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Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

机器学习 · 计算机科学 2023-02-01 Ashesh Chattopadhyay , Ebrahim Nabizadeh , Eviatar Bach , Pedram Hassanzadeh

We explore the potential of Data-Assimilation (DA) within the multi-scale framework of a shell model of turbulence, with a focus on the Ensemble Kalman Filter (EnKF). The central objective is to understand how measuring mesoscales (i.e.,…

流体动力学 · 物理学 2026-01-15 Francesco Fossella , Luca Biferale , Alberto Carrassi , Massimo Cencini , Vikrant Gupta

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…

数据分析、统计与概率 · 物理学 2015-11-09 Boujemaa Ait-El-Fquih , Mohamad El Gharamti , Ibrahim Hoteit

A Data Assimilation (DA) strategy based on an ensemble Kalman filter (EnKF) is used to enhance the predictive capabilities of scale resolving numerical tools for the analysis of flows exhibiting cyclic behaviour. More precisely, an ensemble…

流体动力学 · 物理学 2025-03-20 Lucas Villanueva , Karine Truffin , Jacques Borée , Marcello Meldi

Quantitative monitoring of subsurface changes is essential for ensuring the safety of geological CO2 sequestration. Full-waveform monitoring (FWM) can resolve these changes at high spatial resolution, but conventional deterministic…

地球物理 · 物理学 2025-12-16 Haipeng Li , Nanzhe Wang , Louis J. Durlofsky , Biondo L. Biondi

Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

数值分析 · 数学 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO$_2$ or of a hazardous substance. Advances in monitoring techniques…

数值分析 · 数学 2015-06-19 Judith Y. Li , Sivaram Ambikasaran , Eric F. Darve , Peter K. Kitanidis

Data assimilation has been applied to coastal hydrodynamic models to better estimate system states or parameters by incorporating observed data into the model. Kalman Filter (KF) is one of the most studied data assimilation methods whose…

大气与海洋物理 · 物理学 2016-07-05 Milad Hooshyar , Stephen C. Medeiros , Dingbao Wang , Scott C. Hagen

Data assimilation (DA) integrates numerical model forecasts with observations to achieve the optimal state estimation. Ensemble-based methods, such as the ensemble Kalman filter (EnKF), are widely used for state estimation for…

大气与海洋物理 · 物理学 2026-05-25 Zhou Yao , Zhilin Li , Li Zhao , Zeng Liu , Zhaokuan Lu , Seungnam Kim , Guangyao Wang

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We…

Flood simulation and forecast capability have been greatly improved thanks to advances in data assimilation (DA) strategies incorporating various types of observations; many are derived from spatial Earth Observation. This paper focuses on…

图像与视频处理 · 电气工程与系统科学 2023-11-30 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

应用统计 · 统计学 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

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…

计算工程、金融与科学 · 计算机科学 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as…

机器学习 · 计算机科学 2024-09-12 Phillip Si , Peng Chen

The ensemble Kalman filter (EnKF) is a method for combining a dynamical model with data in a sequential fashion. Despite its widespread use, there has been little analysis of its theoretical properties. Many of the algorithmic innovations…

概率论 · 数学 2015-06-17 D. T. B. Kelly , K. J. H. Law , A. M. Stuart

This work presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

流体动力学 · 物理学 2026-03-20 Hanieh Mousavi , Anya Jones , Jeff Eldredge

Coupled data assimilation (CDA) distinctively appears as a main concern in numerical weather and climate prediction with major efforts put forward worldwide. The core issue is the scale separation acting as a barrier that hampers the…

大气与海洋物理 · 物理学 2020-04-22 Maxime Tondeur , Alberto Carrassi , Stephane Vannitsem , Marc Bocquet

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

应用统计 · 统计学 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch

Data assimilation (DA) aims to optimally combine model forecasts and observations that are both partial and noisy. Multi-model DA generalizes the variational or Bayesian formulation of the Kalman filter, and we prove that it is also the…

统计方法学 · 统计学 2023-01-23 Eviatar Bach , Michael Ghil

A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…

流体动力学 · 物理学 2025-11-13 Sarp Er , Marcello Meldi
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