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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…

偏微分方程分析 · 数学 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

Consider a continuous dynamical system for which partial information about its current state is observed at a sequence of discrete times. Discrete data assimilation inserts these observational measurements of the reference dynamical system…

动力系统 · 数学 2015-05-20 Kevin Hayden , Eric Olson , Edriss S. Titi

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…

混沌动力学 · 物理学 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

偏微分方程分析 · 数学 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

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,…

混沌动力学 · 物理学 2025-04-09 Max M. Chumley , Firas A. Khasawneh

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

机器学习 · 计算机科学 2021-11-02 Michael McCabe , Jed Brown

We adapt a previously introduced continuous in time data assimilation (downscaling) algorithm for the 2D Navier-Stokes equations to the more realistic case when the measurements are obtained discretely in time and may be contaminated by…

偏微分方程分析 · 数学 2016-05-24 Ciprian Foias , Cecilia F. Mondaini , Edriss S. Titi

For the 2D incompressible Navier-Stokes equations, with given hypothetical non smooth data at time $T > 0 $that may not correspond to an actual solution at time $T$, a previously developed stabilized backward marching explicit leapfrog…

数值分析 · 数学 2024-11-25 Alfred S. Carasso

Data assimilation plays a crucial role in modern weather prediction, providing a systematic way to incorporate observational data into complex dynamical models. The paper addresses continuous data assimilation for a model arising as a…

偏微分方程分析 · 数学 2026-02-03 Eduard Feireisl , Piotr Gwiazda , Agnieszka Świerczewska-Gwiazda

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…

最优化与控制 · 数学 2011-10-13 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the…

偏微分方程分析 · 数学 2023-09-08 Emine Celik , Eric Olson

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…

最优化与控制 · 数学 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

We study the numerical performance of a continuous data assimilation (downscaling) algorithm, based on ideas from feedback control theory, in the context of the two-dimensional incompressible Navier--Stokes equations. Our model problem is…

动力系统 · 数学 2016-05-04 Masakazu Gesho , Eric Olson , Edriss S. Titi

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

机器学习 · 计算机科学 2026-03-02 Anthony Frion , David S Greenberg

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…

机器学习 · 计算机科学 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

The problem of continuous data assimilation for semilinear parabolic equations based on partial observations corrupted by noise is investigated. The noise is allowed to be multiplicative, with additive noise arising as a special case. In a…

偏微分方程分析 · 数学 2026-05-12 Jochen Bröcker , Gianmarco Del Sarto , Matthias Hieber , Filippo Palma , Tarek Zöchling

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.…

机器学习 · 统计学 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

We consider fully discrete numerical schemes for a downscaling data assimilation algorithm aimed at approximating the velocity field of the 2D Navier-Stokes equations corresponding to given coarse mesh observational measurements. The time…

数值分析 · 数学 2018-05-07 Hussain A. Ibdah , Cecilia F. Mondaini , Edriss S. Titi

Overdamped stochastic systems maintained far from equilibrium can display sustained oscillations with fluctuations that decrease with the system size. The correlation time of such noisy limit cycles expressed in units of the cycle period is…

统计力学 · 物理学 2025-01-31 Davide Santolin , Gianmaria Falasco

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

大气与海洋物理 · 物理学 2015-05-30 Jochen Bröcker , Ivan G. Szendro
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