WP4: Inverse Problems and Data Assimilation

WP4 combines data and models by formulating and solving inverse problems using deterministic and stochastic methods, with multi-fidelity modeling for exascale efficiency.

Recent Highlights (2024-2025)

Time-Parallel 4D-Var

Weak-constraint 4D-Var methods for time-parallel data assimilation

Ensemble Methods

Ensemble-based approaches for error covariance estimation

Multi-Fidelity Strategies

Multi-fidelity strategies for inverse problems at scale

Hybrid Methods

Hybrid ensemble-variational methods with improved scalability

1. Objectives

The combination of data and models is achieved through inverse problems, covering:

  • Deterministic and stochastic models and methods

  • Observation sparsity and sufficiency considerations

  • Multi-fidelity models (MFM) including reduced-order and AI-based surrogates

  • Scaling of inverse problem solution methods to exascale

2. Approach

Diagram

3. Key Tasks

T4.1: Deterministic Methods

  • Time-parallel methods with weak-constraint formulation of variational assimilation

  • Exploit different physics, spatial and temporal scales for improved parallelism

  • Develop hybrid ensemble-variational approaches using ensembles for better error covariance

T4.2: Stochastic Methods

  • Implement stochastic processes obeying stochastic differential equations (SDEs)

  • First approach: Itô theory with stochastic ordinary differential equations

  • Second approach: Stochastic partial differential equations (SPDE)

  • Study and compare approaches on classical inverse and data assimilation problems

T4.3: Observations

  • Improve description of observation error statistics beyond uncorrelated Gaussian errors

  • Address forecast errors dominated by position errors

  • Develop alternative metrics based on transport theory

T4.4: Multi-Fidelity Modeling

  • Joint work with WP2, Task T2.5

  • Consider PINN-type models as candidates for multi-fidelity models

  • Integration with WP2 Tasks T2.1 and T2.2 (neural operators)

T4.5: Model Management and Scheduling

  • Develop model management/scheduling strategies

  • Combine high-fidelity and lower-fidelity models optimally

  • Minimize variance in stochastic frameworks

  • Focus on exascale scaling as central issue

4. Leads & Partners

Lead Institution

UNISTRA

Co-Leaders

Inria

Duration

Months 1-60

5. Addressed Exascale Bottlenecks

WP4 targets bottlenecks B8 (Discovery, design, and decision algorithms) and B13 (Opportunity to integrate uncertainties):

  • Enabling ensembles of many small runs for data assimilation

  • Combining data and models through inverse problems

  • Integrating uncertainties directly into calculations

  • Efficient use of parallel resources for ensemble methods

6. Deliverables

ID Title Due Dates

D4.1-MR

Activity reports (included in annual report D0.2-TR)

M12, M24, M36, M48, M60

D4.2-S

Software package for inverse problems and data assimilation

M24, M36, M48, M60

D4.3-B

Benchmarking analysis report (bottlenecks and breakthroughs)

M12, M24, M36, M48, M60

7. Collaborations

  • WP2: Joint work on multi-fidelity modeling (T2.5), PINN models (T2.1, T2.2)

  • WP6: Shared interest in uncertainty quantification

  • WP7: Benchmarking analysis and integration

  • NumPEx Projects: ExaDoST, ExaAToW