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Stochastic Processes and Applications - Diffusion Processes, the Fokker-Planck and Langevin Equations (Paperback, Softcover reprint of the original 1st ed. 2014)
Loot Price: R2,439
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Stochastic Processes and Applications - Diffusion Processes, the Fokker-Planck and Langevin Equations (Paperback, Softcover reprint of the original 1st ed. 2014)
Series: Texts in Applied Mathematics, 60
Expected to ship within 10 - 15 working days
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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.
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Texts in Applied Mathematics, 60 |
Release date: |
August 2016 |
First published: |
2014 |
Authors: |
Grigorios A. Pavliotis
|
Dimensions: |
235 x 155 x 25mm (L x W x T) |
Format: |
Paperback
|
Pages: |
339 |
Edition: |
Softcover reprint of the original 1st ed. 2014 |
ISBN-13: |
978-1-4939-5479-7 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Applied mathematics >
Stochastics
|
LSN: |
1-4939-5479-2 |
Barcode: |
9781493954797 |
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