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Stochastic tools in mathematics and science
- 作者： Chorin, Alexandre Joel.
- 其他作者：
- 出版： New York : Springer Science + Business Media, Inc.
- 叢書名： Surveys and tutorials in the applied mathematical sciences ;1
- 主題： Stochastic processes
- ISBN： 0387280804 (pbk.): US$39.95 、 0387280812 (e-book)
- 資料類型: 圖書
- 內容註: Includes bibliographical references and index.
- 摘要註: This introductory book on probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics 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 and dimensional reduction, and basic equilibrium and non-equilibrium statistical mechanics. The applications include data assimilation, prediction from partial data, spectral analysis, and turbulence. A noteworthy feature of the book is the systematic analysis of memory effects.
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讀者標籤：
- 系統號： 005004462 | 機讀編目格式
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