Stochastic Tools in Mathematics and Science
Alexandre Chorin, Ole H. Hald
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.
Категории:
Год:
2009
Издание:
2nd
Издательство:
Springer New York
Язык:
english
Страницы:
172
ISBN 10:
1441910034
ISBN 13:
9781441910035
Серия:
Surveys and Tutorials in the Applied Mathematical Sciences
Файл:
PDF, 1.11 MB
IPFS:
,
english, 2009
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