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

Gardiner, C.W.

ISBN 10: 0387156070 / ISBN 13: 9780387156071

Published by Springer Verlag, 1986

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 In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.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

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.

Bibliographic Details

Title: Handbook of Stochastic Methods: For Physics,...
Publisher: Springer Verlag
Publication Date: 1986
Binding: Paperback
Condition: new