Stochastic Processes, Formalism and Applications
Springer Berlin (Hersteller)
9783540409236 (ISBN)
Basic concepts and techniques in the theory of stochastic processes introduction to Markov processes.- Gaussian stochastic processes.- Fokker-Planck equations for stochastic processes.- Stochastic differential equations.- On some new concepts in probability theory.- Decay of metastable states — Kramers, first passage time and variational approaches.- Instantons in the dynamical evolution of Fokker-Planck systems.- Projection operator techniques in stochastic processes.- Projection operator methods in linear stochastic differential equations.- Continuous-time random walk theory and non-exponential decays of correlation functions.- On the approximate solutions of the nonlinear langevin equations.- Solution of fokker-planck equations using Trotter's formula.- Monte Carlo methods : An introduction.- Numerical solution for the nonlinear Fokker-Planck equation.- Stability of stochastic systems.- Optical resonance in partially coherent fields.- Stochastic modelling of relaxation effects in line shapes.- Brownian motion and condensed matter physics classical and quantum diffusion.- Relaxation of single domain magnetic particles.- Langevin equation — application to liquid state dynamics.- Stochastic modeling of molecular dynamics.- Nonequilibrium phase transitions — A review.- Analogue of optical bistability in driven Josephson junctions.- Nonlinear phenomena in chemical kinetics.- Goldstone modes in non-equilibrium phase transitions.- Phase transitions in a system of atoms interacting with a coherent field.- Localization and diffusion.- Continuous-time random-walk in disordered systems.- Random matrices in condensed matter physics.- Stochastic evolution in ising models.- Relaxational dynamics of spin-glasses near transition temperature.- Wave propagation in random media.
| Erscheint lt. Verlag | 29.6.2005 |
|---|---|
| Reihe/Serie | Lecture Notes in Physics |
| Physics and Astronomy | Physics and Astronomy (R0) |
| Zusatzinfo | VI, 327 p. 5 illus. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Themenwelt | Naturwissenschaften ► Physik / Astronomie ► Theoretische Physik |
| Schlagworte | Applications • Brownian motion • differential equation • Diffusion • disordered system • Equilibrium • Fokker-Planck Equation • Markov process • Monte Carlo Method • phase transition • Random Walk • Solution • Stochastic process • Stochastic Processes • Stochastischer Prozess |
| ISBN-13 | 9783540409236 / 9783540409236 |
| Zustand | Neuware |
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