Download Stochastic Numerical Methods Pdf

Stochastic Numerical Methods true
By:Ra?l Toral,Pere Colet
Published on 2014-06-26 by John Wiley & Sons


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

This Book was ranked at 17 by Google Books for keyword Scientists.

Book ID of Stochastic Numerical Methods's Books is N2vsAwAAQBAJ, Book which was written byRa?l Toral,Pere Colethave ETAG "63llhrnxfss"

Book which was published by John Wiley & Sons since 2014-06-26 have ISBNs, ISBN 13 Code is 9783527683123 and ISBN 10 Code is 3527683127

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