Stochastic Tools in Mathematics and Science
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The work Stochastic Tools in Mathematics and Science represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Stochastic Tools in Mathematics and Science
Resource Information
The work Stochastic Tools in Mathematics and Science represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Stochastic Tools in Mathematics and Science
 Statement of responsibility
 by Alexandre J. Chorin, Ole H Hald
 Subject

 Probability Theory and Stochastic Processes
 Hydraulic engineering
 Mathematics
 Hydraulic engineering
 Classical Continuum Physics
 Mathematics
 Hydraulic engineering
 Distribution (Probability theory)
 Distribution (Probability theory)
 Applications of Mathematics
 Statistical Physics, Dynamical Systems and Complexity
 Electronic resources
 Mathematics
 Distribution (Probability theory)
 Engineering Fluid Dynamics
 Language
 eng
 Summary
 "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 FokkerPlanck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical mechanics, and generalized Langevin equations and the MoriZwanzig 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 selfstudy by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." Mathematical Reviews, 2006
 Image bit depth
 0
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 Series statement
 Texts in Applied Mathematics,
 Series volume
 58
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