Stochastic Numerical Methods

An Introduction for Students and Scientists

Nonfiction, Science & Nature, Science, Physics, Mathematical Physics
Cover of the book Stochastic Numerical Methods by Pere Colet, Raúl Toral, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Pere Colet, Raúl Toral ISBN: 9783527683123
Publisher: Wiley Publication: June 26, 2014
Imprint: Wiley-VCH Language: English
Author: Pere Colet, Raúl Toral
ISBN: 9783527683123
Publisher: Wiley
Publication: June 26, 2014
Imprint: Wiley-VCH
Language: English

Stochastic Numerical Methods introduces at Master 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.) where some of the techniques have been used recently to numerically simulate different agent-based models.

Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding.

From the contents:

  • Review of Probability Concepts
  • Monte Carlo Integration
  • Generation of Uniform and Non-uniform
  • Random Numbers: Non-correlated Values
  • Dynamical Methods
  • Applications to Statistical Mechanics
  • Introduction to Stochastic Processes
  • Numerical Simulation of Ordinary and
  • Partial Stochastic Differential Equations
  • Introduction to Master Equations
  • Numerical Simulations of Master Equations
  • Hybrid Monte Carlo
  • Generation of n-Dimensional Correlated
  • Gaussian Variables
  • Collective Algorithms for Spin Systems
  • Histogram Extrapolation
  • Multicanonical Simulations
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Stochastic Numerical Methods introduces at Master 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.) where some of the techniques have been used recently to numerically simulate different agent-based models.

Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding.

From the contents:

More books from Wiley

Cover of the book Petroleum Refinery Process Modeling by Pere Colet, Raúl Toral
Cover of the book Discussion as a Way of Teaching by Pere Colet, Raúl Toral
Cover of the book Property Boom and Banking Bust by Pere Colet, Raúl Toral
Cover of the book The Canadian Real Estate Action Plan by Pere Colet, Raúl Toral
Cover of the book Key Account Management - Das Praxishandbuch B2B by Pere Colet, Raúl Toral
Cover of the book The Sustainable MBA by Pere Colet, Raúl Toral
Cover of the book Gender, Art and Death by Pere Colet, Raúl Toral
Cover of the book Basic English Grammar For Dummies - US by Pere Colet, Raúl Toral
Cover of the book Raise Your Game by Pere Colet, Raúl Toral
Cover of the book Urban Transit by Pere Colet, Raúl Toral
Cover of the book The Power of Self-Coaching by Pere Colet, Raúl Toral
Cover of the book Reviews in Computational Chemistry by Pere Colet, Raúl Toral
Cover of the book Global Development of the Community College Model by Pere Colet, Raúl Toral
Cover of the book System Safety for the 21st Century by Pere Colet, Raúl Toral
Cover of the book Nanotechnologies for Synthetic Super Non-wetting Surfaces by Pere Colet, Raúl Toral
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy