书目名称 | Stochastic Tools in Mathematics and Science | 编辑 | Alexandre J. Chorin,Ole H Hald | 视频video | | 概述 | Exercises are included at the end of each chapter.An unusual feature of the book is its treatment of the effect of temporal correlations.Ideas are presented within a clean, clear, and systematic frame | 丛书名称 | Texts in Applied Mathematics | 图书封面 |  | 描述 | "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 additi | 出版日期 | Textbook 2013Latest edition | 关键词 | Brownian Motion; Least Squares Approximation; Monte Carlo Methods; Stationary Stochastic Processes; Stat | 版次 | 3 | doi | https://doi.org/10.1007/978-1-4614-6980-3 | isbn_softcover | 978-1-4899-9265-9 | isbn_ebook | 978-1-4614-6980-3Series ISSN 0939-2475 Series E-ISSN 2196-9949 | issn_series | 0939-2475 | copyright | Springer Science+Business Media, LLC 2013 |
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