Discrete data assimilation in the Lorenz and 2D Navier–Stokes equations

Consider a continuous dynamical system for which partial information about its current state is observed at a sequence of discrete times. Discrete data assimilation inserts these observational measurements of the reference dynamical system into an approximate solution by means of an impulsive forcing. In this way the approximating solution is coupled to the reference solution at a discrete sequence of points in time. This paper studies discrete data assimilation for the Lorenz equations and the incompressible two-dimensional Navier–Stokes equations. In both cases we obtain bounds on the time interval h between subsequent observations which guarantee the convergence of the approximating solution obtained by discrete data assimilation to the reference solution.

► Discrete data assimilation for the Lorenz equations. ► Discrete data assimilation for 2D Navier–Stokes equations. ► The approximate solution is always bounded. ► Given sufficient resolution, there is exact convergence for small enough time steps. ► Given any time step, there is exact convergence for high enough resolution measurements.