TY  - BOOK
AU  - Chorin,Alexandre
AU  - Hald,Ole H.
ED  - SpringerLink (Online service)
TI  - Stochastic Tools in Mathematics and Science
T2  - Surveys and Tutorials in the Applied Mathematical Sciences,
SN  - 9781441910028
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2009///
CY  - New York, NY
PB  - Springer New York
KW  - Distribution (Probability theory
KW  - Mathematics
KW  - Hydraulic engineering
KW  - Statistical physics
KW  - Probability Theory and Stochastic Processes
KW  - Complex Systems
KW  - Classical and Continuum Physics
KW  - Applications of Mathematics
KW  - Engineering Fluid Dynamics
KW  - Statistical Physics and Dynamical Systems
N1  - Preliminaries -- Probability -- Brownian Motion -- Stationary Stochastic Processes -- Statistical Mechanics -- Time-Dependent Statistical Mechanics
N2  - Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It 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 and dimensional reduction, and basic equilibrium and non-equilibrium statistical mechanics. The applications include data assimilation, prediction from partial data, spectral analysis, and turbulence. A noteworthy feature of the book is the systematic analysis of memory effects. In this second edition, the new topics include Feynman diagrams and a new discussion of the renormalization group. 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. "Chorin and Hald provide excellent explanations with considerable insight and deep mathematical understanding, especially toward the end of the book in the context of simplified versions of the famous statistical mechanics models of Ising and of Mori and Zwanzig." (SIAM Review)
UR  - https://doi.org/10.1007/978-1-4419-1002-8
ER  -