Continuous Data Assimilation with Learned Surrogate Dynamics
- URL: http://arxiv.org/abs/2606.00480v1
- Date: Sat, 30 May 2026 02:15:51 GMT
- Title: Continuous Data Assimilation with Learned Surrogate Dynamics
- Abstract summary: In many applications, the state dynamics are unknown or prohibitively expensive to simulate at the required resolution, leading to model error.<n>Motivated by this challenge and the increasing adoption of machine learning surrogates in data assimilation, this paper develops a unified finite-dimensional analysis of nudging algorithms that employ learned surrogate models of the dynamics.
- Score: 1.461685903055768
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Continuous data assimilation seeks to estimate the state of a dynamical system from partial observations. In many applications, however, the state dynamics are unknown or prohibitively expensive to simulate at the required resolution, leading to model error. Motivated by this challenge and the increasing adoption of machine learning surrogates in data assimilation, this paper develops a unified finite-dimensional analysis of nudging algorithms that employ learned surrogate models of the dynamics. We first establish general conditions on the dynamics and observations that guarantee accurate tracking for nudging with the true dynamics model, both in the noise-free and noisy settings. We then show that nudging algorithms that employ surrogate models retain exponential convergence up to an explicit error floor that quantifies the effects of surrogate approximation error and observation noise. Finally, we analyze surrogate models obtained by learning either the vector field or the short-time solution map of the system, and quantify the amount of training data needed to ensure accurate nudging in the noise-free setting. Numerical experiments support the theory.
Related papers
- Model-Based Reinforcement Learning for Control under Time-Varying Dynamics [40.96573079787976]
We study reinforcement learning for control under time-varying dynamics.<n>We propose a practical optimistic model-based reinforcement learning algorithm with adaptive data buffer mechanisms.
arXiv Detail & Related papers (2026-04-02T16:52:59Z) - Reinforcement learning based data assimilation for unknown state model [3.032674692886751]
We propose a novel method that integrates reinforcement learning with ensemble-based Bayesian ffltering methods.<n>The proposed framework accommodates a wide range of observation scenarios, including nonlinear and partially observed measurement models.<n>A few numerical examples demonstrate that the proposed method achieves superior accuracy and robustness in high-dimensional settings.
arXiv Detail & Related papers (2025-11-04T05:58:37Z) - FlowDAS: A Stochastic Interpolant-based Framework for Data Assimilation [15.64941169350615]
Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems.<n>FlowDAS is a generative DA framework that uses interpolants to learn state transition dynamics.<n>We show that FlowDAS surpasses model-driven methods, neural operators, and score-based baselines in accuracy and physical plausibility.
arXiv Detail & Related papers (2025-01-13T05:03:41Z) - Topological Approach for Data Assimilation [0.4972323953932129]
We introduce a new data assimilation algorithm with a foundation in topological data analysis.<n>By leveraging the differentiability of functions of persistence, gradient descent optimization is used to minimize topological differences between measurements and forecast predictions.
arXiv Detail & Related papers (2024-11-12T20:24:46Z) - Deep Learning for Koopman Operator Estimation in Idealized Atmospheric Dynamics [2.2489531925874013]
Deep learning is revolutionizing weather forecasting, with new data-driven models achieving accuracy on par with operational physical models for medium-term predictions.
These models often lack interpretability, making their underlying dynamics difficult to understand and explain.
This paper proposes methodologies to estimate the Koopman operator, providing a linear representation of complex nonlinear dynamics to enhance the transparency of data-driven models.
arXiv Detail & Related papers (2024-09-10T13:56:54Z) - Capturing dynamical correlations using implicit neural representations [85.66456606776552]
We develop an artificial intelligence framework which combines a neural network trained to mimic simulated data from a model Hamiltonian with automatic differentiation to recover unknown parameters from experimental data.
In doing so, we illustrate the ability to build and train a differentiable model only once, which then can be applied in real-time to multi-dimensional scattering data.
arXiv Detail & Related papers (2023-04-08T07:55:36Z) - Deep Kernel Learning of Dynamical Models from High-Dimensional Noisy
Data [1.3750624267664155]
The framework is composed of an encoder that compresses high-dimensional measurements into low-dimensional state variables.
The training of the proposed model is carried out in an unsupervised manner, not relying on labeled data.
Results show that the method can effectively denoise measurements, learn compact state representations and latent dynamical models.
arXiv Detail & Related papers (2022-08-27T09:47:44Z) - Learning continuous models for continuous physics [94.42705784823997]
We develop a test based on numerical analysis theory to validate machine learning models for science and engineering applications.
Our results illustrate how principled numerical analysis methods can be coupled with existing ML training/testing methodologies to validate models for science and engineering applications.
arXiv Detail & Related papers (2022-02-17T07:56:46Z) - Likelihood-Free Inference in State-Space Models with Unknown Dynamics [71.94716503075645]
We introduce a method for inferring and predicting latent states in state-space models where observations can only be simulated, and transition dynamics are unknown.
We propose a way of doing likelihood-free inference (LFI) of states and state prediction with a limited number of simulations.
arXiv Detail & Related papers (2021-11-02T12:33:42Z) - Using Data Assimilation to Train a Hybrid Forecast System that Combines
Machine-Learning and Knowledge-Based Components [52.77024349608834]
We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is noisy partial measurements.
We show that by using partial measurements of the state of the dynamical system, we can train a machine learning model to improve predictions made by an imperfect knowledge-based model.
arXiv Detail & Related papers (2021-02-15T19:56:48Z) - Anomaly Detection of Time Series with Smoothness-Inducing Sequential
Variational Auto-Encoder [59.69303945834122]
We present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE) model for robust estimation and anomaly detection of time series.
Our model parameterizes mean and variance for each time-stamp with flexible neural networks.
We show the effectiveness of our model on both synthetic datasets and public real-world benchmarks.
arXiv Detail & Related papers (2021-02-02T06:15:15Z) - Multiplicative noise and heavy tails in stochastic optimization [62.993432503309485]
empirical optimization is central to modern machine learning, but its role in its success is still unclear.
We show that it commonly arises in parameters of discrete multiplicative noise due to variance.
A detailed analysis is conducted in which we describe on key factors, including recent step size, and data, all exhibit similar results on state-of-the-art neural network models.
arXiv Detail & Related papers (2020-06-11T09:58:01Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.