Stochastic Tools in Mathematics and Science

✍ Scribed by Alexandre Chorin, Ole H. Hald (auth.)

Publisher: Springer New York
Year: 2009
Tongue: English
Leaves: 173
Series: Surveys and Tutorials in the Applied Mathematical Sciences 1
Edition: 2nd ed.
Category: Library

No coin nor oath required. For personal study only.

✦ 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.

✦ Table of Contents

Front Matter....Pages 1-9
Preliminaries....Pages 1-17
Probability....Pages 19-46
Brownian Motion....Pages 47-81
Stationary Stochastic Processes....Pages 83-107
Statistical Mechanics....Pages 109-134
Time-Dependent Statistical Mechanics....Pages 135-159
Back Matter....Pages 1-2

✦ Subjects

Probability Theory and Stochastic Processes;Statistical Physics;Mechanics, Fluids, Thermodynamics;Applications of Mathematics;Engineering Fluid Dynamics

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