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Cookie akzeptieren![Hald, Ole H / Alexandre J. Chorin. Stochastic Tools in Mathematics and Science. Springer New York, 2013.](https://eichendorff21.de/cdata/0ORE5eanqklRiHfbw1itzNmDV9k=/300x0/9781461469797.png)
Ole H Hald / Alexandre J. Chorin
Stochastic Tools in Mathematics and Science
- Springer New York
- 2013
- Gebunden
- 216 Seiten
- ISBN 9781461469797
"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
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