Overview
- Authors:
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Alexandre J. Chorin
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University of California, Berkeley Dept. Mathematics, Berkeley, USA
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Ole H Hald
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Department of Mathematics University of California at Berkeley, Berkeley, USA
- 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
- Includes supplementary material: sn.pub/extras
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Table of contents (10 chapters)
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- Alexandre J. Chorin, Ole H. Hald
Pages 1-23
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- Alexandre J. Chorin, Ole H. Hald
Pages 25-45
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- Alexandre J. Chorin, Ole H. Hald
Pages 47-62
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- Alexandre J. Chorin, Ole H. Hald
Pages 63-88
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- Alexandre J. Chorin, Ole H. Hald
Pages 89-107
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- Alexandre J. Chorin, Ole H. Hald
Pages 109-132
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- Alexandre J. Chorin, Ole H. Hald
Pages 133-155
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- Alexandre J. Chorin, Ole H. Hald
Pages 157-170
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- Alexandre J. Chorin, Ole H. Hald
Pages 171-198
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- Alexandre J. Chorin, Ole H. Hald
Pages E1-E1
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Back Matter
Pages 199-200
About this book
"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
Authors and Affiliations
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University of California, Berkeley Dept. Mathematics, Berkeley, USA
Alexandre J. Chorin
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Department of Mathematics University of California at Berkeley, Berkeley, USA
Ole H Hald
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.