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Results for “Ensemble score filter”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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8 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Robustness of the Ensemble Score Filter to the Type of Assimilated Observation Networks

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods depends on the observation network characteristics. In this study, we present initial experiments with the surface quasi‐geostrophic model, in which we compare a recently developed ensemble filter using score‐based diffusion models with the standard Local Ensemble Transform Kalman Filter (LETKF). Our results show that the analysis solutions respond differently to the number, spatial distribution, and nonlinear fraction of assimilated observations. We also find notable changes in the multiscale characteristics of the analysis errors. Given that standard DA techniques will eventually be replaced by more advanced methods, we hope this study sets the ground for future efforts to reassess the value of Earth observing systems in the context of newly emerging algorithms.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Joint state-parameter estimation for the reduced fracture model via the united filter

Here, in this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media are critical in subsurface hydrology, geophysics, and reservoir geomechanics. Reduced fracture models, which represent fractures as lower-dimensional interfaces, enable efficient multi-scale simulations. However, reduced fracture models also face accuracy challenges due to modeling errors and uncertainties in physical parameters such as permeability and fracture geometry. To address these challenges, we propose a United Filter method, which integrates the Ensemble Score Filter (EnSF) for state estimation with the Direct Filter for parameter estimation. EnSF, based on a score-based diffusion model framework, produces ensemble representations of the state distribution without deep learning. Meanwhile, the Direct Filter, a recursive Bayesian inference method, estimates parameters directly from state observations. The United Filter combines these methods iteratively: EnSF estimates are used to refine parameter values, which are then fed back to improve state estimation. Numerical experiments demonstrate that the United Filter method surpasses the state-of-the-art Augmented Ensemble Kalman Filter, delivering more accurate state and parameter estimation for reduced fracture models. This framework also provides a robust and efficient solution for PDE-constrained inverse problems with uncertainties and sparse observations.

Bayesian inference↗
DOE OSTI2025

Nonlinear Ensemble Filtering with Diffusion Models: Application to the Surface Quasigeostrophic Dynamics

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here, we explore another promising solution in which diffusion models are used to formulate a robust nonlinear ensemble filter for sequential data assimilation. Unlike standard machine learning methods, the proposed ensemble score filter (EnSF) is completely training free and can efficiently generate a set of analysis ensemble members. Here, in this study, we apply the EnSF to a surface quasigeostrophic model and compare its performance against the popular local ensemble transform Kalman filter (LETKF), which makes Gaussian assumptions in the analysis step. Numerical tests demonstrate that EnSF maintains stable performance in the absence of localization and for a variety of experimental settings. We find that while LETKF maintains optimal performance in the case of linear observations of the entire state and a perfect model, EnSF shows improvements over LETKF when nonlinear observations are assimilated and the system is subject to unexpected model errors. A spectral decomposition of the analysis results in this nonlinear observation regime shows that the largest improvements over LETKF occur at large scales (small wavenumbers), where LETKF lacks sufficient ensemble spread. Overall, this initial application of EnSF to a geophysical model of intermediate complexity motivates further development of the algorithm for more realistic problems.

Artificial intelligence↗
DOE OSTI2026

A score-based diffusion model approach for adaptive learning of stochastic partial differential equation solutions

In this paper, we propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central role in modeling complex physical systems under uncertainty, but their numerical solutions often suffer from model errors and reduced accuracy due to incomplete physical knowledge and environmental variability. To address these challenges, we encode the governing physics into the score function of a diffusion model using simulation data and incorporate observational information via a likelihood-based correction in a reverse-time stochastic differential equation. This enables adaptive learning through iterative refinement of the solution as new data becomes available. To improve computational efficiency in high-dimensional settings, we introduce the ensemble score filter, a training-free approximation of the score function designed for real-time inference. Numerical experiments on benchmark SPDEs demonstrate the accuracy and robustness of the proposed method under sparse and noisy observations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Scalable Real-Time Data Assimilation Framework for Predicting Turbulent Atmosphere Dynamics

AI-based foundation models like FourCastNet, GraphCast are revolutionizing weather and climate predictions but are not yet ready for operational use. Their limitation lies in the absence of a data assimilation system to incorporate real-time Earth system observations, crucial for accurately forecasting events like tropical cyclones. To overcome these obstacles, we introduce a generic real-time data assimilation framework and demonstrate its end-to-end performance on the Frontier supercomputer. This framework comprises two primary modules: an ensemble score filter (EnSF), which significantly outperforms the state-of-the-art data assimilation method, and a vision transformer-based surrogate capable of real-time adaptation through the integration of observational data. We demonstrate both the strong and weak scaling of our framework up to 1024 GPUs on the Exascale supercomputer, Frontier. Our results not only illustrate the framework's exceptional scalability on high-performance computing systems, but also demonstrate the importance of supercomputers in real-time data assimilation for weather and climate predictions.

Lu, Dan↗
NASA NTRSDate not supplied

Non-Gaussian Ensemble Filtering and Adaptive Inflation for Soil Moisture Data Assimilation

The rank histogram filter (RHF) and the ensemble Kalman filter (EnKF) are assessed for soil moisture estimation using perfect model (identical twin) synthetic data assimilation experiments. The primary motivation is to gauge the impact on analysis quality attributable to the consideration of non-Gaussian forecast error distributions. Using the NASA Catchment land surface model, the two filters are compared at 18 globally distributed single-catchment locations for a 10-yr experiment period. It is shown that both filters yield adequate estimates of soil moisture, with the RHF having a small but significant performance advantage. Most notably, the RHF consistently increases the normalized information contribution (NIC) score of the mean absolute bias by 0.05 over that of the EnKF for surface, root-zone, and profile soil moisture. The RHF also increases the NIC score for the anomaly correlation of surface soil moisture by 0.02 over that of the EnKF (at a 5% significance level). Results additionally demonstrate that the performance of both filters is somewhat improved when the ensemble priors are adaptively inflated to offset the negative effects of systematic errors.

Rolf Reichle↗
NASA NTRS2023

Non-Gaussian Ensemble Filtering and Adaptive Inflation for Soil Moisture Data Assimilation

The rank histogram filter (RHF) and the ensemble Kalman filter (EnKF) are assessed for soil moisture estimation using perfect model (identical twin) synthetic data assimilation experiments. The primary motivation is to gauge the impact on analysis quality attributable to the consideration of non-Gaussian forecast error distributions. Using the NASA Catchment land surface model, the two filters are compared at 18 globally-distributed single-catchment locations for a 10-year experiment period. It is shown that both filters yield adequate estimates of soil moisture, with the RHF having a small but significant performance advantage. Most notably, the RHF systematically increases the normalized information contribution (NIC) score of the mean absolute bias by 0.05 over that of the EnKF for surface, root-zone and profile soil moisture. The RHF also increases the NIC score for the anomaly correlation of surface soil moisture by 0.02 over that of the EnKF (at a 5% significance level). Results also demonstrate that the performance of both filters is somewhat improved when the ensemble priors are adaptively inflated to offset the negative effects of systematic errors.

Soil moisture↗
NASA NTRS2016

Reducing Multisensor Satellite Monthly Mean Aerosol Optical Depth Uncertainty: 1. Objective Assessment of Current AERONET Locations

Various space-based sensors have been designed and corresponding algorithms developed to retrieve aerosol optical depth (AOD), the very basic aerosol optical property, yet considerable disagreement still exists across these different satellite data sets. Surface-based observations aim to provide ground truth for validating satellite data; hence, their deployment locations should preferably contain as much spatial information as possible, i.e., high spatial representativeness. Using a novel Ensemble Kalman Filter (EnKF)- based approach, we objectively evaluate the spatial representativeness of current Aerosol Robotic Network (AERONET) sites. Multisensor monthly mean AOD data sets from Moderate Resolution Imaging Spectroradiometer, Multiangle Imaging Spectroradiometer, Sea-viewing Wide Field-of-view Sensor, Ozone Monitoring Instrument, and Polarization and Anisotropy of Reflectances for Atmospheric Sciences coupled with Observations from a Lidar are combined into a 605-member ensemble, and AERONET data are considered as the observations to be assimilated into this ensemble using the EnKF. The assessment is made by comparing the analysis error variance (that has been constrained by ground-based measurements), with the background error variance (based on satellite data alone). Results show that the total uncertainty is reduced by approximately 27% on average and could reach above 50% over certain places. The uncertainty reduction pattern also has distinct seasonal patterns, corresponding to the spatial distribution of seasonally varying aerosol types, such as dust in the spring for Northern Hemisphere and biomass burning in the fall for Southern Hemisphere. Dust and biomass burning sites have the highest spatial representativeness, rural and oceanic sites can also represent moderate spatial information, whereas the representativeness of urban sites is relatively localized. A spatial score ranging from 1 to 3 is assigned to each AERONET site based on the uncertainty reduction, indicating its representativeness level.

aerosol optical depth↗