Overview

The book introduces at a master's level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc. ) and Engineering, but also social sciences (Economy, Sociology, etc.

Full Product Details

Author:   Raúl Toral ,  Pere Colet
Publisher:   Wiley-VCH Verlag GmbH
Imprint:   Wiley-VCH Verlag GmbH
Dimensions:   Width: 17.00cm , Height: 2.10cm , Length: 24.60cm
Weight:   0.926kg
ISBN:  

9783527411498

ISBN 10:   3527411496
Pages:   416
Publication Date:   09 July 2014
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   To order  
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

1. Review of Probability Concepts 2. Monte Carlo Integration 3. Generation of Non-uniform Random Numbers: Non-correlated Values 4. Dynamical Methods 5. Applications to Statistical Mechanics 6. Introduction to Stochastic Processes 7. Numerical Simulation of Stochastic Differential equations 8.Introduction to Master Equations 9. Numerical Simulations of Master Equations 10. Hybrid Monte Carlo 11. Stochastic Partial Differential Equations A. Generation of Uniform ^U (0; 1) Random Numbers B. Generation of n-dimensional Correlated Gaussian Variables C. Calculation of the Correlation Function of a Series D. Collective Algorithms for Spin Systems E. Histogram Extrapolation F. Multicanonical Simulations G. Discrete Fourier Transform

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Author Information

Raul Toral is head of the department of Complex Systems at IFISC (Palma de Mallorca, Spain). He obtained his academic degrees from Barcelona university (Spain), spent two years at THE Physics Department of Edinburgh University (UK), and two more years at Lehigh University (Pennsylvania, USA), before joining the University of Balearic Islands where he has been a full professor since 1994. Prof. Toral has authored 200 scientific publications. He was the director of the Physbio International Summer School on Stochastic Processes in Biology held in St. Etienne de Tinnée (France) in 2006, and a member of the editorial board of Fluctuations and Noise Letters (2005-2007), as well as the organizer of several conferences devoted to basic issues and applications of Nonlinear and Statistical Physics. Pere Colet is Research Professor at IFISC (CSIC-UIB). He obtained his M.Sc. degree in physics from Universitat de Barcelona (1987) and his Ph. D. also in Physics from Universitat de les Illes Balears (1991), Spain. He was a postdoctoral Fulbright fellow at the School of Physics of the Georgia Institute of Tecnology. In May 1995, he joined the Spanish Consejo Superior de Investigaciones Cientificas. He has co-authored over 100 papers in ISI journals as well as 35 other scientific publications. His research interests include fluctuations and nonlinear dynamics of semiconductor lasers, synchronization of chaotic lasers and encoded communications, synchronization of coupled nonlinear oscillators, pattern formation, and quantum fluctuations in nonlinear optical cavities and dynamics of dissipative solitons.

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