• RecordNumber
    851
  • Author

    Chorin, Alexandre Joel

  • Title

    Stochastic tools in mathematics and science

  • Author Statement
    Alexandre J. Chorin, Ole H. Hald
  • Publication
    Springer
  • Publication Year
    c2006
  • Collation
    viii, 147 p.: 24 cm
  • Series
    Surveys and tutorials in the applied mathematical sciences ;1
  • Index
    ng
  • Biblography
    Includes bibliographical references and index
  • Subject

    Stochastic processes

  • ADDED ENTRIES
    Hald, Ole H
  • LC Class
    QA
  • LC Number
    274
  • LC CutterNumber
    .C456
  • LC Date
    2006
  • تاريخ ورود اطلاعات
    02/20/6831
  • DocumentNumber
    860
  • Contents
    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.
    • Link To Document
    https://math.iranlibs.ir/dl/search/default.aspx?Term=851&Field=0&DTC=2