Handbook of Stochastic Methods for Physics, Chemistry, and the Natural Sciences
Author | : Crispin W. Gardiner |
Publisher | : Springer |
Total Pages | : 470 |
Release | : 1985 |
ISBN-10 | : UOM:39015040428388 |
ISBN-13 | : |
Rating | : 4/5 (88 Downloads) |
Download or read book Handbook of Stochastic Methods for Physics, Chemistry, and the Natural Sciences written by Crispin W. Gardiner and published by Springer. This book was released on 1985 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: The handbook 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.