Stochastic Tools in Mathematics and Science
Download or Read eBook Stochastic Tools in Mathematics and Science PDF written by Alexandre J Chorin and published by Springer Science & Business Media. This book was released on 2005-11-29 with total page 164 pages. Available in PDF, EPUB and Kindle.
| Author | : Alexandre J Chorin |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 164 |
| Release | : 2005-11-29 |
| ISBN-10 | : 0387280804 |
| ISBN-13 | : 9780387280806 |
| Rating | : 4/5 (04 Downloads) |
Book Synopsis Stochastic Tools in Mathematics and Science by : Alexandre J Chorin
Book excerpt: 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.
