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We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…

数值分析 · 数学 2026-04-09 Erik Burman , Peter Hansbo , Mats G. Larson , Karl Larsson , Shantiram Mahata

Modeling coupled processes in fractured porous media -- flow, deformation, fracture mechanics, and thermal/chemical effects -- often relies on mixed dimensional multiphysics formulations. These systems are nonlinear and depend on physical…

地球物理 · 物理学 2026-03-03 Jakub Wiktor Both , Inga Berre

State estimation in power distribution systems is a key component for increased reliability and optimal system performance. Well understood in transmission systems, state estimation is now an area of active research in distribution…

信号处理 · 电气工程与系统科学 2017-12-06 C. Carquex , C. Rosenberg , K. Bhattacharya

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

统计方法学 · 统计学 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

应用统计 · 统计学 2018-08-01 Sylvain Robert , Hans R. Künsch

This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

信号处理 · 电气工程与系统科学 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

We present a hybrid-mixed finite element method for a novel hybrid-dimensional model of single-phase Darcy flow in a fractured porous media. In this model, the fracture is treated as an $(d-1)$-dimensional interface within the…

数值分析 · 数学 2022-03-02 Guosheng Fu , Yang Yang

This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…

机器学习 · 统计学 2023-01-31 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

统计方法学 · 统计学 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo

In this paper, we are interested in an efficient numerical method for the mixed-dimensional approach to modeling single-phase flow in fractured porous media. The model introduces fractures and their intersections as lower-dimensional…

数值分析 · 数学 2019-06-03 Ana Budiša , Xiaozhe Hu

The ensemble Kalman filter (EnKF) (Evensen, 2009) has proven effective in quantifying uncertainty in a number of challenging dynamic, state estimation, or data assimilation, problems such as weather forecasting and ocean modeling. In these…

ICESEE (ICE Sheet statE and parameter Estimator) is a Python-based, open-source data assimilation framework designed for seamless integration with ice sheet and Earth system models. It implements a parallel Ensemble Kalman Filter (EnKF)…

计算复杂性 · 计算机科学 2026-03-31 Brian Kyanjo , Talea L. Mayo , Alexander A. Robel

In this work, we propose a subsystem decomposition approach and a distributed estimation scheme for a class of implicit two-time-scale nonlinear systems. Taking the advantage of the two-time-scale separation, these processes are decomposed…

系统与控制 · 电气工程与系统科学 2021-10-05 Sarupa Debnath , Soumya Ranjan Sahoo , Benjamin Decardi-Nelson , Jinfeng Liu

State estimation when only a partial model of a considered system is available remains a major challenge in many engineering fields. This work proposes a joint, square-root unscented Kalman filter to estimate states and model uncertainties…

信号处理 · 电气工程与系统科学 2022-07-11 Ricarda-Samantha Götte , Julia Timmermann

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

计算工程、金融与科学 · 计算机科学 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

A sequential estimator based on the Ensemble Kalman Filter for Data Assimilation of fluid flows is presented in this research work. The main feature of this estimator is that the Kalman filter update, which relies on the determination of…

计算工程、金融与科学 · 计算机科学 2021-07-28 Gabriel Moldovan , Guillame Lehnasch , Laurent Cordier , Marcello Meldi

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

Simulating complex processes in fractured media requires some type of model reduction. Well-known approaches include multi-continuum techniques, which have been commonly used in approximating subgrid effects for flow and transport in…

数值分析 · 数学 2017-02-24 Eric T. Chung , Yalchin Efendiev , Tat Leung , Maria Vasilyeva

This paper proposes a novel consensus-based distributed filter over directed graphs under the collectively observability condition. The distributed filter is designed using an augmented leader-following information fusion strategy, and the…

系统与控制 · 电气工程与系统科学 2026-03-16 Xiaoxu Lyu , Guanghui Wen , Yuezu Lv , Zhisheng Duan , Ling Shi

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a…

最优化与控制 · 数学 2020-01-30 M. Schwenzer , G. Visconti , M. Ay , T. Bergs , M. Herty , D. Abel