Theory and Simulation of Random Phenomena

Mathematical Foundations and Physical Applications

Ettore Vitali, Mario Motta, Davide Emilio Galli (Autoren)

Buch | Hardcover

XIII, 235 Seiten

2018 | 1st ed. 2018
Springer International Publishing (Verlag)
978-3-319-90514-3 (ISBN)

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The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. The book will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.

Ettore Vitali is a Post-Doctoral Research Associate in the Computational Materials Physics Group, Physics Department, College of William and Mary, Williamsburg, VA, USA. In 2005 he obtained his Master's degree in Physics (summa cum laude) at the Università degli Studi di Milano and in 2008 gained a PhD at the same university for a thesis entitled "Superfluid and supersolid phases of 4He". He has since undertaken postdoctoral fellowships at the Centro di Ricerca e Sviluppo DEMOCRITOS, CNR-INFM, Trieste, Italy and the Università degli Studi di Milano. Dr. Vitali's research interests range across condensed matter physics; probability theory, stochastic processes, stochastic differential equations, and numerical simulation techniques; and statistical methods for ill-posed inverse problems. He is the author of 15 peer-reviewed journal articles. Mario Motta is a Post-Doctoral Research Associate in the Computational Materials Physics Group, Physics Department, College of William and Mary, Williamsburg, VA, USA. He gained Bachelor's and Master's degrees in Physics at the University of Milan in 2010 and 2012 and then completed a PhD in Physics, Astrophysics and Applied Physics from the Università degli Studi di Milano for a thesis entitled "Dynamical properties of many-body systems from Quantum Monte Carlo Simulations", which won the Dr. Davide Colosimo Award for worthy PhD students. His research focuses include topics in condensed matter physics; quantum chemistry; probability theory, stochastic processes, and numerical simulations; and the foundations of quantum mechanics.

1 Review of Probability Theory.- 2 Applications to Mathematical Statistics.- 3 Conditional Probability and Conditional Expectation.- 4 Markov Chains.- 5 Sampling of Random Variables and Simulation.- 6 Brownian Motion.- 7 Introduction to Stochastic Calculus and Ito Integral.- 8 Introduction to Stochastic Differential Equations and Applications.- Bibliography.- Solutions.

Erscheinungsdatum	25.06.2018
Reihe/Serie	UNITEXT for Physics
Zusatzinfo	XIII, 235 p. 5 illus.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	543 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Naturwissenschaften ► Physik / Astronomie ► Allgemeines / Lexika
	Naturwissenschaften ► Physik / Astronomie ► Theoretische Physik
Schlagworte	Applications to Mathematical Statistics • Brownian motion • Computational Physics graduate textbook • Conditional expectations in probability theory • markov chains • Quantum Statistics • Random variables and simulation • Stochastic differential equations and applications
ISBN-10	3-319-90514-7 / 3319905147
ISBN-13	978-3-319-90514-3 / 9783319905143
Zustand	Neuware