Handbook of Stochastic Methods
for Physics, Chemistry and the Natural Sciences
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Beschreibung
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In the third edition of this classic the chapter on quantum Markov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.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)
This Handbook of Stochastic Methods has become a cornerstone in the Springer Se ries of Synergetics. Through its style and the material presented, this book has be come enormously successful, as is witnessed for instance by the numerous reprint ings it has experienced over the past more than twenty years. Stochastic methods are of fundamental interest for Synergetics, which deals with self-organization in many fields of science and technology. But in addition, these methods are indis pensable for a proper treatment of many other problems. Quite generally it may be said that the theory of stochastic processes is penetrating into more and more disciplines. One of the more recent developments has occurred in the theory of fi nancial markets. The author of this book, Crispin Gardiner, has used the need for a new edition to include a whole chapter on the numerical treatment of stochastic dif ferential equations. Written in Gardiner's highly appealing style, this chapter will surely find great interest among both practitioners and theoreticians. I am sure, over many years to come the book will find the same enthusiastic response it has found in the past. Stuttgart Hermann Haken December 2003 Preface to the Third Edition It is now nearly twenty five years since I decided to write a book on stochastic processes, and in that time there has been significant change in this field, though more in the nature of their applications than in new mathematical knowledge.
The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations and stochastic master equations. Strong emphasis is placed on systematic approximation methods for solving problems. The practical orientation and broad coverage will appeal to researchers and academics working in theoretical physics, physical chemistry and mathematical finance.
The inclusion of a new chapter on the numerical treatment of stochastic differential equations further enhances the value of the third edition of this classic text 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)
Autor*in
Crispin Gardiner
Themen in »Handbook of Stochastic Methods«
Diffusion Fokker-Planck equation Markov process Stochastic Processes Theoretical physics master equation statistical physics