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Stochastic Tools in Mathematics and Science is an introductory book on probability based modeling in mathematics and physics, in particular Brownian motion, Langevin Equations, Liouville equations, stastitical projections, renormalization, maximum likelihood estimation, expectation maximization, with applications to statistical mechanics, fluid mechanics, and neural computation. The book covers the basic stochastic tools needed for modeling in physics, chemistry, engineering and the life sciences. Exercises are included at the end of each chapter.
This book is based on lecture notes for a class that has attracted graduate students from mathematics and many other science departments at the University of California, Berkeley, where both authors are distinguished professors and are experts in their field. It should be useful to graduate students and advanced undergraduates in a wide range of study. TOC:Preliminaries.- Introduction to Probability.- Brownian Motion and Its Applications.- Stationary Stochastic.-Processes.- Statistical Mechanics.- Time-Dependent Statistical Mechanics.
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About the author
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.
