Data Assimilation: A Mathematical Introduction
by K.J.H. Law, A.M. Stuart, K.C. Zygalakis
Publisher: arXiv.org 2015
Number of pages: 158
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online.
Home page url
Download or read it online for free here:
by Pravin Varaiya - Van Nostrand
The author presents the main concepts mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is required.
by C.T. Kelley - Society for Industrial Mathematics
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.
by Katta G. Murty - Springer
This is a Junior level book on some versatile optimization models for decision making in common use. The aim of this book is to develop skills in mathematical modeling, and in algorithms and computational methods to solve and analyze these models.
by S. Bradley, A. Hax, T. Magnanti - Addison-Wesley
This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.