Stochastic Tools in Mathematics and Science by Alexandre Chorin, Ole H. Hald

Stochastic Tools in Mathematics and Science



Download Stochastic Tools in Mathematics and Science




Stochastic Tools in Mathematics and Science Alexandre Chorin, Ole H. Hald
Language: English
Page: 168
Format: pdf
ISBN: 1441910018, 9781441910011
Publisher: Springer

This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.

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