John Harlim

Data-Driven Computational Methods

• Gebundenes Buch

Produktbeschreibung

Describes computational methods for parametric and nonparametric modeling of stochastic dynamics. Aimed at graduate students, and suitable for self-study.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 172
• Erscheinungstermin: 11. September 2019
• Englisch
• Abmessung: 250mm x 175mm x 14mm
• Gewicht: 487g
• ISBN-13: 9781108472470
• ISBN-10: 1108472478
• Artikelnr.: 51380098

Autorenporträt

John Harlim is a Professor of Mathematics and Meteorology at the Pennsylvania State University. His research interests include data assimilation and stochastic computational methods. In 2012, he received the Frontiers in Computational Physics award from the Journal of Computational Physics for his research contributions on computational methods for modeling Earth systems. He has previously co-authored another book, Filtering Complex Turbulent Systems (Cambridge, 2012).

Inhaltsangabe

1. Introduction
2. Markov chain Monte Carlo
3. Ensemble Kalman filters
4. Stochastic spectral methods
5. Karhunen-Loève expansion
6. Diffusion forecast
Appendix A. Elementary probability theory
Appendix B. Stochastic processes
Appendix C. Elementary differential geometry
References
Index.