LEADER 05051nam  22009015  450 
001 9910741175203321
005 20200702112138.0
010   $a1-4614-6980-5
024 7 $a10.1007/978-1-4614-6980-3
035   $a(CKB)3390000000037145
035   $a(EBL)1694253
035   $a(SSID)ssj0000904271
035   $a(PQKBManifestationID)11479366
035   $a(PQKBTitleCode)TC0000904271
035   $a(PQKBWorkID)10922271
035   $a(PQKB)10104873
035   $a(DE-He213)978-1-4614-6980-3
035   $a(MiAaPQ)EBC6247519
035   $a(MiAaPQ)EBC1694253
035   $a(Au-PeEL)EBL1694253
035   $a(CaPaEBR)ebr10965493
035   $a(OCoLC)923708498
035   $a(PPN)170488225
035   $a(EXLCZ)993390000000037145
100   $a20130508d2013      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aStochastic Tools in Mathematics and Science /$fby Alexandre J. Chorin, Ole H Hald
205   $a3rd ed. 2013.
210  1$aNew York, NY :$cSpringer New York :$cImprint: Springer,$d2013.
215   $a1 online resource (209 p.)
225 1 $aTexts in Applied Mathematics,$x0939-2475 ;$v58
300   $aDescription based upon print version of record.
311   $a1-4899-9265-0 
311   $a1-4614-6979-1 
320   $aIncludes bibliographical references and index.
327   $aPreliminary -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Index -- Time-Dependent Statistical Mechanics.
330   $a"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism. The applications include sampling algorithms, data assimilation, prediction from partial data, spectral analysis, and turbulence.   The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications.   For this new edition the material has been thoroughly reorganized and updated, and new sections on scaling, sampling, filtering and data assimilation, based on recent research, have been added. There are additional figures and exercises.   Review of earlier edition:   "This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." Mathematical Reviews, 2006  .
410  0$aTexts in Applied Mathematics,$x0939-2475 ;$v58
606   $aProbabilities
606   $aStatistical physics
606   $aDynamics
606   $aField theory (Physics)
606   $aApplied mathematics
606   $aEngineering mathematics
606   $aFluid mechanics
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
606   $aComplex Systems$3https://scigraph.springernature.com/ontologies/product-market-codes/P33000
606   $aClassical and Continuum Physics$3https://scigraph.springernature.com/ontologies/product-market-codes/P2100X
606   $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003
606   $aEngineering Fluid Dynamics$3https://scigraph.springernature.com/ontologies/product-market-codes/T15044
606   $aStatistical Physics and Dynamical Systems$3https://scigraph.springernature.com/ontologies/product-market-codes/P19090
615  0$aProbabilities.
615  0$aStatistical physics.
615  0$aDynamics.
615  0$aField theory (Physics)
615  0$aApplied mathematics.
615  0$aEngineering mathematics.
615  0$aFluid mechanics.
615 14$aProbability Theory and Stochastic Processes.
615 24$aComplex Systems.
615 24$aClassical and Continuum Physics.
615 24$aApplications of Mathematics.
615 24$aEngineering Fluid Dynamics.
615 24$aStatistical Physics and Dynamical Systems.
676   $a519.2
700   $aChorin$b Alexandre J$4aut$4http://id.loc.gov/vocabulary/relators/aut$0348046
702   $aHald$b Ole H$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910741175203321
996   $aStochastic Tools in Mathematics and Science$93554355
997   $aUNINA