Physics of stochastic processes: how randomness acts in time

Physics of stochastic processes: how randomness acts in time

Mahnke, Reinhard

86,13 €(IVA inc.)

Providing a tutorial overview of stochastic processes as well as additional applications, Physics of Stochastic Processes compiles the latest research projects useful for anybody interested in how randomness acts. Describing basic mathematical and physical theory, every chapter contains both simple and sophisticated examples with detailed calculations. This key topic in physics which can be applied also to financial modeling, life sciences, and traffic flow simulations serves as the ideal reference for students in physics, along with physicists, theoretical physicists and biophysicists. INDICE: 1) Fundamental Concepts 2) Multidimentional Approach 3) Master Equation 4) The Fokker-Planck Equation 5) Langevin Equation 6) One-Dimensional Diffusion 7) Bounded Drift-Diffustion Motion 8) Ornstein-Uhlenbeck Process 9) Nucleation in Supersaturated Vapours 10) Vehicular Traffic 11) Noise Induced Phase Transitions 12) Many-Particle Systems

  • ISBN: 978-3-527-40840-5
  • Editorial: Verlag Chemie
  • Encuadernacion: Rústica
  • Páginas: 470
  • Fecha Publicación: 10/09/2008
  • Nº Volúmenes: 1
  • Idioma: Inglés