Stochastic tools in mathematics and science Alexandre J. Chorin, Ole H. Hald.
Chorin, Alexandre Joel.| Call Number | 519.2 C45S |
| Author | Chorin, Alexandre Joel. |
| Title | Stochastic tools in mathematics and science Alexandre J. Chorin, Ole H. Hald. |
| Publication | New York : Springer Science + Business Media, Inc., c2006. |
| Physical Description | viii, 147 p. ; 24 cm. |
| Series | Surveys and tutorials in the applied mathematical sciences ; 1 |
| Summary | This introductory book on probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization and dimensional reduction, and basic equilibrium and non-equilibrium statistical mechanics. The applications include data assimilation, prediction from partial data, spectral analysis, and turbulence. A noteworthy feature of the book is the systematic analysis of memory effects. |
| Added Author | Hald, Ole H. |
| Subject | STOCHASTIC PROCESSES. Processus stochastiques. |
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| Summary | This introductory book on probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization and dimensional reduction, and basic equilibrium and non-equilibrium statistical mechanics. The applications include data assimilation, prediction from partial data, spectral analysis, and turbulence. A noteworthy feature of the book is the systematic analysis of memory effects. |
| Subject | STOCHASTIC PROCESSES. Processus stochastiques. |