Stochastic tools in mathematics and science

書誌事項

Stochastic tools in mathematics and science

Alexandre J. Chorin, Ole H. Hald

(Surveys and tutorials in the applied mathematical sciences, v. 1)

Springer, c2009

2nd ed

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.

目次

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

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詳細情報

  • NII書誌ID(NCID)
    BA91632270
  • ISBN
    • 9781441910011
  • 出版国コード
    gw
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York
  • ページ数/冊数
    x, 162 p
  • 大きさ
    24 cm
  • 親書誌ID
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