Stochastic Numerical Methods
Blackwell Verlag GmbH (Hersteller)
978-3-527-68314-7 (ISBN)
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Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding.
From the contents:
Review of Probability Concepts
Monte Carlo Integration
Generation of Uniform and Non-uniform
Random Numbers: Non-correlated Values
Dynamical Methods
Applications to Statistical Mechanics
Introduction to Stochastic Processes
Numerical Simulation of Ordinary and
Partial Stochastic Differential Equations
Introduction to Master Equations
Numerical Simulations of Master Equations
Hybrid Monte Carlo
Generation of n-Dimensional Correlated
Gaussian Variables
Collective Algorithms for Spin Systems
Histogram Extrapolation
Multicanonical Simulations
Raul Toral is head of the department of Complex Systems at IFISC (Palma de Mallorca, Spain). He obtained his academic degrees from Barcelona university (Spain), spent two years at THE Physics Department of Edinburgh University (UK), and two more years at Lehigh University (Pennsylvania, USA), before joining the University of Balearic Islands where he has been a full professor since 1994. Prof. Toral has authored 200 scientific publications. He was the director of the Physbio International Summer School on Stochastic Processes in Biology held in St. Etienne de Tinnee (France) in 2006, and a member of the editorial board of Fluctuations and Noise Letters (2005-2007), as well as the organizer of several conferences devoted to basic issues and applications of Nonlinear and Statistical Physics. Pere Colet is Research Professor at IFISC (CSIC-UIB). He obtained his M.Sc. degree in physics from Universitat de Barcelona (1987) and his Ph. D. also in Physics from Universitat de les Illes Balears (1991), Spain. He was a postdoctoral Fulbright fellow at the School of Physics of the Georgia Institute of Tecnology. In May 1995, he joined the Spanish Consejo Superior de Investigaciones Cientificas. He has co-authored over 100 papers in ISI journals as well as 35 other scientific publications. His research interests include fluctuations and nonlinear dynamics of semiconductor lasers, synchronization of chaotic lasers and encoded communications, synchronization of coupled nonlinear oscillators, pattern formation, and quantum fluctuations in nonlinear optical cavities and dynamics of dissipative solitons.
1. Review of Probability Concepts
2. Monte Carlo Integration
3. Generation of Non-uniform Random Numbers: Non-correlated Values
4. Dynamical Methods
5. Applications to Statistical Mechanics
6. Introduction to Stochastic Processes
7. Numerical Simulation of Stochastic Differential
equations
8.Introduction to Master Equations
9. Numerical Simulations of Master Equations
10. Hybrid Monte Carlo
11. Stochastic Partial Differential Equations
A. Generation of Uniform ^U (0;
1) Random Numbers
B. Generation of n-dimensional Correlated Gaussian
Variables
C. Calculation of the Correlation Function of a Series
D. Collective Algorithms for Spin Systems
E. Histogram Extrapolation
F. Multicanonical Simulations
G. Discrete Fourier Transform
| Erscheint lt. Verlag | 30.6.2014 |
|---|---|
| Verlagsort | Berlin |
| Sprache | englisch |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| ISBN-10 | 3-527-68314-3 / 3527683143 |
| ISBN-13 | 978-3-527-68314-7 / 9783527683147 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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