Stochastic tools in mathematics and science:

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,...

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Hauptverfasser: Chorin, Alexandre Joel (VerfasserIn), Hald, Ole H. (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: New York, NY Springer 2006
Schriftenreihe:Surveys and tutorials in the applied mathematical sciences 1
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Inhaltsverzeichnis
Zusammenfassung: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.
Beschreibung:VIII, 147 S. graph. Darst.
ISBN:0387280804
9780387280806
0387280812

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