Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics) - Softcover

Crispin W. Gardiner

Softcover

ISBN 10: 3540208828 ISBN 13: 9783540208822

Publisher: Springer, 2004

Synopsis

This valuable and highly-praised reference collects and explains, in simple language and reasonably deductive form, those formulas and methods and their applications used in modern Statistical Physics, including the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quantum-mechanical Markov processes. The practical orientation and broad coverage appeal to researchers and academics working in theoretical physics, physical chemistry, and related fields.

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

From the reviews: "Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts in stochastic theory." (Journal of Quantum Electronics)

"A first class book." (Optica Acta)

"Ideal for people who need a clear introduction to stochastic mathematics and their applications in physical sciences... an excellent self study and reference book." (Quantnotes.com)

"This well-established volume takes a supreme position [among the many books on the subject].. This extremely valuable contribution to the field of applied stochastic methods can be recommended to graduate students, researchers, and university teachers." (Optimization)

 

About this title

From the Back Cover

The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quantum-mechanical Markov processes. Strong emphasis is placed on systematic approximation methods for solving problems. Stochastic adiabatic elimination is newly formulated. The book contains the "folklore" of stochastic methods in systematic form, and is suitable for use as a reference work.
In this second edition extra material has been added with recent progress in stochastic methods taken into account.

Review

From the reviews
"Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts of stochastic theory."
(JOURNAL OF QUANTUM ELECTRONICS)

"A first class book."
(Optica Acta)

"This book is ideal for people that need a clear introduction to stochastic mathematics and their applications in physical sciences. It is also an excellent reference book, covering a wide range of applications."
(www.quantnotes.com)

Edition details

• Publisher: Springer
• Publication date: 2004
• ISBN 10: 3540208828
• ISBN 13: 9783540208822
• Binding: Paperback
• Language: English
• Edition number: 3