May 1 – 31, 2019 » Data Assimilation: Theory, Algorithms, and Applications

Organizers: Tony Humphries (McGill), Sebastian Reich (Potsdam & Reading), Andrew Stuart (Caltech)

The seamless integration of large data sets into computational models provides one of the central challenges for the mathematical sciences of the 21st century. When the computational model is based on dynamical systems and the data is time ordered, the process of combining data and models is called data assimilation. Historically, the field has been primarily developed by practitioners within the geophysical sciences; however, it has enormous potential in many more subject areas.

This month-long thematic activity is aimed at developing the underpinning mathematical theory of data assimilation, the process of combining data with dynamical systems to learn hidden states and unknown parameters. The activities will be guided and informed by applications coming from the physical, biomedical, social and cognitive sciences. Methodologies based around particle filtering, ensemble Kalman filtering, optimization and Bayesian inverse problems will underpin the program. Long-term visitors in all of these fields will be present, and a number of short-term visitors will attend around the four workshops devoted to underpinning methodologies, geophysical applications, biomedical applications and applications from the social and cognitive sciences.