Stochastic Processes and Applications : Diffusion Processes, the Fokker-Planck and Langevin Equations

Language: English

Published by Springer, 2016

1493954792 / 9781493954797

Series: Book 34 of 55 - Texts in Applied Mathematics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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 toequilibrium 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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Title
Stochastic Processes and Applications : Diffusion Processes, the Fokker-Planck and Langevin Equations
Author
Grigorios A. Pavliotis
Publisher
Springer
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1493954792
ISBN 13
9781493954797
Item weight
540 grams
Dimensions
235x155x20 mm
Series
Book 34 of 55: Texts in Applied Mathematics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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