| Description |
1 online resource (viii, 147 pages). |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Surveys and tutorials in the applied mathematical sciences ; 1
|
|
Surveys and tutorials in the applied mathematical sciences ; 1.
|
| Bibliography |
Includes bibliographical references and index. |
| Summary |
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. |
| Contents |
Ch. 1. Preliminaries -- Ch. 2. Probability -- Ch. 3. Brownian motion -- Ch. 4. Stationary stochastic processes -- Ch. 5. Statistical mechanics -- Ch. 6. Time-dependent statistical mechanics. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Stochastic processes.
|
|
Stochastic processes. |
|
Processos estocásticos. |
|
Mecânica dos fluídos computacional. |
| Added Author |
Hald, Ole H.
|
| Other Form: |
Print version: Chorin, Alexandre Joel. Stochastic tools in mathematics and science. New York : Springer, ©2006 9780387280806 (DLC) 2005930798 (OCoLC)62885941 |
| ISBN |
9781461469803 (electronic book) |
|
1461469805 (electronic book) |
|
9780387280806 |
|
0387280804 |
|
0387280812 |
|
9780387280813 |
|
