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Probabilistic methods in applied physics /

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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 scienti...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Krée, Paul, Wedig, Walter, 1937-
Format: eBook
Language:English
French
Language Notes:English and French.
Published: Berlin : Springer, [1995]
Series:Lecture notes in physics ; 451.
Subjects:
Stochastic processes.
Probabilities.
Numerical analysis.
Mathematical physics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (viii, 393 pages) : illustrations.
Format:Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:Includes bibliographical references.
ISBN:9783540447252 (electronic bk.)
3540447253 (electronic bk.)
ISSN:1616-6361 ;