rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Stochastic Tools in Mathematics and Science
  name:
    name part: Chorin, Alexandre J.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Hald, Ole H.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2013
    edition: 3rd ed. 2013.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XI, 200 p. online resource.
  abstract: "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 .
  table of contents: Preliminary -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Index -- Time-Dependent Statistical Mechanics.
  note: by Alexandre J. Chorin, Ole H Hald.
  subject:
    topic: Mathematics
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Probabilities
  subject:
    topic: Continuum physics
  subject:
    topic: Statistical physics
  subject:
    topic: Dynamical systems
  subject:
    topic: Fluid mechanics
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Statistical Physics, Dynamical Systems and Complexity
  subject:
    topic: Classical Continuum Physics
  subject:
    topic: Applications of Mathematics
  subject:
    topic: Engineering Fluid Dynamics
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Texts in Applied Mathematics, 58
  identifier: 9781461469803
  identifier: http://dx.doi.org/10.1007/978-1-4614-6980-3
  record info:
    record creation date: 130508
    record change date: 20151204143442.0
    record identifier: 978-1-4614-6980-3