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

This book enables readers to understand, model, and predict complex dynamical systems using new methods with shastic tools. The author presents a unique combination of qualitative and quantitative modeling skills, novel efficient computational methods, rigorous mathematical theory, as well as physical intuitions and thinking. An emphasis is placed on the balance between computational efficiency and modeling accuracy, providing readers with ideas to build useful models in practice. Successfu...