00858nam--2200325---450 99000591593020331620220601120940.02-7158-1270-1000591593USA01000591593(ALEPH)000591593USA0100059159320131210d2000----km-y0itay50------bafreFR||||||||001yyHors-d'oeuvreCorinne BertrandParisBalland2000415 p.20 cm<<Le>> Rayon2001<<Le>> RayonBERTRAND,Corinne618282ITsalbcISBD990005915930203316XV.4.A. 2703185736 L.M.XV.4.A.00185106BKFFMARIAS9020131210USA011800Hors-d'oeuvre1072797UNISA05051nam 22009015 450 991074117520332120200702112138.01-4614-6980-510.1007/978-1-4614-6980-3(CKB)3390000000037145(EBL)1694253(SSID)ssj0000904271(PQKBManifestationID)11479366(PQKBTitleCode)TC0000904271(PQKBWorkID)10922271(PQKB)10104873(DE-He213)978-1-4614-6980-3(MiAaPQ)EBC6247519(MiAaPQ)EBC1694253(Au-PeEL)EBL1694253(CaPaEBR)ebr10965493(OCoLC)923708498(PPN)170488225(EXLCZ)99339000000003714520130508d2013 u| 0engur|n|---|||||txtccrStochastic Tools in Mathematics and Science /by Alexandre J. Chorin, Ole H Hald3rd ed. 2013.New York, NY :Springer New York :Imprint: Springer,2013.1 online resource (209 p.)Texts in Applied Mathematics,0939-2475 ;58Description based upon print version of record.1-4899-9265-0 1-4614-6979-1 Includes bibliographical references and index.Preliminary -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Index -- Time-Dependent Statistical Mechanics."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  .Texts in Applied Mathematics,0939-2475 ;58ProbabilitiesStatistical physicsDynamicsField theory (Physics)Applied mathematicsEngineering mathematicsFluid mechanicsProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Complex Systemshttps://scigraph.springernature.com/ontologies/product-market-codes/P33000Classical and Continuum Physicshttps://scigraph.springernature.com/ontologies/product-market-codes/P2100XApplications of Mathematicshttps://scigraph.springernature.com/ontologies/product-market-codes/M13003Engineering Fluid Dynamicshttps://scigraph.springernature.com/ontologies/product-market-codes/T15044Statistical Physics and Dynamical Systemshttps://scigraph.springernature.com/ontologies/product-market-codes/P19090Probabilities.Statistical physics.Dynamics.Field theory (Physics)Applied mathematics.Engineering mathematics.Fluid mechanics.Probability Theory and Stochastic Processes.Complex Systems.Classical and Continuum Physics.Applications of Mathematics.Engineering Fluid Dynamics.Statistical Physics and Dynamical Systems.519.2Chorin Alexandre Jauthttp://id.loc.gov/vocabulary/relators/aut348046Hald Ole Hauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910741175203321Stochastic Tools in Mathematics and Science3554355UNINA