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Stochastic tools in mathematics and science PDF

173 Pages·2009·0.917 MB·English
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by Alexandre Chorin, Ole H. Hald (auth.)| 2009| 173 pages| 0.917| English

About Stochastic tools in mathematics and science

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.

Detailed Information

Author:Alexandre Chorin, Ole H. Hald (auth.)
Publication Year:2009
ISBN:9781441910011
Pages:173
Language:English
File Size:0.917
Format:PDF
Price:FREE
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