Schuss zeev (118 resultados)

Condición: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardcover. Condición: Very Good. Book in Very Good condition.

Condición: New.

Hardback or Cased Book. Condición: New. Brownian Dynamics at Boundaries and Interfaces: In Physics, Chemistry, and Biology. Book.

Condición: As New. Unread book in perfect condition.

Condición: New.

Hardcover. Condición: UsedGood. Hardcover; surplus library copy with the usual stampings; reference number removed from spine; spine slightly cocked; scuffing and shelf wear to exter ior; in good condition with clean text, firm binding. No dust jacket.

Condición: New.

Condición: New.

Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. pp. 282.

Condición: Very Good.

Condición: As New. Unread book in perfect condition.

Condición: New.

Paperback. Condición: Brand New. 400 pages. 9.26x6.11x0.80 inches. In Stock.

Condición: New. pp. xviii + 262.

Condición: New. pp. 344.

Hardcover. Condición: New. Brand New Hardcover Book, Crisp and Clean.

Kartoniert / Broschiert. Condición: New.

Gebunden. Condición: New.

Hardcover. Condición: Brand New. 2013 edition. 334 pages. 9.20x6.30x0.90 inches. In Stock.

Condición: New.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. The renewed interest in Brownian dynamics is due primarily to their key role in molecular and cellular biophysics: diffusion of ions and molecules is the driver of all life. Brownian dynamics simulations are the numerical realizations of stochastic differential equations that model the functions of biological micro devices such as protein ionic channels of biological membranes, cardiac myocytes, neuronal synapses, and many more. Stochastic differential equations are ubiquitous models in computational physics, chemistry, biophysics, computer science, communications theory, mathematical finance theory, and many other disciplines. Brownian dynamics simulations of the random motion of particles, be it molecules or stock prices, give rise to mathematical problems that neither the kinetic theory of Maxwell and Boltzmann, nor Einstein's and Langevin's theories of Brownian motion could predict.This book takes the readers on a journey that starts with the rigorous definition of mathematical Brownian motion, and ends with the explicit solution of a series of complex problems that have immediate applications. It is aimed at applied mathematicians, physicists, theoretical chemists, and physiologists who are interested in modeling, analysis, and simulation of micro devices of microbiology. The book contains exercises and worked out examples throughout.…

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. The renewed interest in Brownian dynamics is due primarily to their key role in molecular and cellular biophysics: diffusion of ions and molecules is the driver of all life. Brownian dynamics simulations are the numerical realizations of stochastic differential equations that model the functions of biological micro devices such as protein ionic channels of biological membranes, cardiac myocytes, neuronal synapses, and many more. Stochastic differential equations are ubiquitous models in computational physics, chemistry, biophysics, computer science, communications theory, mathematical finance theory, and many other disciplines. Brownian dynamics simulations of the random motion of particles, be it molecules or stock prices, give rise to mathematical problems that neither the kinetic theory of Maxwell and Boltzmann, nor Einstein's and Langevin's theories of Brownian motion could predict.This book takes the readers on a journey that starts with the rigorous definition of mathematical Brownian motion, and ends with the explicit solution of a series of complex problems that have immediate applications. It is aimed at applied mathematicians, physicists, theoretical chemists, and physiologists who are interested in modeling, analysis, and simulation of micro devices of microbiology. The book contains exercises and worked out examples throughout.…

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.…

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.…

hardcover. Condición: new.

Condición: As New. Unread book in perfect condition.