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Stochastic Tools in Mathematics and Science als Taschenbuch
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Stochastic Tools in Mathematics and Science

Sprache: Englisch.
Taschenbuch
Stochastic Tools in Mathematics and Science is an introductory book on probability based modeling in mathematics and physics, in particular Brownian motion, Langevin Equations, Liouville equations, stastitical projections, renormalization, maximum li… weiterlesen
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Stochastic Tools in Mathematics and Science als Taschenbuch

Produktdetails

Titel: Stochastic Tools in Mathematics and Science
Autor/en: Alexandre Joel Chorin, Ole H. Hald

ISBN: 0387280804
EAN: 9780387280806
Sprache: Englisch.
SPRINGER PG

Januar 2006 - kartoniert - 147 Seiten

Beschreibung

Stochastic Tools in Mathematics and Science is an introductory book on probability based modeling in mathematics and physics, in particular Brownian motion, Langevin Equations, Liouville equations, stastitical projections, renormalization, maximum likelihood estimation, expectation maximization, with applications to statistical mechanics, fluid mechanics, and neural computation. The book covers the basic stochastic tools needed for modeling in physics, chemistry, engineering and the life sciences. Exercises are included at the end of each chapter. This book is based on lecture notes for a class that has attracted graduate students from mathematics and many other science departments at the University of California, Berkeley, where both authors are distinguished professors and are experts in their field. It should be useful to graduate students and advanced undergraduates in a wide range of study. TOC:Preliminaries.- Introduction to Probability.- Brownian Motion and Its Applications.- Stationary Stochastic.-Processes.- Statistical Mechanics.- Time-Dependent Statistical Mechanics.

Inhaltsverzeichnis

Preliminaries.
Introduction to Probability.
Brownian Motion and Its Applications.
Stationary Stochastic.-Processes.
Statistical Mechanics.
Time-Dependent Statistical Mechanics.

Portrait

Alexandre J. Chorin is a professor of mathematics at the University of California, Berkeley who works in applied mathematics. He is known for his contributions to the field of Computational fluid dynamics. Ole Hald is a professor of mathematics at the University of California, Berkeley.

Pressestimmen

From the reviews of the first edition:
"The book is well-written and provides a very useful introduction to various areas of applications of stochastic processes." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1086, 2006)
"The authors write ... that this book is based on lecture notes for graduate courses on 'the stochastic methods of applied mathematics'. Their aim is ... to show various applications of probability to mathematics students and, on the other hand, to introduce nonmathematical students to the general ideas of probabilistic methods. ... 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." (Mikhail V. Tretyakov, Mathematical Reviews, Issue 2006 j)
"Chorin and Hald provide excellent explanations with considerable insight and deep mathematical understanding, especially toward the end of the book in the context of simplified versions of the famous statistical mechanics models of Isign and of Mori and Zwanzig."
(SIAM Review)
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