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Related papers: Efficient Data Assimilation for Spatiotemporal Cha…

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This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

We present a method of using classical wavelet based multiresolution analysis to separate scales in model and observations during data assimilation with the ensemble Kalman filter. In many applications, the underlying physics of a phenomena…

Optimization and Control · Mathematics 2015-11-09 Kyle S. Hickmann , Humberto C. Godinez

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Methodology · Statistics 2019-03-22 Matthias Katzfuss , Jonathan R. Stroud , Christopher K. Wikle

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

Standard methods of data assimilation assume prior knowledge of a model that describes the system dynamics and an observation function that maps the model state to a predicted output. An accurate mapping from model state to observation…

Dynamical Systems · Mathematics 2019-05-22 Franz Hamilton , Tyrus Berry , Timothy Sauer

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

The paper presents experiments of driving a physics-based thermosphere model by assimilating electron density (Ne) and temperature (Tn) data using the ensemble adjustment Kalman filter (EAKF) technique. This study not only helps to gauge…

Space Physics · Physics 2019-03-22 Timothy Kodikara , Kefei Zhang

The reconstruction from observations of high-dimensional chaotic dynamics such as geophysical flows is hampered by (i) the partial and noisy observations that can realistically be obtained, (ii) the need to learn from long time series of…

Machine Learning · Statistics 2020-03-31 Marc Bocquet , Julien Brajard , Alberto Carrassi , Laurent Bertino

Numerical solvers using adaptive meshes can focus computational power on important regions of a model domain capturing important or unresolved physics. The adaptation can be informed by the model state, external information, or made to…

Applications · Statistics 2021-05-12 Christian Sampson , Alberto Carrassi , Ali Aydoğdu , Chris K. R. T Jones

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

The Ensemble Kalman filter and Ensemble square root filters are data assimilation methods used to combine high dimensional nonlinear models with observed data. These methods have proved to be indispensable tools in science and engineering…

Probability · Mathematics 2015-07-31 Xin T Tong , Andrew J Majda , David Kelly

Data assimilation (DA) improves prediction of chaotic systems by combining model forecasts with sparse, noisy observations. Many DA methods are inherently probabilistic, but accurate probabilistic DA is often computationally expensive…

Fluid Dynamics · Physics 2026-04-24 Aditya Sai Pranith Ayapilla , Kazuya Miyashita , Yuki Yasuda , Ryo Onishi

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

Understanding pedestrian dynamics is critical for mitigating crowd-related risks and improving public safety. In this work, we propose a data-driven mesoscopic modeling framework that combines the kinetic theory of active particles with…

Physics and Society · Physics 2026-05-29 Santiago Rosa , Manuel Pulido , Orlando Billoni , Juan Martín Guerrieri , Juan Pablo Agnelli

We propose closed-form conditional diffusion models for data assimilation. Diffusion models use data to learn the score function (defined as the gradient of the log-probability density of a data distribution), allowing them to generate new…

Machine Learning · Statistics 2026-04-02 Brianna Binder , Agnimitra Dasgupta , Assad Oberai

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Jiaqi Yan , Xu Yang , Yilin Mo , Keyou You

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth