Probabilistic methods in applied physics
By: Paul Krée, Walter Wedig (eds.).
Contributors: Krée, Paul.; Wedig, Walter, 1937-
Series: Lecture notes in physics ;; 451
Publisher: Springer
Published: 1995
Place of publication: Berlin
Language: eng
Number of pages: 393
Subjects: Stochastic processes.; Probabilities.; Numerical analysis.; Mathematical physics.
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.
Notes: English and French.
Includes bibliographical references.