Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations: 60 (Texts in Applied Mathematics) - Tapa dura

Pavliotis, Grigorios A.

 
9781493913220: Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations: 60 (Texts in Applied Mathematics)
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ISBN 10: 1493913220 ISBN 13: 9781493913220
Editorial: Springer, 2014

Sinopsis

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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Acerca del autor

Dr. Grigorios A. Pavliotis is a professor in Applied Mathematics at the Imperial College in London. Dr. Pavliotis's research interests include analysis, numerical, and statistical inference for multiscale stochastic systems, non-equilibrium statistical mechanics, and homogenization theory for PDEs and SDEs.

De la contraportada

<p>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.</p><p>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </p><p>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.</p>

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Editorial
Springer
Año de publicación
2014
Idioma
Inglés
ISBN 10 
1493913220
ISBN 13 
9781493913220
Encuadernación
Tapa dura
Número de páginas
356
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9781493954797: Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations: 60 (Texts in Applied Mathematics)

Edición Destacada

ISBN 10:  1493954792 ISBN 13:  9781493954797
Editorial: Springer, 2016
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