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"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,…mehr

Produktbeschreibung
"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 turbulence. The book 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. The book will be useful for scientists and engineers working in a wide range of fields and applications. For 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 exercises. Review 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

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

  • Produktdetails
  • Verlag: Springer-Verlag GmbH
  • Seitenzahl: 200
  • Erscheinungstermin: 21. Januar 2014
  • Englisch
  • ISBN-13: 9781461469803
  • Artikelnr.: 43799030
Autorenporträt
Alexandre J. Chorin is a professor of mathematics at the University of California, Berkeley who works in applied mathematics. He is known for his contributions to the field of Computational fluid dynamics. Ole Hald is a professor of mathematics at the University of California, Berkeley.
Inhaltsangabe
Preliminary.- Probability.- Brownian Motion.- Stationary Stochastic Processes.- Statistical Mechanics.- Index.- Time-Dependent Statistical Mechanics.

- Preliminaries

- Probability

- Brownian Motion

- Stationary Stochastic Processes

- Statistical Mechanics

- Time-Dependent Statistical Mechanics
Rezensionen
From the reviews:

"The book is well-written and provides a very useful introduction to various areas of applications of stochastic processes."

(Evelyn Buckwar, Zentralblatt MATH, Vol. 1086, 2006)

"The authors write ... that this book is based on lecture notes for graduate courses on 'the stochastic methods of applied mathematics'. Their aim is ... to show various applications of probability to mathematics students and, on the other hand, to introduce nonmathematical students to the general ideas of probabilistic methods. ... 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."

(Mikhail V. Tretyakov, Mathematical Reviews, Issue 2006 j)

"Chorin and Hald provide excellent explanations with considerable insight and deep mathematical understanding, especially toward the end of the book in the context of simplified versions of the famous statistical mechanics models of Isign and of Mori and Zwanzig."

(SIAM Review) From the reviews of the second edition:

"In the second edition of the book by Alexandre J. Chorin and Ole H. Hald many parts of the text have been rewritten in order to clarify the presentation. ... The authors have added a short discussion on Feynman diagrams to the section on Wiener integrals. ... Also new exercises and figures have been added to the text. The new topics make the book even more useful as an introduction to stochastic modeling in the natural sciences and will certainly be appreciated by the readers."

(H. M. Mai, Zentralblatt MATH, Vol. 1184, 2010)
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