Stochastic Processes, Formalism and Applications: Proceedings of the Winter School Held at the University of Hyderabad, India, December 15 24, 1982

Agarwal, G. S.

ISBN 10: 3540123261 / ISBN 13: 9783540123262

Editore: Springer 1983-07, 1983

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Codice articolo 6666-IUK-9783540123262

Dati bibliografici

• Titolo: Stochastic Processes, Formalism and Applications: Proceedings of the Winter School Held at the University of Hyderabad, India, December 15 24, 1982
• Editore: Springer 1983-07
• Data di pubblicazione: 1983
• Lingua: Inglese
• ISBN 10: 3540123261
• ISBN 13: 9783540123262
• Rilegatura: PF
• Condizione: New

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Contenuti

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.