stochastic tools in mathematics and science 1 surveys and tutorials in the applied mathematical sciences

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Stochastic Tools In Mathematics And Science

Author : Alexandre J Chorin
ISBN : 9781441910028
Genre : Mathematics
File Size : 81. 91 MB
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This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.

Applied Delay Differential Equations

Author : Thomas Erneux
ISBN : 9780387743721
Genre : Mathematics
File Size : 82. 95 MB
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Applied Delay Differential Equations is a friendly introduction to the fast-growing field of time-delay differential equations. Written to a multi-disciplinary audience, it sets each area of science in his historical context and then guides the reader towards questions of current interest.

An Introduction To Computational Stochastic Pdes

Author : Gabriel J. Lord
ISBN : 9781139915779
Genre : Mathematics
File Size : 32. 68 MB
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This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.

Efficient Conditional Path Sampling Of Stochastic Differential Equations

Author : Jonathan Quincy Weare
ISBN : UCAL:C3511106
Genre :
File Size : 67. 43 MB
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An Introduction To Fronts In Random Media

Author : Jack Xin
ISBN : 9780387876832
Genre : Mathematics
File Size : 21. 33 MB
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This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or interfaces in random media) to senior undergraduates and beginning grad uate students with basic knowledge of partial differential equations (PDE) and prob ability. The approach taken is semiformal, using elementary methods to introduce ideas and motivate results as much as possible, then outlining how to pursue rigor ous theorems, with details to be found in the references section. Since the topic concerns both differential equations and probability, and proba bility is traditionally a quite technical subject with a heavy measure theoretic com ponent, the book strives to develop a simplistic approach so that students can grasp the essentials of fronts and random media and their applications in a self contained tutorial. The book introduces three fundamental PDEs (the Burgers equation, Hamilton– Jacobi equations, and reaction–diffusion equations), analysis of their formulas and front solutions, and related stochastic processes. It builds up tools gradually, so that students are brought to the frontiers of research at a steady pace. A moderate number of exercises are provided to consolidate the concepts and ideas. The main methods are representation formulas of solutions, Laplace meth ods, homogenization, ergodic theory, central limit theorems, large deviation princi ples, variational principles, maximum principles, and Harnack inequalities, among others. These methods are normally covered in separate books on either differential equations or probability. It is my hope that this tutorial will help to illustrate how to combine these tools in solving concrete problems.

An Introduction To Bayesian Scientific Computing

Author : Daniela Calvetti
ISBN : 9780387733944
Genre : Computers
File Size : 52. 57 MB
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This book has been written for undergraduate and graduate students in various disciplines of mathematics. The authors, internationally recognized experts in their field, have developed a superior teaching and learning tool that makes it easy to grasp new concepts and apply them in practice. The book’s highly accessible approach makes it particularly ideal if you want to become acquainted with the Bayesian approach to computational science, but do not need to be fully immersed in detailed statistical analysis.

The British National Bibliography

Author : Arthur James Wells
ISBN : STANFORD:36105211722686
Genre : English literature
File Size : 20. 75 MB
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Mathematical Reviews

Author :
ISBN : UOM:39015068492381
Genre : Mathematics
File Size : 68. 36 MB
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Applied Survey Data Analysis Second Edition

Author : Steven G. Heeringa
ISBN : 9781351649308
Genre : Mathematics
File Size : 50. 20 MB
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Highly recommended by the Journal of Official Statistics, The American Statistician, and other journals, Applied Survey Data Analysis, Second Edition provides an up-to-date overview of state-of-the-art approaches to the analysis of complex sample survey data. Building on the wealth of material on practical approaches to descriptive analysis and regression modeling from the first edition, this second edition expands the topics covered and presents more step-by-step examples of modern approaches to the analysis of survey data using the newest statistical software. Designed for readers working in a wide array of disciplines who use survey data in their work, this book continues to provide a useful framework for integrating more in-depth studies of the theory and methods of survey data analysis. An example-driven guide to the applied statistical analysis and interpretation of survey data, the second edition contains many new examples and practical exercises based on recent versions of real-world survey data sets. Although the authors continue to use Stata for most examples in the text, they also continue to offer SAS, SPSS, SUDAAN, R, WesVar, IVEware, and Mplus software code for replicating the examples on the book’s updated website.

Gazette Des Math Maticiens

Author :
ISBN : UOM:39015072642070
Genre : Mathematics
File Size : 75. 86 MB
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