Title: Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics)
Publisher: Springer
Publication Date: 2004
Language: English
ISBN 10: 3540208828
ISBN 13: 9783540208822
Binding: Paperback
Edition: 3rd Edition
Condition: Good
Dust Jacket Condition: No Jacket
Weight: 1.45 pounds

About this title

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In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.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

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.

"About this title" may belong to another edition of this title.

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