Stochastic Methods for Modeling and Predicting Complex Dynamical Systems

DOI10.1007/978-3-031-22249-8MaRDI QIDQ6488309zbMATH OpenFDO

Authors Nan Chen

Publication date 6 April 2023

Published in Synthesis Lectures on Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-22249-8

Mathematics Subject Classification ID

Approximation methods and numerical treatment of dynamical systems (37M99) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic models, generic numerical methods in probability and statistics (65C20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) System structure simplification (93B11) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Measures of information, entropy (94A17)

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Cited in

(14)

• Predicting the future. Completing models of observed complex systems
• scientific article; zbMATH DE number 51355 (Why is no real title available?)
• Topological Dynamics in Metamodel Discovery with Artificial Intelligence
• Launching Drifter Observations in the Presence of Uncertainty
• Parameter inference for degenerate diffusion processes
• Lagrangian descriptors with uncertainty
• A causation-based computationally efficient strategy for deploying Lagrangian drifters to improve real-time state estimation
• CGNSDE: conditional Gaussian neural stochastic differential equation for modeling complex systems and data assimilation
• Modeling partially observed nonlinear dynamical systems and efficient data assimilation via discrete-time conditional Gaussian Koopman network
• Long-time accuracy of ensemble Kalman filters for chaotic dynamical systems and machine-learned dynamical systems
• Data-driven stochastic closure modeling via conditional diffusion model and neural operator
• CGKN: a deep learning framework for modeling complex dynamical systems and efficient data assimilation
• A mathematical framework for quantifying nonlinear uncertainty propagation in eddy identification criteria
• Stochastic and non-local closure modeling for nonlinear dynamical systems via latent score-based generative models

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