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001 978-3-031-22249-8
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020 _a9783031222498
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024 7 _a10.1007/978-3-031-22249-8
_2doi
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
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082 0 4 _a003.76
_223
100 1 _aChen, Nan.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_984592
245 1 0 _aStochastic Methods for Modeling and Predicting Complex Dynamical Systems
_h[electronic resource] :
_bUncertainty Quantification, State Estimation, and Reduced-Order Models /
_cby Nan Chen.
250 _a1st ed. 2023.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2023.
300 _aXVI, 199 p. 37 illus., 36 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSynthesis Lectures on Mathematics & Statistics,
_x1938-1751
505 0 _aIntroduction to Complex Systems, Stochastic Methods, and Model Error -- Basic Stochastic Toolkits -- Introduction to Information Theory -- Numerical Schemes for Solving Stochastic Differential Equations -- Gaussian and Non-Gaussian Processes -- Data Assimilation -- Simple Data-driven Stochastic Models -- Conditional Gaussian Nonlinear Systems -- Parameter Estimation with Uncertainty Quantification -- Ensemble Forecast -- Combining Stochastic Models with Machine Learning. .
520 _aThis book enables readers to understand, model, and predict complex dynamical systems using new methods with stochastic tools. The author presents a unique combination of qualitative and quantitative modeling skills, novel efficient computational methods, rigorous mathematical theory, as well as physical intuitions and thinking. An emphasis is placed on the balance between computational efficiency and modeling accuracy, providing readers with ideas to build useful models in practice. Successful modeling of complex systems requires a comprehensive use of qualitative and quantitative modeling approaches, novel efficient computational methods, physical intuitions and thinking, as well as rigorous mathematical theories. As such, mathematical tools for understanding, modeling, and predicting complex dynamical systems using various suitable stochastic tools are presented. Both theoretical and numerical approaches are included, allowing readers to choose suitable methods in different practical situations. The author provides practical examples and motivations when introducing various mathematical and stochastic tools and merges mathematics, statistics, information theory, computational science, and data science. In addition, the author discusses how to choose and apply suitable mathematical tools to several disciplines including pure and applied mathematics, physics, engineering, neural science, material science, climate and atmosphere, ocean science, and many others. Readers will not only learn detailed techniques for stochastic modeling and prediction, but will develop their intuition as well. Important topics in modeling and prediction including extreme events, high-dimensional systems, and multiscale features are discussed. In addition, this book: Combines qualitative and quantitative modeling and efficient computational methods; Presents topics from nonlinear dynamics, stochastic modeling, numerical algorithms, and real applications; Includes MATLABĀ® codes for the provided examples to help readers better understand and apply the concepts.
650 0 _aStochastic processes.
_93246
650 0 _aStochastic models.
_913059
650 0 _aSystem theory.
_93409
650 0 _aMathematics.
_911584
650 0 _aArtificial intelligence
_xData processing.
_921787
650 0 _aComputer science.
_99832
650 1 4 _aStochastic Systems and Control.
_984595
650 2 4 _aStochastic Modelling.
_984596
650 2 4 _aComplex Systems.
_918136
650 2 4 _aApplications of Mathematics.
_931558
650 2 4 _aData Science.
_934092
650 2 4 _aModels of Computation.
_931806
710 2 _aSpringerLink (Online service)
_984597
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783031222481
776 0 8 _iPrinted edition:
_z9783031222504
776 0 8 _iPrinted edition:
_z9783031222511
830 0 _aSynthesis Lectures on Mathematics & Statistics,
_x1938-1751
_984599
856 4 0 _uhttps://doi.org/10.1007/978-3-031-22249-8
912 _aZDB-2-SXSC
942 _cEBK
999 _c85689
_d85689