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Stochastic tools in mathematics and ...

Hald, Ole H.

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Stochastic tools in mathematics and science /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic tools in mathematics and science // Alexandre J. Chorin, Ole H. Hald.
Author:	Chorin, Alexandre Joel.
other author:	Hald, Ole H.
Published:	New York :Springer, : c2006.,
Description:	viii, 147 p. :ill. ;24 cm.
Series:	Surveys and tutorials in the applied mathematical sciences ;
Subject:	Stochastic processes. -
Online resource:	http://www.loc.gov/catdir/toc/fy0701/2005930798.htmlhttp://www.loc.gov/catdir/toc/fy0701/2005930798.html
ISBN:	0387280804 (pbk.) :

Stochastic tools in mathematics and science /
Chorin, Alexandre Joel.

Stochastic tools in mathematics and science /Alexandre J. Chorin, Ole H. Hald. - New York :Springer,c2006. - viii, 147 p. :ill. ;24 cm. - Surveys and tutorials in the applied mathematical sciences ;v. 1.

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.

ISBN: 0387280804 (pbk.) :EUR36.95

LCCN: 2005930798Subjects--Topical Terms:

520663
Stochastic processes.

LC Class. No.: QA274 / .C456 2006

Stochastic tools in mathematics and science /
LDR:01628cam a2200253 a 45 001 771411
005 20081009
008 081009s2006 nyua b 001 0 eng d
010 $a 2005930798
020 $a 0387280804 (pbk.) : $c EUR36.95
020 $a 0387280812 (e-ISBN)
020 $a 9780387280806 (pbk.)
035 $a (CStRLIN)CTYA7471992-B
035 $a (CtY)7471992
035 $a go97w12018
040 $a FQG $c FQG $d BAKER $d OCLCQ $d CtY $d DLC
042 $a lccopycat
050 0 0 $a QA274 $b .C456 2006
100 $a Chorin, Alexandre Joel. $3 704469
245 1 0 $a Stochastic tools in mathematics and science / $c Alexandre J. Chorin, Ole H. Hald.
260 $a New York : $c c2006. $b Springer,
300 $a viii, 147 p. : $b ill. ; $c 24 cm.
440 0 $a Surveys and tutorials in the applied mathematical sciences ; $v v. 1
504 $a Includes bibliographical references and index.
520 $a 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.
650 $a Stochastic processes. $3 520663
700 $a Hald, Ole H. $3 906730
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/toc/fy0701/2005930798.html $z http://www.loc.gov/catdir/toc/fy0701/2005930798.html