000 01947cam a22003257a 4500
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008 070504s2006 nyua b 001 0 eng d
020 _a0387280804 (pbk.)
_cRM275.77
039 9 _a200707061522
_bjamil
_c200707030905
_didah
_c200707030900
_didah
_c200705041021
_y05-04-2007
_zrahah
040 _aUKM
090 _aQA274.C466 3
090 _aQA274
_b.C466
100 1 _aChorin, Alexandre Joel
245 1 0 _aStochastic tools in mathematics and science /
_cAlexandre J. Chorin, Ole H. Hald
260 _aNew York :
_bSpringer,
_c2006
300 _aviii, 147 p. ;
_c24 cm.
440 0 _aSurveys and tutorials in the applied mathematical sciences ;
_v1
504 _aIncludes bibliographical references and index
520 _aThis 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
650 0 _aStochastic processes
700 1 _aHald, Ole H.
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/toc/fy0701/2005930798.html
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy0663/2005930798-d.html
907 _a.b13911879
_b2025-07-18
_c2019-11-12
942 _c01
_n0
_kQA274.C466 3
914 _avtls003347137
990 _ajj
991 _aEncik Nik Rusdi Yaacob (KES)
998 _ae0001
_b2007-04-05
_cm
_da
_feng
_gnyu
_y0
_z.b13911879
999 _c388125
_d388125