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Stochastic Tools in Mathematics and Science Alexandre J. Chorin

Stochastic Tools in Mathematics and Science

Alexandre J. Chorin

Published August 1st 2009
ISBN : 9781441910011
Paperback
162 pages
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 About the Book 

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 chainMoreThis 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.