Stochastic climate theory and modeling

Stochastic Climate Theory

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of stochastic noise. Within this framework we express standard model reduction methods such as aver...

Book Review: Stochastic Modeling: Theory and Reality

For decades, actuaries have historically used statistical and financial models that were inherently considered deterministic in the sense that random fluctuations are often ignored, although some type of sensitivity of the parameter and model assumptions have been employed to have a sense of the possible variation in the results. Today, such sensitivity analysis is unacceptably appropriate when...

Stochastic Models of Climate Extremes: Theory and Observations

One very important topic in climatology, meteorology, and related fields is the detailed understanding of extremes in a changing climate. There is broad consensus that the most hazardous effects of climate change are due to a potential increase (in frequency and/or intensity) of extreme weather and climate events. Extreme events are by definition rare, but they can have a significant impact on ...

Lectures on Stochastic Programming - Modeling and Theory, Second Edition

This volume is an excellent guide for anyone interested in variational analysis, optimization, and PDEs. It offers a detailed presentation of the most important tools in variational analysis as well as applications to problems in geometry, mechanics, elasticity, and computer vision. Among the new elements in this second edition: coverage of quasi-open sets and quasi-continuity; an increased num...

LECTURES ON STOCHASTIC PROGRAMMING MODELING AND THEORY Alexander Shapiro