Stochastic Tools in Mathematics and Science

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Sprache: Englisch

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Beschreibung

"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 from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications.

For this new edition the material has been thoroughly reorganized and updated, and new sections on scaling, sampling, filtering and data assimilation, based on recent research, have been added. There are additional figures and exercises.

Review of earlier edition:

"This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science."
Mathematical Reviews, 2006

Über den Autor

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.

Zusammenfassung

Exercises are included at the end of each chapter

An unusual feature of the book is its treatment of the effect of temporal correlations

Ideas are presented within a clean, clear, and systematic framework

Includes supplementary material: [...]

Inhaltsverzeichnis

Preliminary.- Probability.- Brownian Motion.- Stationary Stochastic Processes.- Statistical Mechanics.- Index.- Time-Dependent Statistical Mechanics.

Details

Erscheinungsjahr:	2013
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Seiten:	216
Reihe:	Texts in Applied Mathematics
Inhalt:	xi 200 S.
ISBN-13:	9781461469797
ISBN-10:	1461469791
Sprache:	Englisch
Herstellernummer:	86210627
Ausstattung / Beilage:	HC gerader Rücken kaschiert
Einband:	Gebunden
Autor:	Hald, Ole H Chorin, Alexandre J.
Auflage:	3rd ed. 2013
Hersteller:	Springer US Springer New York Texts in Applied Mathematics
Maße:	241 x 160 x 16 mm
Von/Mit:	Ole H Hald (u. a.)
Erscheinungsdatum:	08.05.2013
Gewicht:	0,494 kg

preigu-id: 106050669