FlowDAS: A Stochastic Interpolant-based Framework for Data Assimilation

Neural Information Processing Systems 

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman Filter, Particle Filter) presuppose full knowledge of the true dynamics, which is not always satisfied in practice, while purely data-driven solvers learn a deterministic mapping between observations and states and therefore miss the intrinsic stochasticity of real processes. Recently, score-based diffusion models have shown promise for DA by learning a global diffusion prior to represent stochastic dynamics. However, their one-shot generation lacks stepwise physical consistency and struggles with complex stochastic processes. To address these issues, we propose FlowDAS, a generative DA framework that employs stochastic interpolants to learn state transition dynamics through step-by-step stochastic updates. By incorporating observations into each transition, FlowDAS can produce stable, measurement-consistent forecasts.