Stochastic Processes Formalism and Applications [electronic resource] : Proceedings of the Winter School Held at the University of Hyderabad, India December 15 – 24, 1982 /

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.

Bibliographic Details

Main Authors:	Agarwal, G. S. editor., Dattagupta, S. editor., SpringerLink (Online service)
Format:	Texto biblioteca
Language:	eng
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1983
Subjects:	Physics., Theoretical, Mathematical and Computational Physics.,
Online Access:	http://dx.doi.org/10.1007/3-540-12326-1
Tags:	Add Tag No Tags, Be the first to tag this record!