Dunhui Xiao

Sibo Cheng, Cesar Quilodran-Casas, Said Ouala et al.

Data Assimilation (DA) and Uncertainty quantification (UQ) are extensively used in analysing and reducing error propagation in high-dimensional spatial-temporal dynamics. Typical applications span from computational fluid dynamics (CFD) to geoscience and climate systems. Recently, much effort has been given in combining DA, UQ and machine learning (ML) techniques. These 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 guide. This paper provides the first overview of the state-of-the-art researches in this interdisciplinary field, covering a wide range of applications. This review aims 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 systems. Therefore, this article has a special focus on how ML methods can overcome the existing limits of DA and UQ, and vice versa. Some exciting perspectives of this rapidly developing research field are also discussed.

Dengfei Zeng, Lijian Jiang, Shuyu Sun et al.

A likelihood-free transport filtering method is proposed based on the couplings between state and observation variables. By exploiting a block-triangular structure in the transport map, the analysis step of filtering is reformulated as the minimization of the maximum mean discrepancy (MMD) between the true joint measure and its transport-based approximation. To circumvent the non-convexity in the MMD optimization, we introduce a training-free transport filter method via gradient flows, which leads to an analytic computation for the transport map that implies the steepest descent direction of the MMD. The proposed approach accurately approximates non-Gaussian filtering posteriors and avoids particle collapse. We provide a convergence analysis for the expectation of the MMD between the approximated posterior and the truth posterior. Finally, we extend the method to high-dimensional problems through domain localization. Numerical examples demonstrate the superior performance of our approach over conventional filtering methods in nonlinear, non-Gaussian scenarios.

Sibo Cheng, Marc Bocquet, Weiping Ding et al.

Unstructured grid data are essential for modelling complex geometries and dynamics in computational physics. Yet, their inherent irregularity presents significant challenges for conventional machine learning (ML) techniques. This paper provides a comprehensive review of advanced ML methodologies designed to handle unstructured grid data in high-dimensional dynamical systems. Key approaches discussed include graph neural networks, transformer models with spatial attention mechanisms, interpolation-integrated ML methods, and meshless techniques such as physics-informed neural networks. These methodologies have proven effective across diverse fields, including fluid dynamics and environmental simulations. This review is intended as a guidebook for computational scientists seeking to apply ML approaches to unstructured grid data in their domains, as well as for ML researchers looking to address challenges in computational physics. It places special focus on how ML methods can overcome the inherent limitations of traditional numerical techniques and, conversely, how insights from computational physics can inform ML development. To support benchmarking, this review also provides a summary of open-access datasets of unstructured grid data in computational physics. Finally, emerging directions such as generative models with unstructured data, reinforcement learning for mesh generation, and hybrid physics-data-driven paradigms are discussed to inspire future advancements in this evolving field.