Stochastic Processes, Formalism and Applications
Springer Berlin (Verlag)
978-3-540-12326-2 (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 | 1.7.1983 |
|---|---|
| Reihe/Serie | Lecture Notes in Physics |
| Zusatzinfo | VI, 327 p. 5 illus. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 170 x 244 mm |
| Gewicht | 560 g |
| Themenwelt | Naturwissenschaften ► Physik / Astronomie ► Allgemeines / Lexika |
| 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-10 | 3-540-12326-1 / 3540123261 |
| ISBN-13 | 978-3-540-12326-2 / 9783540123262 |
| Zustand | Neuware |
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