Texts in Applied Mathematics

Stochastic Tools in Mathematics and Science

Authors: Chorin, Alexandre J, Hald, Ole H

  • Exercises are included at the end of each chapter
  • An unusual feature of the book is its treatment of the effect of temporal correlations
  • Ideas are presented within a clean, clear, and systematic framework
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  • ISBN 978-1-4614-6980-3
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About this Textbook

"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered 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, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism. The applications include sampling algorithms, data assimilation, prediction from partial data, spectral analysis, and turbulence. The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications. For this new edition the material has been thoroughly reorganized and updated, and new sections on scaling, sampling, filtering and data assimilation, based on recent research, have been added. There are additional figures and exercises. Review of earlier edition: "This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." Mathematical Reviews, 2006

About the authors

Alexandre J. Chorin is a professor of mathematics at the University of California, Berkeley who works in applied mathematics. He is known for his contributions to the field of Computational fluid dynamics. Ole Hald is a professor of mathematics at the University of California, Berkeley.

Table of contents (10 chapters)

  • Preliminaries

    Chorin, Alexandre J. (et al.)

    Pages 1-23

  • Introduction to Probability

    Chorin, Alexandre J. (et al.)

    Pages 25-45

  • Computing with Probability

    Chorin, Alexandre J. (et al.)

    Pages 47-62

  • Brownian Motion with Applications

    Chorin, Alexandre J. (et al.)

    Pages 63-88

  • Time-Varying Probabilities

    Chorin, Alexandre J. (et al.)

    Pages 89-107

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-1-4614-6980-3
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $69.95
price for USA
  • ISBN 978-1-4614-6979-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $69.95
price for USA
  • ISBN 978-1-4899-9265-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Tools in Mathematics and Science
Authors
Series Title
Texts in Applied Mathematics
Series Volume
58
Copyright
2013
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-1-4614-6980-3
DOI
10.1007/978-1-4614-6980-3
Hardcover ISBN
978-1-4614-6979-7
Softcover ISBN
978-1-4899-9265-9
Series ISSN
0939-2475
Edition Number
3
Number of Pages
XI, 200
Topics