Stochastic Numerical Methods An Introduction for Students and Scientists 1st Edition by Raúl Toral, Pere Colet ISBN 978-3527683123 3527683123

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Product details: 

ISBN 10:   3527683123

ISBN 13: 978-3527683123

Author: Raúl Toral, Pere Colet

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.

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

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Tags: Raúl Toral, Pere Colet, Stochastic Numerical, An Introduction, Students and Scientists