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Item Details
Title: STOCHASTIC TOOLS IN MATHEMATICS AND SCIENCE
By: Alexandre J. Chorin, Ole H. Hald
Format: Paperback

List price: £31.99


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ISBN 10: 1441910018
ISBN 13: 9781441910011
Publisher: SPRINGER-VERLAG NEW YORK INC.
Pub. date: 1 August, 2009
Edition: 2nd ed. 2009
Series: Surveys and Tutorials in the Applied Mathematical Sciences No. 1
Pages: 174
Description: This is an introductory and mathematically attractive book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. A special feature is the systematic analysis of memory effects.
Synopsis: This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
Illustrations: 1, black & white illustrations
Publication: US
Imprint: Springer-Verlag New York Inc.
Returns: Non-returnable
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