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Titlebook: Stochastic Methods for Modeling and Predicting Complex Dynamical Systems; Uncertainty Quantifi Nan Chen Textbook 2023 The Editor(s) (if app

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书目名称Stochastic Methods for Modeling and Predicting Complex Dynamical Systems
副标题Uncertainty Quantifi
编辑Nan Chen
视频video
概述Combines qualitative and quantitative modeling and efficient computational methods.Presents topics from nonlinear dynamics, stochastic modeling, numerical algorithms, and real applications.Includes MA
丛书名称Synthesis Lectures on Mathematics & Statistics
图书封面Titlebook: Stochastic Methods for Modeling and Predicting Complex Dynamical Systems; Uncertainty Quantifi Nan Chen Textbook 2023 The Editor(s) (if app
描述This 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 sc
出版日期Textbook 2023
关键词Stochastic Methods; Complex Systems; Uncertainty Quantification; Extreme Events; Non-Gaussian Features; P
版次1
doihttps://doi.org/10.1007/978-3-031-22249-8
isbn_softcover978-3-031-22251-1
isbn_ebook978-3-031-22249-8Series ISSN 1938-1743 Series E-ISSN 1938-1751
issn_series 1938-1743
copyrightThe Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
The information of publication is updating

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Simple Gaussian and Non-Gaussian SDEs,res of general complex systems. They also serve as simple illustrations for introducing many commonly used mathematical tools for analyzing more sophisticated systems. Important concepts, such as equilibrium statistics, decorrelation time, and additive versus multiplicative noise, are discussed. Rey
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Prediction,, which adopts a probabilistic characterization of the model states utilizing a Monte Carlo-type approach. The two factors that determine the forecast results are the initial condition and the forecast model, which highlight the importance of data assimilation and appropriate modeling of complex sys
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Data-Driven Low-Order Stochastic Models,ral mode of a complex spatially extended system, where the complicated nonlinearity is replaced by suitable stochastic noise that facilitates efficient data assimilation and forecast. They can also be used to model and predict large-scale features of many physical phenomena described by low-dimensio
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