Stochastic methods for the prediction of complex multiscale phenomena

Glimm, James; Sharp, David

doi:10.1090/qam/1668736

Authors: James Glimm and David Sharp
Journal: Quart. Appl. Math. 56 (1998), 741-765
MSC: Primary 76F25; Secondary 62A01, 76F65, 76M25, 76S05
DOI: https://doi.org/10.1090/qam/1668736
MathSciNet review: MR1668736
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Abstract: The purpose of this paper is to develop a general framework for the prediction of complex multiscale phenomena and to illustrate this framework through comparison to two examples of current interest to the authors. Prediction involves a two-step process of inverse prediction to describe the system, given observations of its behavior, and forward prediction, to specify system behavior, given its description.

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