Description: Stochastic Processes and Applications : Diffusion Processes, the Fokker Planck and Langevin Equations, Paperback by Pavliotis, Grigorios A., ISBN 1493954792, ISBN-13 9781493954797, Like New Used, Free shipping in the US
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.
Th 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.
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Book Title: Stochastic Processes and Applications : Diffusion Processes, the
Number of Pages: Xiii, 339 Pages
Publication Name: Stochastic Processes and Applications : Diffusion Processes, the Fokker-Planck and Langevin Equations
Language: English
Publisher: Springer New York
Subject: Differential Equations / General, Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Mechanical
Item Height: 0.7 in
Publication Year: 2016
Item Weight: 190 Oz
Type: Textbook
Item Length: 9.2 in
Subject Area: Mathematics, Technology & Engineering
Author: Grigorios A. Pavliotis
Item Width: 6.1 in
Series: Texts in Applied Mathematics Ser.
Format: Trade Paperback
