This book covers key ideas and concepts. It is an ideal introduction for graduate students in any field where Bayesian data assimilation is applied.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Sebastian Reich is Professor of Numerical Analysis at the University of Potsdam (full time) and the University of Reading (part time). He also holds an honorary visiting professorship at Imperial College London. Reich is the author of over 100 journal articles and the co-author of Simulating Hamiltonian Dynamics (Cambridge, 2005), which has received more than 600 citations. His research areas cover numerical analysis and scientific computing with applications to classical mechanics, molecular dynamics, geophysical fluid dynamics, and data assimilation. In 2003 he received the Germund Dahlquist Prize from the Society for Industrial and Applied Mathematics (SIAM) for his work on geometric integration methods.
Colin Cotter has been a Senior Lecturer in the Department of Mathematics at Imperial College London since 2013. He has published more than 40 journal articles and three book chapters, on the design, analysis and implementation of numerical methods for numerical weather prediction, ocean forecasting and climate modelling; data assimilation; image registration; geometric mechanics and other topics in scientific computing and numerical analysis. His publications have been cited approximately 500 times. He is a key member of the Met Office/STFC/NERC-funded multi-institutional 'Gung-Ho' project which will design a next generation dynamical core for the UK weather prediction and climate forecasting system. He is also a co-investigator for the EPSRC Mathematics of Planet Earth Centre for Doctoral Training, and for the EPSRC Platform for Research in Simulation Methods (PRISM).
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 22165963-n
Quantità: Più di 20 disponibili
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Paperback. Condizione: New. In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas. Codice articolo LU-9781107663916
Quantità: Più di 20 disponibili
Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. reprint edition. 297 pages. 9.00x7.00x1.00 inches. In Stock. This item is printed on demand. Codice articolo __1107663911
Quantità: 1 disponibili
Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9781107663916_new
Quantità: Più di 20 disponibili
Da: Chiron Media, Wallingford, Regno Unito
Paperback. Condizione: New. Codice articolo 6666-IUK-9781107663916
Quantità: 10 disponibili
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Condizione: New. Codice articolo 22165963-n
Quantità: Più di 20 disponibili
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9781107663916
Quantità: Più di 20 disponibili
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas. This book focuses on the Bayesian approach to data assimilation, outlining the subject's key ideas and concepts, and explaining how to implement specific data assimilation algorithms. It is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781107663916
Quantità: 1 disponibili
Da: CitiRetail, Stevenage, Regno Unito
Paperback. Condizione: new. Paperback. In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas. This book focuses on the Bayesian approach to data assimilation, outlining the subject's key ideas and concepts, and explaining how to implement specific data assimilation algorithms. It is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9781107663916
Quantità: 1 disponibili
Da: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book focuses on the Bayesian approach to data assimilation, outlining the subject s key ideas and concepts, and explaining how to implement specific data assimilation algorithms. It is an ideal introduction for graduate students in applied mathematics,. Codice articolo 31216125
Quantità: Più di 20 disponibili