arXiv subjects

Anne Gelb

Publications and source records attributed to Anne Gelb.

At least 19 recordsLinked to original sources

arXiv2026

Preserving Structure in Variational Data Assimilation of Hyperbolic Conservation Laws via Regularization

Hyperbolic conservation laws pose a challenging setting for variational data assimilation, since the Gaussian assumption imposes a smoothness that smears jump discontinuities. A sparsity promoting regularization can help to mitigate this problem by incorporating a structural prior into the variational objective. Care must be taken when choosing this prior because it serves to counterbalance both a structurally misspecified background-error covariance, which introduces spurious oscillations over smooth regions, as well as spatially sparse observations, which leave too little data to constrain the state. Moreover, state variables of hyperbolic conservation laws typically do not have piecewise constant structure, which is an assumption made when using standard sparsity-promoting operators, such as total variation. Indeed the underlying {\em variability} of hyperbolic conservation law solutions are neither known in advance nor fixed. Hence using higher order total variation is also not suitable. Here we introduce a new regularization term for data assimilation, built on the sparsity promoting residual transform that neither commits to a fixed smoothness order nor requires the underlying variability to be known a priori. We solve the resulting nonconvex objective within a three-dimensional variational framework using generalized sparse Bayesian learning. This approach replaces a global $\ell _{1}$ penalty with a hierarchical conditional Gaussian prior on the residual transform, where a learned hyper-prior yields location-specific weights attached to each spatial point. Numerical experiments across scalar, shallow-water, and Euler test problems show that this regularization term resolves discontinuities more accurately than total variation, and that its advantage grows as the background-error covariance becomes misspecified and the observations become sparser.

math.NA↗

arXiv2026

Parametric Hyperbolic Conservation Laws: A Unified Framework for Conservation, Entropy Stability, and Hyperbolicity

We propose a parametric hyperbolic conservation law (SymCLaw) for learning hyperbolic systems directly from data while ensuring conservation, entropy stability, and hyperbolicity by design. Unlike existing approaches that typically enforce only conservation or rely on prior knowledge of the governing equations, our method parameterizes the flux functions in a form that guarantees real eigenvalues and complete eigenvectors of the flux Jacobian, thereby preserving hyperbolicity. At the same time, we embed entropy-stable design principles by jointly learning a convex entropy function and its associated flux potential, ensuring entropy dissipation and the selection of physically admissible weak solutions. A corresponding entropy-stable numerical flux scheme provides compatibility with standard discretizations, allowing seamless integration into classical solvers. Numerical experiments on benchmark problems, including Burgers, shallow water, Euler, and KPP equations, demonstrate that SymCLaw generalizes to unseen initial conditions, maintains stability under noisy training data, and achieves accurate long-time predictions, highlighting its potential as a principled foundation for data-driven modeling of hyperbolic conservation laws.

math.NA↗

arXiv2025

Joint Signal Recovery and Uncertainty Quantification via the Residual Prior Transform

Conventional priors used for signal recovery are often limited by the assumption that the type of a signal's variability, such as piecewise constant or linear behavior, is known and fixed. This assumption is problematic for complex signals that exhibit different behaviors across the domain. The recently developed {\em residual transform operator} effectively reduces such variability-dependent error within the LASSO regression framework. Importantly, it does not require prior information regarding structure of the underlying signal. This paper reformulates the residual transform operator into a new prior within a hierarchical Bayesian framework. In so doing, it unlocks two powerful new capabilities. First, it enables principled uncertainty quantification, providing robust credible intervals for the recovered signal, and second, it provides a natural framework for the joint recovery of signals from multimodal measurements by coherently fusing information from disparate data sources. Numerical experiments demonstrate that the residual prior yields high-fidelity signal and image recovery from multimodal data while providing robust uncertainty quantification.

math.NA↗

arXiv2025

Non-intrusive structural-preserving sequential data assimilation

Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods assume that the governing equations modeling the dynamics are known, which is unlikely for most real world applications. Machine learning (ML) provides a flexible alternative by learning surrogate models directly from data, but standard ML methods struggle in noisy and data-scarce environments, where meaningful extrapolation requires incorporating physical constraints. Recent advances in structure-preserving ML architectures, such as the development of the entropy-stable conservative flux form network (ESCFN), highlight the critical role of physical structure in improving learning stability and accuracy for unknown systems of conservation laws. Structural information has also been shown to improve DA performance. Gradient-based measures of spatial variability, in particular, can help refine ensemble updates in discontinuous systems. Motivated by both of these recent innovations, this investigation proposes a new non-intrusive, structure-preserving sequential data assimilation (NSSDA) framework that leverages structure at both the forecast and analysis stages. We use the ESCFN to construct a surrogate model to preserve physical laws during forecasting, and a structurally informed ensemble transform Kalman filter (SETKF) to embed local statistical structure into the assimilation step. Our method operates in a highly constrained environment, using only a single noisy trajectory for both training and assimilation. Numerical experiments where the unknown dynamics correspond respectively to the shallow water and Euler equations demonstrate significantly improved predictive accuracy.

math.NA↗

arXiv2025

Structurally informed data assimilation in two dimensions

Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance observations and model information near sharp features. In this paper we develop a structurally informed DA framework using ensemble transform Kalman filtering (ETKF). Our approach introduces gradient-based weighting matrices constructed from finite difference statistics of the forecast ensemble, thereby allowing the assimilation process to dynamically adjust the influence of observations and prior estimates according to local roughness. The design is intentionally flexible so that it can be suitably refined for sparse data environments. Numerical experiments demonstrate that our new structurally informed data assimilation framework consistently yields greater accuracy when compared to more conventional approaches.

math.NA↗

arXiv2025

Neural Entropy-stable conservative flux form neural networks for learning hyperbolic conservation laws

We propose a neural entropy-stable conservative flux form neural network (NESCFN) for learning hyperbolic conservation laws and their associated entropy functions directly from solution trajectories, without requiring any predefined numerical discretization. While recent neural network architectures have successfully integrated classical numerical principles into learned models, most rely on prior knowledge of the governing equations or assume a fixed discretization. Our approach removes this dependency by embedding entropy-stable design principles into the learning process itself, enabling the discovery of physically consistent dynamics in a fully data-driven setting. By jointly learning both the numerical flux function and a corresponding entropy, the proposed method ensures conservation and entropy dissipation, critical for long-term stability and fidelity in the system of hyperbolic conservation laws. Numerical results demonstrate that the method achieves stability and conservation over extended time horizons and accurately captures shock propagation speeds, even without oracle access to future-time solution profiles in the training data.

math.NA↗

arXiv2025

A new sparsity promoting residual transform operator for Lasso regression

Lasso regression is a widely employed approach within the $\ell_1$ regularization framework used to promote sparsity and recover piecewise smooth signals $f:[a,b) \rightarrow \mathbb{R}$ when the given observations are obtained from noisy, blurred, and/or incomplete data environments. In choosing the regularizing sparsity-promoting operator, it is assumed that the particular type of variability of the underlying signal, for example, piecewise constant or piecewise linear behavior across the entire domain, is both known and fixed. Such an assumption is problematic in more general cases, e.g.~when a signal exhibits piecewise oscillatory behavior with varying wavelengths and magnitudes. To address the limitations of assuming a fixed (and typically low order) variability when choosing a sparsity-promoting operator, this investigation proposes a novel residual transform operator that can be used within the Lasso regression formulation. In a nutshell, the idea is that for a general piecewise smooth signal $f$, it is possible to design two operators $\mathcal L_1$ and $\mathcal L_2$ such that $\mathcal L_1{\boldsymbol f} \approx \mathcal L_2{\boldsymbol f}$, where ${\boldsymbol f} \in \mathbb{R}^n$ is a discretized approximation of $f$, but $\mathcal L_1 \not\approx \mathcal L_2$. The corresponding residual transform operator, $\mathcal L = \mathcal L_1- \mathcal L_2$, yields a result that (1) effectively reduces the variability dependent error that occurs when applying either $\mathcal L_1$ or $\mathcal L_2$ to ${\boldsymbol f}$, a property that holds even when $\mathcal L_1{\boldsymbol f} \approx \mathcal L_2{\boldsymbol f}$ is not a good approximation to the true sparse domain vector of ${\boldsymbol f}$, and (2) does not require $\mathcal L_1$ or $\mathcal L_2$ to have prior information regarding the variability of the underlying signal.

math.NA↗

arXiv2024

Entropy stable conservative flux form neural networks

We propose an entropy-stable conservative flux form neural network (CFN) that integrates classical numerical conservation laws into a data-driven framework using the entropy-stable, second-order, and non-oscillatory Kurganov-Tadmor (KT) scheme. The proposed entropy-stable CFN uses slope limiting as a denoising mechanism, ensuring accurate predictions in both noisy and sparse observation environments, as well as in both smooth and discontinuous regions. Numerical experiments demonstrate that the entropy-stable CFN achieves both stability and conservation while maintaining accuracy over extended time domains. Furthermore, it successfully predicts shock propagation speeds in long-term simulations, {\it without} oracle knowledge of later-time profiles in the training data.

math.NA↗

arXiv2024

A Bayesian framework for spectral reprojection

Fourier partial sum approximations yield exponential accuracy for smooth and periodic functions, but produce the infamous Gibbs phenomenon for non-periodic ones. Spectral reprojection resolves the Gibbs phenomenon by projecting the Fourier partial sum onto a Gibbs complementary basis, often prescribed as the Gegenbauer polynomials. Noise in the Fourier data and the Runge phenomenon both degrade the quality of the Gegenbauer reconstruction solution, however. Motivated by its theoretical convergence properties, this paper proposes a new Bayesian framework for spectral reprojection, which allows a greater understanding of the impact of noise on the reprojection method from a statistical point of view. We are also able to improve the robustness with respect to the Gegenbauer polynomials parameters. Finally, the framework provides a mechanism to quantify the uncertainty of the solution estimate.

math.NA↗

arXiv2024

Complex-Valued Signal Recovery using the Bayesian LASSO

Recovering complex-valued image recovery from noisy indirect data is important in applications such as ultrasound imaging and synthetic aperture radar. While there are many effective algorithms to recover point estimates of the magnitude, fewer are designed to recover the phase. Quantifying uncertainty in the estimate can also provide valuable information for real-time decision making. This investigation therefore proposes a new Bayesian inference method that recovers point estimates while also quantifying the uncertainty for complex-valued signals or images given noisy and indirect observation data. Our method is motivated by the Bayesian LASSO approach for real-valued sparse signals, and here we demonstrate that the Bayesian LASSO can be effectively adapted to recover complex-valued images whose magnitude is sparse in some (e.g.~the gradient) domain. Numerical examples demonstrate our algorithm's robustness to noise as well as its computational efficiency.

math.NA↗

arXiv2024

Generalized sparsity-promoting solvers for Bayesian inverse problems: Versatile sparsifying transforms and unknown noise variances

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized gamma hyper-prior model for variance hyper-parameters. This investigation generalizes these models and their efficient maximum a posterior (MAP) estimation using the iterative alternating sequential (IAS) algorithm in two ways: (1) General sparsifying transforms: Diverging from conventional methods, our approach permits the use of sparsifying transformations with nontrivial kernels; (2) Unknown noise variances: We treat the noise variance as a random variable that is estimated during the inference procedure. This is important in applications where the noise estimate cannot be accurately estimated a priori. Remarkably, these augmentations neither significantly burden the computational expense of the algorithm nor compromise its efficacy. We include convexity and convergence analysis for the method and demonstrate its efficacy in several numerical experiments.

math.NA↗

arXiv2023

Learning In-between Imagery Dynamics via Physical Latent Spaces

We present a framework designed to learn the underlying dynamics between two images observed at consecutive time steps. The complex nature of image data and the lack of temporal information pose significant challenges in capturing the unique evolving patterns. Our proposed method focuses on estimating the intermediary stages of image evolution, allowing for interpretability through latent dynamics while preserving spatial correlations with the image. By incorporating a latent variable that follows a physical model expressed in partial differential equations (PDEs), our approach ensures the interpretability of the learned model and provides insight into corresponding image dynamics. We demonstrate the robustness and effectiveness of our learning framework through a series of numerical tests using geoscientific imagery data.

cs.LG↗

arXiv2023

A Structurally Informed Data Assimilation Approach for Nonlinear Partial Differential Equations

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is well known that the commonly used Gaussian distribution assumption introduces biases for state variables that admit discontinuous profiles, which are prevalent in nonlinear partial differential equations. This investigation designs a new structurally informed non-Gaussian prior that exploits statistical information from the simulated state variables. In particular, we construct a new weighting matrix based on the second moment of the gradient information of the state variable to replace the prior covariance matrix used for model/data compromise in the ETKF data assimilation framework. We further adapt our weighting matrix to include information in discontinuity regions via a clustering technique. Our numerical experiments demonstrate that this new approach yields more accurate estimates than those obtained using ETKF on shallow water equations, even when ETKF is enhanced with inflation and localization techniques.

math.NA↗

arXiv2023

Leveraging joint sparsity in hierarchical Bayesian learning

We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed hyper-parameters to enforce joint sparsity. The resulting joint-sparsity-promoting priors are combined with existing Bayesian inference methods to generate a new family of algorithms. Our numerical experiments, which include a multi-coil magnetic resonance imaging application, demonstrate that our new approach consistently outperforms commonly used hierarchical Bayesian methods.

stat.ML↗

arXiv2023

Sequential edge detection using joint hierarchical Bayesian learning

This paper introduces a new sparse Bayesian learning (SBL) algorithm that jointly recovers a temporal sequence of edge maps from noisy and under-sampled Fourier data. The new method is cast in a Bayesian framework and uses a prior that simultaneously incorporates intra-image information to promote sparsity in each individual edge map with inter-image information to promote similarities in any unchanged regions. By treating both the edges as well as the similarity between adjacent images as random variables, there is no need to separately form regions of change. Thus we avoid both additional computational cost as well as any information loss resulting from pre-processing the image. Our numerical examples demonstrate that our new method compares favorably with more standard SBL approaches.

stat.AP↗

arXiv2022

Designing Neural Networks for Hyperbolic Conservation Laws

We propose a new data-driven method to learn the dynamics of an unknown hyperbolic system of conservation laws using deep neural networks. Inspired by classical methods in numerical conservation laws, we develop a new conservative form network (CFN) in which the network learns the flux function of the unknown system. Our numerical examples demonstrate that the CFN yields significantly better prediction accuracy than what is obtained using a standard non-conservative form network, even when it is enhanced with constraints to promote conservation. In particular, solutions obtained using the CFN consistently capture the correct shock propagation speed without introducing non-physical oscillations into the solution. They are furthermore robust to noisy and sparse observation environments.

math.NA↗

arXiv2022

Sub-aperture SAR Imaging with Uncertainty Quantification

In the problem of spotlight mode airborne synthetic aperture radar (SAR) image formation, it is well-known that data collected over a wide azimuthal angle violate the isotropic scattering property typically assumed. Many techniques have been proposed to account for this issue, including both full-aperture and sub-aperture methods based on filtering, regularized least squares, and Bayesian methods. A full-aperture method that uses a hierarchical Bayesian prior to incorporate appropriate speckle modeling and reduction was recently introduced to produce samples of the posterior density rather than a single image estimate. This uncertainty quantification information is more robust as it can generate a variety of statistics for the scene. As proposed, the method was not well-suited for large problems, however, as the sampling was inefficient. Moreover, the method was not explicitly designed to mitigate the effects of the faulty isotropic scattering assumption. In this work we therefore propose a new sub-aperture SAR imaging method that uses a sparse Bayesian learning-type algorithm to more efficiently produce approximate posterior densities for each sub-aperture window. These estimates may be useful in and of themselves, or when of interest, the statistics from these distributions can be combined to form a composite image. Furthermore, unlike the often-employed lp-regularized least squares methods, no user-defined parameters are required. Application-specific adjustments are made to reduce the typically burdensome runtime and storage requirements so that appropriately large images can be generated. Finally, this paper focuses on incorporating these techniques into SAR image formation process. That is, for the problem starting with SAR phase history data, so that no additional processing errors are incurred.

eess.IV↗

arXiv2022

Improving numerical accuracy for the viscous-plastic formulation of sea ice

Accurate modeling of sea ice dynamics is critical for predicting environmental variables and is important in applications such as navigating ice breaker ships. Research for both modeling and simulating sea ice dynamics is ongoing, with the most widely accepted model based on the viscous-plastic (VP) formulation introduced by Hibler in 1979. Due to its highly nonlinear features, this model is intrinsically challenging for computational solvers. In particular, sea ice simulations often significantly differ from satellite observations. This study therefore focuses on improving the numerical accuracy of the VP sea ice model. Since the poor convergence observed in existing numerical simulations stems from the nonlinear nature of the VP formulation, this investigation proposes using the celebrated weighted essentially non-oscillatory (WENO) scheme -- as opposed to the frequently employed centered difference (CD) scheme -- for the spatial derivatives in the VP sea ice model. We then proceed to numerically demonstrate that WENO yields higher-order convergence for smooth solutions, and that furthermore it is able to resolve the discontinuities in the sharp features of sea ice covers -- something that is not possible using CD methods. Finally, our proposed framework integrates a potential function method that utilizes the phase field method to naturally incorporates the physical restrictions of ice thickness and ice concentration in transport equations, resulting in a modified transport equations which includes additional forcing terms. Our method does not require post-processing, thereby avoiding the possible introduction of discontinuities and corresponding negative impact on the solution behavior. Numerical experiments are provided to demonstrate the efficacy of our new methodology.

math.NA↗