Closed-form conditional diffusion models for data assimilation

We propose closed-form conditional diffusion models for data assimilation. Diffusion models use data to learn the score function (defined as the gradient of the log-probability density of a data distribution), allowing them to generate new samples from the data distribution by reversing a noise injection process. While it is common to train neural networks to approximate the score function, we leverage the analytical tractability of the score function to assimilate the states of a system with measurements. To enable the efficient evaluation of the score function, we use kernel density estimation to model the joint distribution of the states and their corresponding measurements. The proposed approach also inherits the capability of conditional diffusion models of operating in black-box settings, i.e., the proposed data assimilation approach can accommodate systems and measurement processes without their explicit knowledge. The ability to accommodate black-box systems combined with the superior capabilities of diffusion models in approximating complex, non-Gaussian probability distributions means that the proposed approach offers advantages over many widely used filtering methods. We evaluate the proposed method on nonlinear data assimilation problems based on the Lorenz-63 and Lorenz-96 systems of moderate dimensionality and nonlinear measurement models. Results show the proposed approach outperforms the widely used ensemble Kalman and particle filters when small to moderate ensemble sizes are used.

Solving physics-constrained inverse problems with conditional flow matching

This study presents a conditional flow matching framework for solving physics-constrained Bayesian inverse problems. In this setting, samples from the joint distribution of inferred variables and measurements are assumed available, while explicit evaluation of the prior and likelihood densities is not required. We derive a simple and self-contained formulation of both the unconditional and conditional flow matching algorithms, tailored specifically to inverse problems. In the conditional setting, a neural network is trained to learn the velocity field of a probability flow ordinary differential equation that transports samples from a chosen source distribution directly to the posterior distribution conditioned on observed measurements. This black-box formulation accommodates nonlinear, high-dimensional, and potentially non-differentiable forward models without restrictive assumptions on the noise model. We further analyze the behavior of the learned velocity field in the regime of finite training data. Under mild architectural assumptions, we show that overtraining can induce degenerate behavior in the generated conditional distributions, including variance collapse and a phenomenon termed selective memorization, wherein generated samples concentrate around training data points associated with similar observations. A simplified theoretical analysis explains this behavior, and numerical experiments confirm it in practice. We demonstrate that standard early-stopping criteria based on monitoring test loss effectively mitigate such degeneracy. The proposed method is evaluated on several physics-based inverse problems. We investigate the impact of different choices of source distributions, including Gaussian and data-informed priors. Across these examples, conditional flow matching accurately captures complex, multimodal posterior distributions while maintaining computational efficiency.

Generative Algorithms for Wildfire Progression Reconstruction from Multi-Modal Satellite Active Fire Measurements and Terrain Height

Increasing wildfire occurrence has spurred growing interest in wildfire spread prediction. However, even the most complex wildfire models diverge from observed progression during multi-day simulations, motivating need for data assimilation. A useful approach to assimilating measurement data into complex coupled atmosphere-wildfire models is to estimate wildfire progression from measurements and use this progression to develop a matching atmospheric state. In this study, an approach is developed for estimating fire progression from VIIRS active fire measurements, GOES-derived ignition times, and terrain height data. A conditional Generative Adversarial Network is trained with simulations of historic wildfires from the atmosphere-wildfire model WRF-SFIRE, thus allowing incorporation of WRF-SFIRE physics into estimates. Fire progression is succinctly represented by fire arrival time, and measurements for training are obtained by applying an approximate observation operator to WRF-SFIRE solutions, eliminating need for satellite data during training. The model is trained on tuples of fire arrival times, measurements, and terrain, and once trained leverages measurements of real fires and corresponding terrain data to generate samples of fire arrival times. The approach is validated on five Pacific US wildfires, with results compared against high-resolution perimeters measured via aircraft, finding an average Sorensen-Dice coefficient of 0.81. The influence of terrain height on the arrival time inference is also evaluated and it is observed that terrain has minimal influence when the inference is conditioned on satellite measurements.

Unifying and extending Diffusion Models through PDEs for solving Inverse Problems

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these models have been derived using principles of variational inference, denoising, statistical signal processing, and stochastic differential equations. In contrast to the conventional presentation, in this study we derive diffusion models using ideas from linear partial differential equations and demonstrate that this approach has several benefits that include a constructive derivation of the forward and reverse processes, a unified derivation of multiple formulations and sampling strategies, and the discovery of a new class of models. We also apply the conditional version of these models to solving canonical conditional density estimation problems and challenging inverse problems. These problems help establish benchmarks for systematically quantifying the performance of different formulations and sampling strategies in this study, and for future studies. Finally, we identify and implement a mechanism through which a single diffusion model can be applied to measurements obtained from multiple measurement operators. Taken together, the contents of this manuscript provide a new understanding and several new directions in the application of diffusion models to solving physics-based inverse problems.