Stochastic tools in mathematics and science

DOI10.1007/978-1-4614-6980-3MaRDI QIDQ4912480zbMATH OpenOpenAlexFDO

Authors Alexandre J. Chorin, Ole H. Hald

Publication date 4 April 2013

Published in Texts in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-6980-3

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

(19)

• A dynamic subgrid scale model for large eddy simulations based on the Mori-Zwanzig formalism
• Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
• The challenge of non-Markovian energy balance models in climate
• Shock trace prediction by reduced models for a viscous stochastic Burgers equation
• MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
• Physics-constrained, data-driven discovery of coarse-grained dynamics
• Estimating the uncertainty in underresolved nonlinear dynamics
• Ensemble-type numerical uncertainty information from single model integrations
• scientific article; zbMATH DE number 1095239 (Why is no real title available?)
• Stochastic Tools in Mathematics and Science
• Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
• Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
• Symmetrized importance samplers for stochastic differential equations
• Sampling, feasibility, and priors in data assimilation
• Iterative importance sampling algorithms for parameter estimation
• Lagrangian numerical methods for ocean biogeochemical simulations
• Small-noise analysis and symmetrization of implicit Monte Carlo samplers
• Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation
• Dynamical Properties of Coarse-Grained Linear SDEs

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