Stochastic Tools in Mathematics and Science

DOI10.1007/978-1-4419-1002-8MaRDI QIDQ3182204zbMATH OpenOpenAlexFDO

Authors Alexandre J. Chorin, Ole H. Hald

Publication date 6 October 2009

Full work available at URL https://doi.org/10.1007/978-1-4419-1002-8

zbMATH Keywords

Markov chain Monte CarloBrownian motionheat equationIsing modelrandom walksharmonic oscillatorLangevin equationstationary stochastic processesMori-Zwanzig formalismbasic probability theoryscale separation and weak coupling

Mathematics Subject Classification ID

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)

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Cited in

(22)

• A systematic analysis of the memory term in coarse-grained models: the case of the Markovian approximation
• Recursive divergence formulas for perturbing unstable transfer operators and physical measures
• 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
• The stochastic counterpart of conservation laws with heterogeneous conductivity fields: application to deterministic problems and uncertainty quantification
• 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
• Stochastic tools in mathematics and science
• Effects of phase lag on the information rate of a bistable Duffing oscillator
• Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems
• Stochastic parametrization of the Richardson triple
• scientific article; zbMATH DE number 1967776 (Why is no real title available?)
• Artificial neural network based correction for reduced order models in computational fluid mechanics
• Variational multiscale closures for finite element discretizations using the Mori-Zwanzig approach
• scientific article; zbMATH DE number 1095239 (Why is no real title available?)
• \textit{A priori} estimation of memory effects in reduced-order models of nonlinear systems using the Mori-Zwanzig formalism
• Realizability of the rapid distortion theory spectrum: the mechanism behind the Kelvin-Townsend equations
• Resampling with neural networks for stochastic parameterization in multiscale systems
• Implicit sampling, with application to data assimilation
• Implicit estimation of ecological model parameters
• 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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