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E-raamat: Data-Driven Modeling & Scientific Computation: Methods for Complex Systems & Big Data

(Professor of Applied Mathematics and Electrical and Computer Engineering, University of Washington)
  • Formaat: EPUB+DRM
  • Ilmumisaeg: 08-Aug-2013
  • Kirjastus: Oxford University Press
  • Keel: eng
  • ISBN-13: 9780191635885
  • Formaat - EPUB+DRM
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  • Formaat: EPUB+DRM
  • Ilmumisaeg: 08-Aug-2013
  • Kirjastus: Oxford University Press
  • Keel: eng
  • ISBN-13: 9780191635885

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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:
DT statistics,
DT time-frequency analysis, and
DT 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.

Arvustused

The book allows methods for dealing with large data to be explained in a logical process suitable for both undergraduate and post-graduate students ... With sport performance analysis evolving into deal with big data, the book forms a key bridge between mathematics and sport science * John Francis, University of Worcester *

Prolegomenon xiii
How to Use This Book xv
About MATLAB xviii
PART I Basic Computations and Visualization
1 MATLAB Introduction
3(28)
1.1 Vectors and Matrices
3(6)
1.2 Logic, Loops and Iterations
9(4)
1.3 Iteration: The Newton-Raphson Method
13(5)
1.4 Function Calls, Input/Output Interactions and Debugging
18(5)
1.5 Plotting and Importing/Exporting Data
23(8)
2 Linear Systems
31(30)
2.1 Direct Solution Methods for Ax = b
31(4)
2.2 Iterative Solution Methods for Ax = b
35(4)
2.3 Gradient (Steepest) Descent for Ax = b
39(5)
2.4 Eigenvalues, Eigenvectors and Solvability
44(5)
2.5 Eigenvalues and Eigenvectors for Face Recognition
49(7)
2.6 Nonlinear Systems
56(5)
3 Curve Fitting
61(16)
3.1 Least-Square Fitting Methods
61(4)
3.2 Polynomial Fits and Splines
65(4)
3.3 Data Fitting with MATLAB
69(8)
4 Numerical Differentiation and Integration
77(16)
4.1 Numerical Differentiation
77(6)
4.2 Numerical Integration
83(4)
4.3 Implementation of Differentiation and Integration
87(6)
5 Basic Optimization
93(26)
5.1 Unconstrained Optimization (Derivative-Free Methods)
93(6)
5.2 Unconstrained Optimization (Derivative Methods)
99(6)
5.3 Linear Programming
105(5)
5.4 Simplex Method
110(3)
5.5 Genetic Algorithms
113(6)
6 Visualization
119(18)
6.1 Customizing Plots and Basic 2D Plotting
119(6)
6.2 More 2D and 3D Plotting
125(6)
6.3 Movies and Animations
131(6)
PART II Differential and Partial Differential Equations
7 Initial and Boundary Value Problems of Differential Equations
137(43)
7.1 Initial Value Problems: Euler, Runge-Kutta and Adams Methods
137(7)
7.2 Error Analysis for Time-Stepping Routines
144(5)
7.3 Advanced Time-Stepping Algorithms
149(4)
7.4 Boundary Value Problems: The Shooting Method
153(7)
7.5 Implementation of Shooting and Convergence Studies
160(4)
7.6 Boundary Value Problems: Direct Solve and Relaxation
164(3)
7.7 Implementing MATLAB for Boundary Value Problems
167(5)
7.8 Linear Operators and Computing Spectra
172(8)
8 Finite Difference Methods
180(20)
8.1 Finite Difference Discretization
180(6)
8.2 Advanced Iterative Solution Methods for Ax = b
186(1)
8.3 Fast Poisson Solvers: The Fourier Transform
186(4)
8.4 Comparison of Solution Techniques for Ax = b: Rules of Thumb
190(5)
8.5 Overcoming Computational Difficulties
195(5)
9 Time and Space Stepping Schemes: Method of Lines
200(25)
9.1 Basic Time-Stepping Schemes
200(5)
9.2 Time-Stepping Schemes: Explicit and Implicit Methods
205(4)
9.3 Stability Analysis
209(4)
9.4 Comparison of Time-Stepping Schemes
213(3)
9.5 Operator Splitting Techniques
216(3)
9.6 Optimizing Computational Performance: Rules of Thumb
219(6)
10 Spectral Methods
225(31)
10.1 Fast Fourier Transforms and Cosine/Sine Transform
225(4)
10.2 Chebychev Polynomials and Transform
229(4)
10.3 Spectral Method Implementation
233(2)
10.4 Pseudo-Spectral Techniques with Filtering
235(5)
10.5 Boundary Conditions and the Chebychev Transform
240(4)
10.6 Implementing the Chebychev Transform
244(5)
10.7 Computing Spectra: The Floquet-Fourier-Hill Method
249(7)
11 Finite Element Methods
256(23)
11.1 Finite Element Basis
256(5)
11.2 Discretizing with Finite Elements and Boundaries
261(5)
11.3 MATLAB for Partial Differential Equations
266(5)
11.4 MATLAB Partial Differential Equations Toolbox
271(8)
PART III Computational Methods for Data Analysis
12 Statistical Methods and Their Applications
279(22)
12.1 Basic Probability Concepts
279(7)
12.2 Random Variables and Statistical Concepts
286(8)
12.3 Hypothesis Testing and Statistical Significance
294(7)
13 Time-Frequency Analysis: Fourier Transforms and Wavelets
301(57)
13.1 Basics of Fourier Series and the Fourier Transform
301(7)
13.2 FFT Application: Radar Detection and Filtering
308(8)
13.3 FFT Application: Radar Detection and Averaging
316(6)
13.4 Time-Frequency Analysis: Windowed Fourier Transforms
322(6)
13.5 Time-Frequency Analysis and Wavelets
328(7)
13.6 Multi-Resolution Analysis and the Wavelet Basis
335(5)
13.7 Spectrograms and the Gabor Transform in MATLAB
340(6)
13.8 MATLAB Filter Design and Wavelet Toolboxes
346(12)
14 Image Processing and Analysis
358(18)
14.1 Basic Concepts and Analysis of Images
358(6)
14.2 Linear Filtering for Image Denoising
364(5)
14.3 Diffusion and Image Processing
369(7)
15 Linear Algebra and Singular Value Decomposition
376(36)
15.1 Basics of the Singular Value Decomposition (SVD)
376(5)
15.2 The SVD in Broader Context
381(6)
15.3 Introduction to Principal Component Analysis (PCA)
387(4)
15.4 Principal Components, Diagonalization and SVD
391(4)
15.5 Principal Components and Proper Orthogonal Modes
395(8)
15.6 Robust PCA
403(9)
16 Independent Component Analysis
412(19)
16.1 The Concept of Independent Components
412(7)
16.2 Image Separation Problem
419(5)
16.3 Image Separation and MATLAB
424(7)
17 Image Recognition: Basics of Machine Learning
431(18)
17.1 Recognizing Dogs and Cats
431(5)
17.2 The SVD and Linear Discrimination Analysis
436(9)
17.3 Implementing Cat/Dog Recognition in MATLAB
445(4)
18 Basics of Compressed Sensing
449(23)
18.1 Beyond Least-Square Fitting: The L1 Norm
449(7)
18.2 Signal Reconstruction and Circumventing Nyquist
456(8)
18.3 Data (Image) Reconstruction from Sparse Sampling
464(8)
19 Dimensionality Reduction for Partial Differential Equations
472(34)
19.1 Modal Expansion Techniques for PDEs
472(6)
19.2 PDE Dynamics in the Right (Best) Basis
478(4)
19.3 Global Normal Forms of Bifurcation Structures in PDEs
482(10)
19.4 The POD Method and Symmetries/Invariances
492(7)
19.5 POD Using Robust PCA
499(7)
20 Dynamic Mode Decomposition
506(15)
20.1 Theory of Dynamic Mode Decomposition (DMD)
506(4)
20.2 Dynamics of DMD Versus POD
510(5)
20.3 Applications of DMD
515(6)
21 Data Assimilation Methods
521(16)
21.1 Theory of Data Assimilation
521(5)
21.2 Data Assimilation, Sampling and Kalman Filtering
526(3)
21.3 Data Assimilation for the Lorenz Equation
529(8)
22 Equation-Free Modeling
537(14)
22.1 Multi-Scale Physics: An Equation-Free Approach
537(5)
22.2 Lifting and Restricting in Equation-Free Computing
542(5)
22.3 Equation-Free Space-Time Dynamics
547(4)
23 Complex Dynamical Systems: Combining Dimensionality Reduction, Compressive Sensing and Machine Learning
551(22)
23.1 Combining Data Methods for Complex Systems
551(5)
23.2 Implementing a Dynamical Systems Library
556(8)
23.3 Flow Around a Cylinder: A Prototypical Example
564(9)
PART IV Scientific Applications
24 Applications of Differential Equations and Boundary Value Problems
573(17)
24.1 Neuroscience and the Hodgkin-Huxley Model
573(4)
24.2 Celestial Mechanics and the Three-Body Problem
577(4)
24.3 Atmospheric Motion and the Lorenz Equations
581(4)
24.4 Quantum Mechanics
585(3)
24.5 Electromagnetic Waveguides
588(2)
25 Applications of Partial Differential Equations
590(30)
25.1 The Wave Equation
590(3)
25.2 Mode-Locked Lasers
593(7)
25.3 Bose-Elnstein Condensates
600(4)
25.4 Advection-Diffusion and Atmospheric Dynamics
604(7)
25.5 Introduction to Reaction-Diffusion Systems
611(5)
25.6 Steady State Flow Over an Airfoil
616(4)
26 Applications of Data Analysis
620(9)
26.1 Analyzing Music Scores and the Gabor Transform
620(2)
26.2 Image Denoising through Filtering and Diffusion
622(3)
26.3 Oscillating Mass and Dimensionality Reduction
625(1)
26.4 Music Genre Identification
626(3)
References 629(5)
Index of MATLAB Commands 634(2)
Index 636
Professor Kutz is the Robert Bolles and Yasuko Endo Professor of Applied Mathematics at the University of Washington. Prof. Kutz was awarded the B.S. in physics and mathematics from the University of Washington (Seattle, WA) in 1990 and the PhD in Applied Mathematics from Northwestern University (Evanston, IL) in 1994. He joined the Department of Applied Mathematics, University of Washington in 1998 and became Chair in 2007.

Professor Kutz is especially interested in a unified approach to applied mathematics that includes modeling, computation and analysis. His area of current interest concerns phenomena in complex systems and data analysis (dimensionality reduction, compressive sensing, machine learning), neuroscience (neuro-sensory systems, networks of neurons), and the optical sciences (laser dynamics and modelocking, solitons, pattern formation in nonlinear optics).