Data-Driven Computational Methods
eBook - PDF

Data-Driven Computational Methods

Parameter and Operator Estimations

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Data-Driven Computational Methods

Parameter and Operator Estimations

About this book

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 MATLAB® codes and appendices covering the relevant prerequisite materials are provided, making it suitable for self-study.

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Yes, you can access Data-Driven Computational Methods by John Harlim in PDF and/or ePUB format, as well as other popular books in Computer Science & Computer Science General. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Half-title
  3. Title page
  4. Copyright information
  5. Dedication
  6. Table of contents
  7. Preface
  8. 1 Introduction
  9. 2 Markov-Chain Monte Carlo
  10. 3 Ensemble Kalman Filters
  11. 4 Stochastic Spectral Methods
  12. 5 Karhunen–Loève Expansion
  13. 6 Diffusion Forecast
  14. Appendix A Elementary Probability Theory
  15. Appendix B Stochastic Processes
  16. Appendix C Elementary Differential Geometry
  17. References
  18. Index