Stochastic tools in mathematics and science / Alexandre J. Chorin; Ole H. Hald

Von:

Chorin, Alexandre Joel [aut]

Mitwirkende(r):

Hald, Ole H [aut]

Resource type: Ressourcentyp: BuchBuchVerlagsnummer: 11495284Sprache: Englisch Reihen: Surveys and tutorials in the applied mathematical sciences ; 1Verlag: New York, NY ; [Heidelberg] : Springer, 2006Beschreibung: VIII, 147 S. : graph. DarstISBN:

0387280804
9780387280806
eISBN 0387280812

Schlagwörter:

Genre/Form:

Lehrbuch

Andere physische Formen: 0387280812 DDC-Klassifikation:

519.2/3 22
510
519.23
510

MSC: MSC: *60-01 | 60G35 | 60G10 | 60J65 | 65C05 | 60H10 | 82B31 | 82B80 | 82C31RVK: RVK: SK 850 | SK 950 | SK 820LOC-Klassifikation:

QA274

Zusammenfassung: 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 effectsPPN: PPN: 495802093

Exemplare ( 1 )

Exemplare
Medientyp	Heimatbibliothek	Standort	Signatur	Status	Barcode
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Stoch. / Cho	Verfügbar	36462115090

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