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Stochastic numerical methods : an introduction for students and scientists / Raul Toral and Pere Colet.

By: Contributor(s): Series: Physics textbookPublication details: Weinheim, Germany : Wiley-VCH, c2014.Description: xv, 402 p. : illustrations ; 25 cmISBN:
  • 9783527411498
Subject(s): DDC classification:
  • 518.28 23 T676
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-- A. Generation of Uniform ^U (0; 1) Random Numbers-- B. Generation of n-dimensional Correlated Gaussian Variables-- C. Calculation of the Correlation Function of a Series-- D. Collective Algorithms for Spin Systems-- E. Histogram Extrapolation-- F. Multicanonical Simulations-- G. Discrete Fourier Transform-- Reference-- Index.
Summary: The book introduces at a master's 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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 518.28 T676 (Browse shelf(Opens below)) Available 136205
Total holds: 0

Includes bibliographical references and index.

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--
A. Generation of Uniform ^U (0; 1) Random Numbers--
B. Generation of n-dimensional Correlated Gaussian Variables-- C. Calculation of the Correlation Function of a Series--
D. Collective Algorithms for Spin Systems--
E. Histogram Extrapolation--
F. Multicanonical Simulations--
G. Discrete Fourier Transform--
Reference--
Index.

The book introduces at a master's 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.

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