Stochastic Tools in Mathematics and Science

"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...

Full description

Bibliographic Details
Main Authors: Chorin, Alexandre J. (Author), Hald, Ole H. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:3rd ed. 2013.
Series:Texts in Applied Mathematics, 58
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-6980-3
LEADER 03576nam a22005415i 4500
001 13725
003 DE-He213
005 20130727075612.0
007 cr nn 008mamaa
008 130508s2013 xxu| s |||| 0|eng d
020 # # |a 9781461469803  |9 978-1-4614-6980-3 
024 7 # |a 10.1007/978-1-4614-6980-3  |2 doi 
050 # 4 |a QA273.A1-274.9 
050 # 4 |a QA274-274.9 
072 # 7 |a PBT  |2 bicssc 
072 # 7 |a PBWL  |2 bicssc 
072 # 7 |a MAT029000  |2 bisacsh 
082 0 4 |a 519.2  |2 23 
100 1 # |a Chorin, Alexandre J.  |e author. 
245 1 0 |a Stochastic Tools in Mathematics and Science  |c by Alexandre J. Chorin, Ole H Hald.  |h [electronic resource] / 
250 # # |a 3rd ed. 2013. 
264 # 1 |a New York, NY :  |b Springer New York :  |b Imprint: Springer,  |c 2013. 
300 # # |a XI, 200 p. 13 illus., 1 illus. in color.  |b online resource. 
336 # # |a text  |b txt  |2 rdacontent 
337 # # |a computer  |b c  |2 rdamedia 
338 # # |a online resource  |b cr  |2 rdacarrier 
347 # # |a text file  |b PDF  |2 rda 
490 1 # |a Texts in Applied Mathematics,  |v 58  |x 0939-2475 ; 
505 0 # |a Preliminary -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Index -- Time-Dependent Statistical Mechanics. 
520 # # |a "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 � 
650 # 0 |a Mathematics. 
650 # 0 |a Distribution (Probability theory). 
650 # 0 |a Hydraulic engineering. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Statistical Physics, Dynamical Systems and Complexity. 
650 2 4 |a Classical Continuum Physics. 
650 2 4 |a Applications of Mathematics. 
650 2 4 |a Engineering Fluid Dynamics. 
700 1 # |a Hald, Ole H.  |e author. 
710 2 # |a SpringerLink (Online service) 
773 0 # |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9781461469797 
830 # 0 |a Texts in Applied Mathematics,  |v 58  |x 0939-2475 ; 
856 4 0 |u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-6980-3 
912 # # |a ZDB-2-SMA 
950 # # |a Mathematics and Statistics (Springer-11649)