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Machine Learning With Data Assimilation and Uncertainty Quantification for Dynamical Systems:A Review

IEEE/CAA Journal of Automatica Sinica 2023年第6期10卷 1361-1387页

作者： Sibo Cheng César Quilodrán-Casas Said Ouala Alban Farchi Che Liu Pierre Tandeo Ronan Fablet Didier Lucor Bertrand Iooss Julien Brajard Dunhui Xiao tijana janjic Weiping Ding Yike Guo Alberto Carrassi Marc Bocquet Rossella Arcucci Data Science Institute Department of ComputingImperial College LondonSW72AZ London Department of Earth Science and Engineering Imperial College LondonSW72AZ London Department of Computer Science and Engineering Hong Kong University of Science and TechnologyHong Kong 999077China the IMT Atlantique Lab-STICCUMR CNRS 6285France and OdysseyInria/IMTFrance.P.Tandeo is also with RIKEN Center for Computational ScienceKobeJapan the CEREA École des Ponts and EDF R&Dîle-de-FranceFrance the Laboratoire Interdisciplinaire des Sciences du Numérique CNRSParis-Saclay UniversityF-91403OrsayFrance the Electricitéde France(EDF) 78401 ChatouFranceInstitut de Mathématiques de Toulouse31062 ToulouseFrance and SINCLAIR AI LabSaclayFrance the Sorbonne University ParisFranceand also with Nansen Environmental and Remote Sensing Center(NERSC)BergenNorway the School of Mathematical Sciences Tongji UniversityShanghai 200092China the Mathematical Institute for Machine Learning and Data Science KU Eichstaett-IngolstadtBavariaGermany the School of Information Science and Technology Nantong UniversityNantong 226019China the Department of Physics and Astronomy“Augusto Righi” University of Bologna40124 BolognaItaly

Data assimilation(DA)and uncertainty quantification(UQ)are extensively used in analysing and reducing error propagation in high-dimensional spatial-temporal *** applications span from computational fluid dynamics(CFD)to geoscience and climate ***,much effort has been given in combining DA,UQ and machine learning(ML)*** research efforts seek to address some critical challenges in high-dimensional dynamical systems,including but not limited to dynamical system identification,reduced order surrogate modelling,error covariance specification and model error correction.A large number of developed techniques and methodologies exhibit a broad applicability across numerous domains,resulting in the necessity for a comprehensive *** paper provides the first overview of state-of-the-art researches in this interdisciplinary field,covering a wide range of *** review is aimed at ML scientists who attempt to apply DA and UQ techniques to improve the accuracy and the interpretability of their models,but also at DA and UQ experts who intend to integrate cutting-edge ML approaches to their ***,this article has a special focus on how ML methods can overcome the existing limits of DA and UQ,and vice *** exciting perspectives of this rapidly developing research field are also *** Terms-Data assimilation(DA),deep learning,machine learning(ML),reduced-order-modelling,uncertainty quantification(UQ).

关键词： assimilation overcome apply

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