"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...
"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics ...
This book covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications.
This book covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Each chapter is followed by exercises. The book...