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001 978-1-4614-6980-3
003 DE-He213
005 20140220082827.0
007 cr nn 008mamaa
008 130508s2013 xxu| s |||| 0|eng d
020 _a9781461469803
_9978-1-4614-6980-3
024 7 _a10.1007/978-1-4614-6980-3
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aChorin, Alexandre J.
_eauthor.
245 1 0 _aStochastic Tools in Mathematics and Science
_h[electronic resource] /
_cby Alexandre J. Chorin, Ole H Hald.
250 _a3rd ed. 2013.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2013.
300 _aXI, 200 p. 13 illus., 1 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aTexts in Applied Mathematics,
_x0939-2475 ;
_v58
505 0 _aPreliminary -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Index -- Time-Dependent Statistical Mechanics.
520 _a"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  
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 0 _aHydraulic engineering.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aStatistical Physics, Dynamical Systems and Complexity.
650 2 4 _aClassical Continuum Physics.
650 2 4 _aApplications of Mathematics.
650 2 4 _aEngineering Fluid Dynamics.
700 1 _aHald, Ole H.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461469797
830 0 _aTexts in Applied Mathematics,
_x0939-2475 ;
_v58
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-6980-3
912 _aZDB-2-SMA
999 _c95812
_d95812