Stochastic tools in mathematics and science
Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It 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 relati...
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| Autori principali: | , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edizione: | 2nd edition. |
| Serie: | Surveys and Tutorials in the Applied Mathematical Sciences
1 |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 14 mars 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Tools in Mathematics and Science, Texte imprimé, 9781441910035 • Stochastic tools in mathematics and science, Alexandre J. Chorin and Ole H. Hald, 2nd edition, New York, Springer, 2009, (1 vol.) X -162 p., Surveys and tutorials in the applied mathematical sciences, 978-1-4419-1001-1 |
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| 020 | |a 9781441910028 | ||
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| 100 | 1 | |a Chorin, Alexandre Joel. | |
| 245 | 1 | 0 | |a Stochastic tools in mathematics and science |c by Alexandre Chorin, Ole H. Hald. |
| 250 | |a 2nd edition. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Surveys and Tutorials in the Applied Mathematical Sciences |v 1 |x 2199-4773 | |
| 500 | |a Description d'après consultation du 14 mars 2012 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a Preliminaries Probability Brownian Motion Stationary Stochastic Processes Statistical Mechanics Time-Dependent Statistical Mechanics. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It 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 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. In this second edition, the new topics include Feynman diagrams and a new discussion of the renormalization group. 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. "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 Ising and of Mori and Zwanzig." (SIAM Review). | ||
| 700 | 1 | |a Hald, Ole H. |4 pbd | |
| 700 | 1 | |a Hald, Ole H. |4 aut | |
| 776 | 0 | |t Stochastic Tools in Mathematics and Science |b Texte imprimé |z 9781441910035 | |
| 776 | 0 | |0 137835671 |t Stochastic tools in mathematics and science |f Alexandre J. Chorin and Ole H. Hald |e 2nd edition |c New York |n Springer |d 2009 |p (1 vol.) X -162 p. |s Surveys and tutorials in the applied mathematical sciences |z 978-1-4419-1001-1 | |
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