Stochastic Tools in Mathematics and Science

Name: Stochastic Tools in Mathematics and Science
Brand: Springer, Berlin
SKU: 9781441910011
Price: 41.07 EUR
Availability: InStock

Автор: Alexandre J. Chorin, Ole H. Hald

Език:

Корици: С меки корици

Издател: Springer, Berlin

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Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. I...

Информация за книгата

Автор

Alexandre J. Chorin, Ole H. Hald

Език

Английски език

Корици

Книга - С меки корици

Издадена

2009

страници

162

EAN

9781441910011

Enbook ID

01420536

Издател

Springer, Berlin

Теглоt

256

Размери

235

Пълно описание

Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered 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. The presentation is mathematically attractive, and should form a useful bridge between the theoretical treatments familiar to mathematical specialists and the more practical questions raised by specific applications.§§The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications.

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Stochastic Tools in Mathematics and Science

Информация за книгата

Пълно описание

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