Description: Stochastic Tools in Mathematics and Science, Hardcover by Chorin, Alexandre J.; Hald, Ole H., ISBN 1461469791, ISBN-13 9781461469797, Like New Used, Free shipping in the US "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 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. Th will be useful for scientists and engineers working in a wide range of fields and 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 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
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Book Title: Stochastic Tools in Mathematics and Science
Number of Pages: Xi, 200 Pages
Language: English
Publication Name: Stochastic Tools in Mathematics and Science
Publisher: Springer New York
Subject: Probability & Statistics / Stochastic Processes, Mechanics / General, Probability & Statistics / General, System Theory
Publication Year: 2013
Item Weight: 158.7 Oz
Type: Textbook
Item Length: 9.3 in
Author: Alexandre J. Chorin, Ole H. Hald
Subject Area: Mathematics, Science
Series: Texts in Applied Mathematics Ser.
Item Width: 6.1 in
Format: Hardcover
