution problems under the assumption of maximal…

Numerical Analysis · Mathematics 2019-03-07 Ulrich Langer , Andreas Schafelner

Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given…

Probability · Mathematics 2022-11-21 Zdzislaw Brzezniak , Annie Millet

Despite the impressive numerical performance of the quasi-Newton and Anderson/nonlinear acceleration methods, their global convergence rates have remained elusive for over 50 years. This study addresses this long-standing issue by…

Optimization and Control · Mathematics 2023-11-16 Damien Scieur