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Alexandre J. Chorin & Ole H Hald 
Stochastic Tools in Mathematics and Science 

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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.
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Table of Content

Preliminaries.- Probability.- Brownian Motion.- Stationary Stochastic Processes.- Statistical Mechanics.- Time-Dependent Statistical Mechanics.
Language English ● Format PDF ● Pages 162 ● ISBN 9781441910028 ● File size 2.3 MB ● Publisher Springer New York ● City NY ● Country US ● Published 2009 ● Edition 2 ● Downloadable 24 months ● Currency EUR ● ID 2149865 ● Copy protection Adobe DRM
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