Multiscale Stochastic Realization And Model Identification With Applications To Large Scale Estimation Problems PDF Download

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Stochastic Realization Theory for Exact and Approximate Multiscale Models

Stochastic Realization Theory for Exact and Approximate Multiscale Models
Author: Dewey Stanton Tucker
Publisher:
Total Pages: 252
Release: 2005
Genre:
ISBN:

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The thesis provides a detailed analysis of the independence structure possessed by multiscale models and demonstrates that such an analysis provides important insight into the multiscale stochastic realization problem. Multiscale models constitute a broad class of probabilistic models which includes the well--known subclass of multiscale autoregressive (MAR) models. MAR models have proven useful in a variety of different application areas, due to the fact that they provide a rich set of tools for various signal processing tasks. In order to use these tools, however, a MAR or multiscale model must first be constructed to provide an accurate probabilistic description of the particular application at hand. This thesis addresses this issue of multiscale model identification or realization. Previous work in the area of MAR model identification has focused on developing algorithms which decorrelate certain subsets of random vectors in an effort to design an accurate model. In this thesis, we develop a set-theoretic and graph-theoretic framework for better understanding these types of realization algorithms and for the purpose of designing new such algorithms.


The Electron and the Bit

The Electron and the Bit
Author: John V. Guttag
Publisher:
Total Pages: 400
Release: 2005
Genre: Computer science
ISBN:

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Scaling Methods in Soil Physics

Scaling Methods in Soil Physics
Author: Yakov Pachepsky
Publisher: CRC Press
Total Pages: 470
Release: 2003-03-26
Genre: Science
ISBN: 0203011066

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The scaling issue remains one of the largest problems in soil science and hydrology. This book is a unique compendium of ideas, conceptual approaches, techniques, and methodologies for scaling soil physical properties. Scaling Methods in Soil Physics covers many methods of scaling that will be useful in helping scientists across a range of soil-rel


Simulation of Flow in Porous Media

Simulation of Flow in Porous Media
Author: Peter Bastian
Publisher: Walter de Gruyter
Total Pages: 224
Release: 2013-07-31
Genre: Mathematics
ISBN: 3110282240

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Subsurface flow problems are inherently multiscale in space due to the large variability of material properties and in time due to the coupling of many different physical processes, such as advection, diffusion, reaction and phase exchange. Subsurface flow models still need considerable development. For example, nonequilibrium effects, entrapped air, anomalous dispersion and hysteresis effects can still not be adequately described. Moreover, parameters of the models are diffcult to access and often uncertain. Computational issues in subsurface flows include the treatment of strong heterogeneities and anisotropies in the models, the effcient solution of transport-reaction problems with many species, treatment of multiphase-multicomponent flows and the coupling of subsurface flow models to surface flow models given by shallow water or Stokes equations. With respect to energy and the environment, in particular the modelling and simulation of radioactive waste management and sequestration of CO2 underground have gained high interest in the community in recent years. Both applications provide unique challenges ranging from modelling of clay materials to treating very large scale models with high-performance computing. This book brings together key numerical mathematicians whose interest is in the analysis and computation of multiscale subsurface flow and practitioners from engineering and industry whose interest is in the applications of these core problems.