Physics of Stochastic Processes - How Randomness Acts in Time
Reduzierte Artikel in dieser Kategorie
16,99 €
| Verlag | Wiley-VCH |
| Auflage | 2008 |
| Seiten | 430 |
| Format | 17,3 x 24,4 x 2,3 cm |
| Gewicht | 852 g |
| Artikeltyp | Englisches Buch |
| ISBN-10 | 3527408401 |
| EAN | 9783527408405 |
| Bestell-Nr | 52740840A |
Dieses Buch, auf der Grundlage langjähriger Vorlesungserfahrung der Autoren verfasst, kombiniert in einzigartiger Weise theoretische Grundlagen der Stochastik aus der Mathematik und Physik mit einer Vielzahl von Rechenbeispielen unterschiedlicher Schwierigkeitsgrade. Die Lösungen zu den zahlreichen Übungsaufgaben können von Dozenten angefordert werden.
Klappentext:
Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations.
In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels.
Solutions manual available for lecturers on www.wiley-vch.de
Inhaltsverzeichnis:
Fundamental Concepts
Multidimensional Approach
The Master Equation
The Fokker-Planck Equation
The Langevin Equation
One-Dimensional Diffusion
Bounded Drift-Diffusion Motion
The Ornstein-Uhlenbeck Process
Nucleation in Supersaturated Vapors
Vehicular Traffic
Noise-Induced Phase Transitions
Many-Particle Systems
Rezension:
"This is a very well written textbook devoted to applications of Markov processes in physics. It combines a concise and mathematically rigorous exposition of the main notions of stochastic calculus with a more classical approach based on the solution of a Fokker-Planck or master equation." ( Zentralblatt MATH , 1 December 2012)