Stochastic Processes, Formalism and Applications: Proceedings of the Winter School Held at the University of Hyderabad, India, December 15–24, 1982 (Lecture Notes in Physics, 184) - Softcover

 
9783540123262: Stochastic Processes, Formalism and Applications: Proceedings of the Winter School Held at the University of Hyderabad, India, December 15–24, 1982 (Lecture Notes in Physics, 184)

Synopsis

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.

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9780387123264: Stochastic Processes--Formalism and Applications: Proceedings of the Winter School, Held at the University of Hyderabad, India, December 15-24, 1982 (Lecture Notes in Physics)

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ISBN 10:  0387123261 ISBN 13:  9780387123264
Publisher: Springer Verlag, 1983
Softcover