Stochastic tools in mathematics and science
DOI10.1007/978-1-4614-6980-3zbMATH Open1384.60001OpenAlexW1528094205MaRDI QIDQ4912480FDOQ4912480
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
Recommendations
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 (19)
- Shock trace prediction by reduced models for a viscous stochastic Burgers equation
- Estimating the uncertainty in underresolved nonlinear dynamics
- Sampling, feasibility, and priors in data assimilation
- Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
- Iterative importance sampling algorithms for parameter estimation
- The challenge of non-Markovian energy balance models in climate
- Stochastic Tools in Mathematics and Science
- Lagrangian numerical methods for ocean biogeochemical simulations
- Dynamical Properties of Coarse-Grained Linear SDEs
- Symmetrized importance samplers for stochastic differential equations
- MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
- Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
- Small-noise analysis and symmetrization of implicit Monte Carlo samplers
- Ensemble-type numerical uncertainty information from single model integrations
- Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
- Physics-constrained, data-driven discovery of coarse-grained dynamics
- Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation
- A dynamic subgrid scale model for large eddy simulations based on the Mori-Zwanzig formalism
- Title not available (Why is that?)
This page was built for publication: Stochastic tools in mathematics and science
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4912480)
