Stochastic processes and applications diffusion processes, the Fokker-Planck and Langevin equations / Grigorios A. Pavliotis.
| Author/creator | Pavliotis, Grigorios A. |
| Format | Electronic |
| Publication Info | New York : Springer, [2014] |
| Description | xiii, 339 pages : illustrations (some color) ; 25 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2014 English International |
| Subjects |
| Series | Texts in applied mathematics, 0939-2475 ; volume 60 Texts in applied mathematics ; 60. |
| Abstract | 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 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.-- Source other than Library of Congress. |
| General note | Textbook for graduates. |
| Bibliography note | Includes bibliographical references (pages 321-334) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Issued in other form | 9781493913237 |
| Genre/form | Electronic books. |
| LCCN | 2014949241 |
| ISBN | 9781493913220 (hd. bd.) |
| ISBN | 1493913220 (hd. bd.) |
| ISBN | (eBook) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |