Title: Probabilistic methods in applied 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.
Subjects: Stochastic processes, Probabilities, Numerical analysis, Mathematical physics, Fluids, Physics, Distribution (Probability theory), Chemistry, Mathematics, Mathematical Methods in Physics, Numerical and Computational Methods, Probability Theory and Stochastic Processes, Math. Applications in Chemistry, Numerical and Computational Methods in Engineering