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We present an overview of four challenging research areas in multiscale physics and engineering as well as four data science topics that may be developed for addressing these challenges. We focus on multiscale spatiotemporal problems in light of the importance of understanding the accompanying scientific processes and engineering ideas, where “multiscale” refers to concurrent, non-trivial and coupled models over scales separated by orders of magnitude in either space, time, energy, momenta, or any other relevant parameter. Specifically, we consider problems where the data may be obtained at various resolutions; analyzing such data and constructing coupled models led to open research questions in various applications of data science. Numeric studies are reported for one of the data science techniques discussed here for illustration, namely, on approximate Bayesian computations. 

Abstract Simulations of future climate contain variability arising from a number of sources, including internal stochasticity and external forcings. However, to the best of our abilities climate models and the true observed climate depend on the same underlying physical processes. In this paper, we simultaneously study the outputs of multiple climate simulation models and observed data, and we seek to leverage their mean structure as well as interdependencies that may reflect the climate’s response to shared forcings. Bayesian modeling provides a fruitful ground for the nuanced combination of multiple climate simulations. We introduce one such approach whereby a Gaussian process is used to represent a mean function common to all simulated and observed climates. Dependent random effects encode possible information contained within and between the plurality of climate model outputs and observed climate data. We propose an empirical Bayes approach to analyze such models in a computationally efficient way. This methodology is amenable to the CMIP6 model ensemble, and we demonstrate its efficacy at forecasting global average near-surface air temperature. Results suggest that this model and the extensions it engenders may provide value to climate prediction and uncertainty quantification.