ENGLISH

Probabilistic Methods in Applied Physics

Book information

Publisher
Springer Berlin Heidelberg
Year
1995
ISBN
978-3-540-60214-9, 978-3-540-44725-2
DOI
10.1007/3-540-60214-3
Language
english
Format
PDF
Filesize
5 MB (5699604 bytes)
Series
Lecture Notes in Physics 451
Pages
IX, 393 p.\401
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00

Description

This book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques. In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.

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