Data-Driven Computational Methods Parameter Operator Estimations … 9781108472470

Description: Data-Driven Computational Methods: Parameter and Operator EstimationsJohn Harlim Cambridge University Press Hardcover Unused and unread, minor cosmetic imperfections such as scuffing or minor creasing. Stamped 'damaged' by publisher to a non-text page. EAN: 9781108472470 Published 12/07/2018 Language: English Modern scientific computational methods are undergoing a transformative change; big data and statistical learning methods now have the potential to outperform the classical first-principles modeling paradigm. This book bridges this transition, connecting the theory of probability, stochastic processes, functional analysis, numerical analysis, and differential geometry. It describes two classes of computational methods to leverage data for modeling dynamical systems. The first is concerned with data fitting algorithms to estimate parameters in parametric models that are postulated on the basis of physical or dynamical laws. The second is on operator estimation, which uses the data to nonparametrically approximate the operator generated by the transition function of the underlying dynamical systems. This self-contained book is suitable for graduate studies in applied mathematics, statistics, and engineering. Carefully chosen elementary examples with supplementary MATLABÃ‚Â® codes and appendices covering the relevant prerequisite materials are provided, making it suitable for self-study. 1. Introduction 2. Markov chain Monte Carlo 3. Ensemble Kalman filters 4. Stochastic spectral methods 5. KarhunenÃ¢â‚¬â€œLoÃƒÂ¨ve expansion 6. Diffusion forecast Appendix A. Elementary probability theory Appendix B. Stochastic processes Appendix C. Elementary differential geometry References Index. DispatchIn stock here - same-day dispatch from England. My SKU: 3265114RefundsNo-hassle refunds are always available if your book is not as expected.Terms and Conditions of SaleSorry - no collections. All sales are subject to extended Terms and Conditions of Sale as well as the Return Policy and Payment Instructions. Visit my eBay Store for details andmany more books. Template layout and design, "JNC Academic Books", "needbooks", Copyright © JNC INC. Designated trademarks, layouts and brands are the property of their respective owners. All Rights Reserved.

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