Format:
1 Online-Ressource (VI, 327 p. 5 illus)
Edition:
Springer eBook Collection. Physics and Astronomy
ISBN:
9783540409236
,
9783540123262
Series Statement:
Lecture Notes in Physics 184
Content:
Basic concepts and techniques in the theory of stochastic processes introduction to Markov processes -- Gaussian stochastic processes -- Fokker-Planck equations for stochastic processes -- Stochastic differential equations -- On some new concepts in probability theory -- Decay of metastable states - Kramers, first passage time and variational approaches -- Instantons in the dynamical evolution of Fokker-Planck systems -- Projection operator techniques in stochastic processes -- Projection operator methods in linear stochastic differential equations -- Continuous-time random walk theory and non-exponential decays of correlation functions -- On the approximate solutions of the nonlinear langevin equations -- Solution of fokker-planck equations using Trotter's formula -- Monte Carlo methods : An introduction -- Numerical solution for the nonlinear Fokker-Planck equation -- Stability of stochastic systems -- Optical resonance in partially coherent fields -- Stochastic modelling of relaxation effects in line shapes -- Brownian motion and condensed matter physics classical and quantum diffusion -- Relaxation of single domain magnetic particles -- Langevin equation - application to liquid state dynamics -- Stochastic modeling of molecular dynamics -- Nonequilibrium phase transitions - A review -- Analogue of optical bistability in driven Josephson junctions -- Nonlinear phenomena in chemical kinetics -- Goldstone modes in non-equilibrium phase transitions -- Phase transitions in a system of atoms interacting with a coherent field -- Localization and diffusion -- Continuous-time random-walk in disordered systems -- Random matrices in condensed matter physics -- Stochastic evolution in ising models -- Relaxational dynamics of spin-glasses near transition temperature -- Wave propagation in random media
Additional Edition:
ISBN 9783540123262
Language:
English
DOI:
10.1007/3-540-12326-1
