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Stochastic Tools in Mathematics and Science
Chorin, Alexandre J.; Hald, Ole H.
€ 91.17
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Description for Stochastic Tools in Mathematics and Science
Hardcover. This book covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications. Series: Texts in Applied Mathematics. Num Pages: 211 pages, biography. BIC Classification: PBT; PBW; PHD; PHS. Category: (P) Professional & Vocational. Dimension: 243 x 161 x 17. Weight in Grams: 462.
"Stochastic Tools in Mathematics and Science" 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, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism. The applications include sampling algorithms, data assimilation, prediction from partial data, spectral analysis, and turbulence. The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and ... Read more
"Stochastic Tools in Mathematics and Science" 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, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism. The applications include sampling algorithms, data assimilation, prediction from partial data, spectral analysis, and turbulence. The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and ... Read more
Product Details
Format
Hardback
Publication date
2013
Publisher
Springer-Verlag New York Inc. United States
Number of pages
200
Condition
New
Series
Texts in Applied Mathematics
Number of Pages
200
Place of Publication
New York, NY, United States
ISBN
9781461469797
SKU
V9781461469797
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Chorin, Alexandre J.; Hald, Ole H.
Alexandre J. Chorin is a professor of mathematics at the University of California, Berkeley who works in applied mathematics. He is known for his contributions to the field of Computational fluid dynamics. Ole Hald is a professor of mathematics at the University of California, Berkeley.
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