Stochastic Processes and Applications

Diffusion Processes, the Fokker-Planck and Langevin Equations

Szerző: Grigorios A. Pavliotis

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten

Küldés 5-8 napon belül

21 472 Ft

This book presents various results and techniques from the theory of stochastic processes that are u...

Információk a könyvről

Szerző

Grigorios A. Pavliotis

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2016

oldal

339

EAN

9781493954797

ISBN

1493954792

Enbook ID

13786410

Kiadó

Springer-Verlag New York Inc.

Súly

542

Méretek

233 x 155 x 25

Teljes leírás

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

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Stochastic Processes and Applications

Diffusion Processes, the Fokker-Planck and Langevin Equations

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták