Combining scientific computing methods and algorithms with modern data analysis techniques, including basic applications of compressive sensing and machine learning, this book develops techniques that allow for the integration of the dynamics of complex systems and big data. MATLAB is used throughout for mathematical solution strategies.
The burgeoning field of data analysis is expanding at an incredible pace due to the proliferation of data collection in almost every area of science. The enormous data sets now routinely encountered in the sciences provide an incentive to develop mathematical techniques and computational algorithms that help synthesize, interpret and give meaning to the data in the context of its scientific setting. A specific aim of this book is to integrate standard scientific computing methods with data analysis. By doing so, it brings together, in a self-consistent fashion, the key ideas from: · statistics, · time-frequency analysis, and · low-dimensional reductions The blend of these ideas provides meaningful insight into the data sets one is faced with in every scientific subject today, including those generated from complex dynamical systems. This is a particularly exciting field and much of the final part of the book is driven by intuitive examples from it, showing how the three areas can be used in combination to give critical insight into the fundamental workings of various problems. Data-Driven Modeling and Scientific Computation is a survey of practical numerical solution techniques for ordinary and partial differential equations as well as algorithms for data manipulation and analysis. Emphasis is on the implementation of numerical schemes to practical problems in the engineering, biological and physical sciences. An accessible introductory-to-advanced text, this book fully integrates MATLAB and its versatile and high-level programming functionality, while bringing together computational and data skills for both undergraduate and graduate students in scientific computing.
The burgeoning field of data analysis is expanding at an incredible pace due to the proliferation of data collection in almost every area of science. The enormous data sets now routinely encountered in the sciences provide an incentive to develop mathematical techniques and computational algorithms that help synthesize, interpret and give meaning to the data in the context of its scientific setting. A specific aim of this book is to integrate standard scientific computing methods with data analysis. By doing so, it brings together, in a self-consistent fashion, the key ideas from: · statistics, · time-frequency analysis, and · low-dimensional reductions The blend of these ideas provides meaningful insight into the data sets one is faced with in every scientific subject today, including those generated from complex dynamical systems. This is a particularly exciting field and much of the final part of the book is driven by intuitive examples from it, showing how the three areas can be used in combination to give critical insight into the fundamental workings of various problems. Data-Driven Modeling and Scientific Computation is a survey of practical numerical solution techniques for ordinary and partial differential equations as well as algorithms for data manipulation and analysis. Emphasis is on the implementation of numerical schemes to practical problems in the engineering, biological and physical sciences. An accessible introductory-to-advanced text, this book fully integrates MATLAB and its versatile and high-level programming functionality, while bringing together computational and data skills for both undergraduate and graduate students in scientific computing.
Data-driven dynamical systems is a burgeoning field?it connects how measurements of nonlinear dynamical systems and/or complex systems can be used with well-established methods in dynamical systems theory. This is a critically important new direction because the governing equations of many problems under consideration by practitioners in various scientific fields are not typically known. Thus, using data alone to help derive, in an optimal sense, the best dynamical system representation of a given application allows for important new insights. The recently developed dynamic mode decomposition (DMD) is an innovative tool for integrating data with dynamical systems theory. The DMD has deep connections with traditional dynamical systems theory and many recent innovations in compressed sensing and machine learning. Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems, the first book to address the DMD algorithm, presents a pedagogical and comprehensive approach to all aspects of DMD currently developed or under development; blends theoretical development, example codes, and applications to showcase the theory and its many innovations and uses; highlights the numerous innovations around the DMD algorithm and demonstrates its efficacy using example problems from engineering and the physical and biological sciences; and provides extensive MATLAB code, data for intuitive examples of key methods, and graphical presentations.
Describes computational methods for parametric and nonparametric modeling of stochastic dynamics. Aimed at graduate students, and suitable for self-study.
This book is a practical guide to the numerical solution of linear and nonlinear equations, differential equations, optimization problems, and eigenvalue problems. It treats standard problems and introduces important variants such as sparse systems, differential-algebraic equations, constrained optimization, Monte Carlo simulations, and parametric studies. Stability and error analysis are emphasized, and the Matlab algorithms are grounded in sound principles of software design and understanding of machine arithmetic and memory management. Nineteen case studies provide experience in mathematical modeling and algorithm design, motivated by problems in physics, engineering, epidemiology, chemistry, and biology. The topics included go well beyond the standard first-course syllabus, introducing important problems such as differential-algebraic equations and conic optimization problems, and important solution techniques such as continuation methods. The case studies cover a wide variety of fascinating applications, from modeling the spread of an epidemic to determining truss configurations.
Numerical algorithms, modern programming techniques, and parallel computing are often taught serially across different courses and different textbooks. The need to integrate concepts and tools usually comes only in employment or in research - after the courses are concluded - forcing the student to synthesise what is perceived to be three independent subfields into one. This book provides a seamless approach to stimulate the student simultaneously through the eyes of multiple disciplines, leading to enhanced understanding of scientific computing as a whole. The book includes both basic as well as advanced topics and places equal emphasis on the discretization of partial differential equations and on solvers. Some of the advanced topics include wavelets, high-order methods, non-symmetric systems, and parallelization of sparse systems. The material covered is suited to students from engineering, computer science, physics and mathematics.
This lecture presents research on a general framework for perceptual organization that was conducted mainly at the Institute for Robotics and Intelligent Systems of the University of Southern California. It is not written as a historical recount of the work, since the sequence of the presentation is not in chronological order. It aims at presenting an approach to a wide range of problems in computer vision and machine learning that is data-driven, local and requires a minimal number of assumptions. The tensor voting framework combines these properties and provides a unified perceptual organization methodology applicable in situations that may seem heterogeneous initially. We show how several problems can be posed as the organization of the inputs into salient perceptual structures, which are inferred via tensor voting. The work presented here extends the original tensor voting framework with the addition of boundary inference capabilities; a novel re-formulation of the framework applicable to high-dimensional spaces and the development of algorithms for computer vision and machine learning problems. We show complete analysis for some problems, while we briefly outline our approach for other applications and provide pointers to relevant sources.
Modeling with Data fully explains how to execute computationally intensive analyses on very large data sets, showing readers how to determine the best methods for solving a variety of different problems, how to create and debug statistical models, and how to run an analysis and evaluate the results. Ben Klemens introduces a set of open and unlimited tools, and uses them to demonstrate data management, analysis, and simulation techniques essential for dealing with large data sets and computationally intensive procedures. He then demonstrates how to easily apply these tools to the many threads of statistical technique, including classical, Bayesian, maximum likelihood, and Monte Carlo methods. Klemens's accessible survey describes these models in a unified and nontraditional manner, providing alternative ways of looking at statistical concepts that often befuddle students. The book includes nearly one hundred sample programs of all kinds. Links to these programs will be available on this page at a later date. Modeling with Data will interest anyone looking for a comprehensive guide to these powerful statistical tools, including researchers and graduate students in the social sciences, biology, engineering, economics, and applied mathematics.