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Stochastic tools in mathematics and ...

Hald, Ole H.

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Stochastic tools in mathematics and science /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic tools in mathematics and science // Alexandre J. Chorin, Ole H. Hald.
作者:	Chorin, Alexandre Joel.
其他作者:	Hald, Ole H.
出版者:	New York :Springer, : c2006.,
面頁冊數:	viii, 147 p. :ill. ;24 cm.
叢書名:	Surveys and tutorials in the applied mathematical sciences ;
標題:	Stochastic processes. -
電子資源:	http://www.loc.gov/catdir/toc/fy0701/2005930798.htmlhttp://www.loc.gov/catdir/toc/fy0701/2005930798.html
ISBN:	0387280804 (pbk.) :

Stochastic tools in mathematics and science /
Chorin, Alexandre Joel.

Stochastic tools in mathematics and science /Alexandre J. Chorin, Ole H. Hald. - New York :Springer,c2006. - viii, 147 p. :ill. ;24 cm. - Surveys and tutorials in the applied mathematical sciences ;v. 1.

Includes bibliographical references and index.

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.

ISBN: 0387280804 (pbk.) :EUR36.95

LCCN: 2005930798Subjects--Topical Terms:

520663
Stochastic processes.

LC Class. No.: QA274 / .C456 2006

Stochastic tools in mathematics and science /
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100 $a Chorin, Alexandre Joel. $3 704469
245 1 0 $a Stochastic tools in mathematics and science / $c Alexandre J. Chorin, Ole H. Hald.
260 $a New York : $c c2006. $b Springer,
300 $a viii, 147 p. : $b ill. ; $c 24 cm.
440 0 $a Surveys and tutorials in the applied mathematical sciences ; $v v. 1
504 $a Includes bibliographical references and index.
520 $a 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.
650 $a Stochastic processes. $3 520663
700 $a Hald, Ole H. $3 906730
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/toc/fy0701/2005930798.html $z http://www.loc.gov/catdir/toc/fy0701/2005930798.html