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

basic probability theoryBrownian motionharmonic oscillatorheat equationIsing modelLangevin equationMarkov chain Monte CarloMori-Zwanzig formalismrandom walksscale separation and weak couplingstationary stochastic processes

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Monte Carlo methods (65C05) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(25)

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• Variational multiscale closures for finite element discretizations using the Mori-Zwanzig approach
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• Resampling with neural networks for stochastic parameterization in multiscale systems
• Effects of phase lag on the information rate of a bistable Duffing oscillator
• Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff
• Stochastic parametrization of the Richardson triple
• Highly efficient numerical algorithm based on random trees for accelerating parallel Vlasov-Poisson simulations
• Implicit estimation of ecological model parameters
• scientific article; zbMATH DE number 1095239 (Why is no real title available?)
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• \textit{A priori} estimation of memory effects in reduced-order models of nonlinear systems using the Mori-Zwanzig formalism
• Crisis of the chaotic attractor of a climate model: a transfer operator approach
• Stochastic tools in mathematics and science
• Realizability of the rapid distortion theory spectrum: the mechanism behind the Kelvin-Townsend equations
• Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems
• Artificial neural network based correction for reduced order models in computational fluid mechanics
• Physics Guided Machine Learning for Variational Multiscale Reduced Order Modeling
• Recursive divergence formulas for perturbing unstable transfer operators and physical measures
• 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
• Accurate families of multi-continuum micromorphic homogenisations in multi-D space-time via dynamical systems theory
• Noise-enhanced learning in Duffing adaptive oscillator
• Stochastic particle method with birth-death dynamics
• Recurrent neural network closure of parametric POD-Galerkin reduced-order models based on the Mori-Zwanzig formalism

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