Stochastic Processes, Formalism and Applications [electronic resource] : Proceedings of the Winter School Held at the University of Hyderabad, India, December 15–24, 1982 / edited by G.S. Agarwal, S. Dattagupta.

Format:

Book

Contributor:

Agarwal, G.S., Editor.

Dattagupta, S., Editor.

Series:

Lecture Notes in Physics, 0075-8450 ; 184

Language:

English

Subjects (All):

Mathematical physics.

Theoretical, Mathematical and Computational Physics.

Local Subjects:

Theoretical, Mathematical and Computational Physics.

Physical Description:

1 online resource (VI, 327 p. 5 illus.)

Edition:

1st ed. 1983.

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1983.

Language Note:

English

Contents:

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.

Notes:

Bibliographic Level Mode of Issuance: Monograph

ISBN:

3-540-40923-8