Stochastic Methods for Modeling and Predicting Complex Dynamical Systems: Uncertainty Quantification, State Estimation, and Reduced-Order Models

This Second Edition is an essential guide to understanding, modeling, and predicting complex dynamical systems using new methods with stochastic tools. Expanding upon the original book, the author covers a unique combination of qualitative and quantitative modeling skills, novel efficient computational methods, rigorous mathematical theory, as well as physical intuitions and thinking. The author presents mathematical tools for understanding, modeling, and predicting complex dynamical system...