|
" Data-driven computational methods : "
John Harlim, the Pennsylvania State University.
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
839544
|
| Main Entry
|
:
|
Harlim, John
|
| Title & Author
|
:
|
Data-driven computational methods : : parameter and operator estimations /\ John Harlim, the Pennsylvania State University.
|
| Publication Statement
|
:
|
Cambridge, UK :: Cambridge University Press,, 2018.
|
|
|
:
|
, ©2018
|
| Page. NO
|
:
|
1 online resource (xi, 158 pages) :: illustrations
|
| ISBN
|
:
|
1108562469
|
|
|
:
|
: 9781108562461
|
|
|
:
|
1108472478
|
|
|
:
|
9781108472470
|
| Bibliographies/Indexes
|
:
|
Includes bibliographical references (pages 151-155) and index.
|
| Contents
|
:
|
Introduction -- Markov-Chain Monte Carlo -- Ensemble Kalman filters -- Stochastic spectral methods -- Karhunen-Loève expansion -- Diffusion forecast.
|
| Abstract
|
:
|
Modern scientific computational methods are undergoing a transformative change; big data and statistical learning methods now have the potential to outperform the classical first-principles modeling paradigm. This book bridges this transition, connecting the theory of probability, stochastic processes, functional analysis, numerical analysis, and differential geometry. It describes two classes of computational methods to leverage data for modeling dynamical systems. The first is concerned with data fitting algorithms to estimate parameters in parametric models that are postulated on the basis of physical or dynamical laws. The second is on operator estimation, which uses the data to nonparametrically approximate the operator generated by the transition function of the underlying dynamical systems. This self-contained book is suitable for graduate studies in applied mathematics, statistics, and engineering. Carefully chosen elementary examples with supplementary MATLAB® codes and appendices covering the relevant prerequisite materials are provided, making it suitable for self-study.
|
| Subject
|
:
|
Computational sciences.
|
| Dewey Classification
|
:
|
519.22
|
| LC Classification
|
:
|
QA274.2.H37 2018
|
| |