By Raúl Toral,Pere Colet

Stochastic Numerical Methods introduces at grasp point the numerical tools that use chance or stochastic ideas to research random procedures. The publication goals at being fairly normal and is addressed at scholars of average sciences (Physics, Chemistry, arithmetic, Biology, etc.) and Engineering, but in addition social sciences (Economy, Sociology, etc.) the place a number of the options were used lately to numerically simulate varied agent-based types.

Examples integrated within the ebook variety from phase-transitions and significant phenomena, together with information of information research (extraction of severe exponents, finite-size results, etc.), to inhabitants dynamics, interfacial development, chemical reactions, and so forth. software listings are built-in within the dialogue of numerical algorithms to facilitate their understanding.

From the contents:

  • Review of chance 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 standard and
  • Partial Stochastic Differential Equations
  • Introduction to grasp Equations
  • Numerical Simulations of grasp Equations
  • Hybrid Monte Carlo
  • Generation of n-Dimensional Correlated
  • Gaussian Variables
  • Collective Algorithms for Spin Systems
  • Histogram Extrapolation
  • Multicanonical Simulations

Show description

Read or Download Stochastic Numerical Methods: An Introduction for Students and Scientists PDF

Similar mathematical physics books


Supergravity, including string thought, is without doubt one of the most vital advancements in theoretical physics. Written by means of of the main revered staff within the box, this can be the first-ever authoritative and systematic account of supergravity. The ebook starts off by means of reviewing elements of relativistic box conception in Minkowski spacetime.

Localization in Periodic Potentials: From Schrödinger Operators to the Gross–Pitaevskii Equation (London Mathematical Society Lecture Note Series)

This booklet presents a accomplished remedy of the Gross–Pitaevskii equation with a periodic capability; specifically, the localized modes supported by means of the periodic power. It takes the mean-field version of the Bose–Einstein condensation because the start line of study and addresses the life and balance of localized modes.

Gravitation und Relativität: Eine Einführung in die Allgemeine Relativitätstheorie (De Gruyter Studium) (German Edition)

Die Relativitätstheorie gehört zu den bekanntesten Theorien der Physik. Auch wenn ihre unmittelbaren Auswirkungen auf unser tägliches Leben praktisch vernachlässigbar sind, geht von ihr dennoch eine große Faszination aus. Das vorliegende Buch bahnt physikalisch interessierten Lesern mit grundlegenden Kenntnissen der höheren Mathematik einen anschaulichen und nachvollziehbaren Weg zum Verständnis der Relativitätstheorie.

Strain Gradient Plasticity-Based Modeling of Damage and Fracture (Springer Theses)

This ebook presents a entire advent to numerical modeling of dimension results in steel plasticity. the most sessions of pressure gradient plasticity formulations are defined and successfully applied within the context of the finite point process. a powerful numerical framework is gifted and hired to enquire the position of pressure gradients on structural integrity evaluation.

Additional resources for Stochastic Numerical Methods: An Introduction for Students and Scientists

Example text

Download PDF sample

Rated 4.83 of 5 – based on 47 votes