Stochastic Processes, Formalism and Applications
Proceedings of the Winter School Held at the University of Hyderabad, India, December 15-24, 1982
- Editore:
Springer Berlin Heidelberg
- Collana:
- Lecture Notes In Physics
- EAN:
9783540123262
- ISBN:
3540123261
- Pagine:
- 336
- Formato:
- Paperback
- Lingua:
- Tedesco
Descrizione Stochastic Processes, Formalism and Applications
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.
