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Field name	Details
Dewey Class	519.2
Title	Stochastic Tools in Mathematics and Science ([Ebook]) / by Alexandre Chorin, Ole H. Hald.
Author	Chorin, Alexandre Joel
Added Personal Name	Hald, Ole H.
Other name(s)	SpringerLink (Online service)
Edition statement	Second edition
Publication	New York, NY : Springer , 2009.
Physical Details	: online resource.
Series	Surveys and Tutorials in the Applied Mathematical Sciences ; 1
ISBN	9781441910028
Summary Note	Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It 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 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. In thisÂ second edition, the new topics include Feynman diagrams and a new discussion of the renormalization group. 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. "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 Ising and of Mori and Zwanzig." (SIAM Review):
Contents note	Preliminaries -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Time-Dependent Statistical Mechanics.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-1-4419-1002-8
Links to Related Works	Subject References: Applications of Mathematics . Distribution (Probability theory) . Engineering Fluid Dynamics . Hydraulic engineering . Mechanics, Fluids, Thermodynamics . Probability theory and stochastic processes . Statistical Physics . Thermodynamics . Authors: author . Chorin, Alexandre Joel . Hald, Ole H. . Corporate Authors: SpringerLink (Online service) . Series: Surveys and Tutorials in the Applied Mathematical Sciences . Classification: 519.2 . 519.2 (DDC 22) .

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Stochastic Tools in Mathematics and Science

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