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We begin by briefly surveying some results on the convergence of the Stochastic Gradient Descent (SGD) Method, proved in a companion paper by the present authors. These results are based on viewing SGD as a version of Stochastic…

机器学习 · 统计学 2025-09-10 Rajeeva L. Karandikar , M. Vidyasagar

Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

机器学习 · 统计学 2023-11-03 François Rozet , Gilles Louppe

The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration,…

数值分析 · 数学 2025-08-01 Muhammad Mohebujjaman , Mengying Xiao , Cheng Zhang

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

Increasing the resolution of a model can improve the performance of a data assimilation system: first because model field are in better agreement with high resolution observations, then the corrections are better sustained and, with…

大气与海洋物理 · 物理学 2022-09-07 Sébastien Barthélémy , Julien Brajard , Laurent Bertino , François Counillon

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…

数值分析 · 数学 2025-04-24 Aytekin Çibik , Rui Fang , William Layton , Farjana Siddiqua

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…

机器学习 · 统计学 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Surface-subsurface flow models for hydrological applications solve a coupled multiphysics problem. This usually consists of some form of the Richards and shallow water equations. A typical setup couples these two nonlinear partial…

数值分析 · 数学 2025-04-25 Valentina Schüller , Philipp Birken , Andreas Dedner

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

数值分析 · 数学 2016-01-29 Robert Mansel Gower , Peter Richtarik

We study continuous data assimilation (CDA) applied to projection and penalty methods for the Navier-Stokes (NS) equations. Penalty and projection methods are more efficient than consistent NS discretizations, however are less accurate due…

数值分析 · 数学 2023-02-14 Elizabeth Hawkins , Leo G. Rebholz , Duygu Vargun

In this paper, we establish results fully addressing two open problems proposed recently by I. Ivanov, see Nonlinear Analysis 69 (2008) 4012--4024, with respect to the convergence of the accelerated Riccati iteration method for solving the…

最优化与控制 · 数学 2026-03-24 Prasanthan Rajasingam , Jianhong Xu

When used to accelerate the convergence of fixed-point iterative methods, such as the Picard method, which is a kind of nonlinear fixed-point iteration, polynomial extrapolation techniques can be very effective. The numerical solution of…

数值分析 · 数学 2025-01-07 Abdellatif Mouhssine , Ahmed Ratnani , Hassane Sadok

The error analysis of a proper orthogonal decomposition (POD) data assimilation (DA) scheme for the Navier-Stokes equations is carried out. A grad-div stabilization term is added to the formulation of the POD method. Error bounds with…

数值分析 · 数学 2020-04-21 Bosco García Archilla , Julia Novo , Samuele Rubino

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…

偏微分方程分析 · 数学 2016-03-23 Peter A. Markowich , Edriss S. Titi , Saber Trabelsi

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

Data Assimilation (DA) plays a critical role in atmospheric science by reconstructing spatially continous estimates of the system state, which serves as initial conditions for scientific analysis. While recent advances in diffusion models…

机器学习 · 计算机科学 2025-05-20 Hao Wang , Jindong Han , Wei Fan , Weijia Zhang , Hao Liu

We review an algorithm developed for parameter estimation within the Continuous Data Assimilation (CDA) approach. We present an alternative derivation for the algorithm presented in a paper by Carlson, Hudson, and Larios (CHL, 2021). This…

数值分析 · 数学 2024-11-22 Joshua Newey , Jared P Whitehead , Elizabeth Carlson

We consider a non-linear Bayesian data assimilation model for the periodic two-dimensional Navier-Stokes equations with initial condition modelled by a Gaussian process prior. We show that if the system is updated with sufficiently many…

统计理论 · 数学 2024-07-10 Richard Nickl , Edriss S. Titi

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

机器学习 · 计算机科学 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

In this paper we prove convergence results for homogenization problem for solutions of partial differential system with rapidly oscillating Dirichlet data. Our method is based on analysis of oscillatory integrals. In the uniformly convex…

偏微分方程分析 · 数学 2013-10-22 Hayk Aleksanyan , Henrik Shahgholian , Per Sjölin