Stochastic tools in mathematics and science / Alexandre J. Chorin, Ole H. Hald
Series: Surveys and tutorials in the applied mathematical sciences ; 1Publication details: New York : Springer, 2006Description: viii, 147 p. ; 24 cmISBN:- 0387280804 (pbk.)
| Item type | Current library | Home library | Collection | Call number | Materials specified | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|---|
| AM | PERPUSTAKAAN LINGKUNGAN KEDUA | PERPUSTAKAAN LINGKUNGAN KEDUA KOLEKSI AM-P. LINGKUNGAN KEDUA | - | QA274.C466 3 (Browse shelf(Opens below)) | 1 | Available | 00001490040 |
Includes bibliographical references and index
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
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