Related papers: A critical note on back-and-forth Data Assimilatio…
Data assimilation is a vital component in modern global medium-range weather forecasting systems to obtain the best estimation of the atmospheric state by combining the short-term forecast and observations. Recently, AI-based data…
This paper considers the ill-posed data assimilation problem associated with hyperbolic/parabolic systems describing 2D coupled sound and heat flow. Given hypothetical data at time T > 0, that may not correspond to an actual solution of the…
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…
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…
Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…
An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…
This report develops several modular, 2-step realizations (inspired by Kalman filter algorithms) of nudging-based data assimilation $$Step \ 1 \quad \frac{\widetilde {v}^{n+1}-v^{n}}{k}+v^{n}\cdot \nabla \widetilde {v}^{n+1}-\nu \triangle…
Nudging is a data assimilation method amenable to both analysis and implementation. It also has the (reported) advantage of being insensitive to model errors compared to other assimilation methods. However, nudging behavior in the presence…
Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…
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…
The four-dimensional variational data assimilation (4D-Var) has emerged as an important methodology, widely used in numerical weather prediction, oceanographic modeling, and climate forecasting. Classical unconstrained gradient-based…
We propose an iterative method for joint state and parameter estimation using measurements on a time interval [0,T] for systems that are backward output stabilizable. Since this time interval is fixed, errors in initial state may have a big…
Developing robust data assimilation methods for hyperbolic conservation laws is a challenging subject. Those PDEs indeed show no dissipation effects and the input of additional information in the model equations may introduce errors that…
In this article, we prove that data assimilation by feedback nudging can be achieved for the three-dimensional quasi-geostrophic equation in a simplified scenario using only large spatial scale observables on the dynamical boundary. On this…
In this paper we propose a continuous data assimilation (downscaling) algorithm for a two-dimensional B\'enard convection problem. Specifically we consider the two-dimensional Boussinesq system of a layer of incompressible fluid between two…
Motivated by the challenge of moment recovery in hydrodynamic approximation in kinetic theory, we propose a data-driven approach for the hydrodynamic models. Inspired by continuous data assimilation, our method introduces a relaxation-based…
Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…
In this paper we introduce and analyze an algorithm for continuous data assimilation for a three-dimensional Brinkman-Forchheimer-extended Darcy (3D BFeD) model of porous media. This model is believed to be accurate when the flow velocity…
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…
We provide a clear and concise introduction to the subjects of inverse problems and data assimilation, and their inter-relations. The first part of our notes covers inverse problems; this refers to the study of how to estimate unknown model…