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

By: Contributor(s): Resource type: Ressourcentyp: BuchBookPublisher number: 11495284Language: English Series: Surveys and tutorials in the applied mathematical sciences ; 1Publisher: New York, NY ; [Heidelberg] : Springer, 2006Description: VIII, 147 S. : graph. DarstISBN:
  • 0387280804
  • 9780387280806
  • eISBN 0387280812
Subject(s): Genre/Form: Additional physical formats: 0387280812 DDC classification:
  • 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 classification:
  • QA274
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 effectsPPN: PPN: 495802093
Holdings
Item type Home library Shelving location Call number Status Barcode
Freihandbestand ausleihbar Fachbibliothek Mathematik Bibliothek / frei aufgestellt Stoch. / Cho Available 36462115090
Total holds: 0
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