Stochastic Tools in Mathematics and Science
DOI10.1007/978-1-4419-1002-8zbMATH Open1184.60001OpenAlexW4302445759MaRDI QIDQ3182204FDOQ3182204
Ole H. Hald, Alexandre J. Chorin
Publication date: 6 October 2009
Full work available at URL: https://doi.org/10.1007/978-1-4419-1002-8
Markov chain Monte CarloBrownian motionheat equationIsing modelrandom walksharmonic oscillatorLangevin equationstationary stochastic processesMori-Zwanzig formalismbasic probability theoryscale separation and weak coupling
Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
Cited In (20)
- Implicit estimation of ecological model parameters
- Stochastic parametrization of the Richardson triple
- Recursive divergence formulas for perturbing unstable transfer operators and physical measures
- Variational multiscale closures for finite element discretizations using the Mori-Zwanzig approach
- Realizability of the rapid distortion theory spectrum: The mechanism behind the Kelvin–Townsend equations
- Effects of phase lag on the information rate of a bistable Duffing oscillator
- A priori estimation of memory effects in reduced-order models of nonlinear systems using the Mori–Zwanzig formalism
- The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification
- A systematic analysis of the memory term in coarse-grained models: the case of the Markovian approximation
- Operator inference of non-Markovian terms for learning reduced models from partially observed state trajectories
- Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations
- Artificial neural network based correction for reduced order models in computational fluid mechanics
- Implicit sampling, with application to data assimilation
- Recurrent neural network closure of parametric POD-Galerkin reduced-order models based on the Mori-Zwanzig formalism
- Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff
- Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems
- Resampling with neural networks for stochastic parameterization in multiscale systems
- Title not available (Why is that?)
- Crisis of the chaotic attractor of a climate model: a transfer operator approach
- Physics Guided Machine Learning for Variational Multiscale Reduced Order Modeling
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