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Numerical solution of stochastic differential equations / Peter E. Kloeden (1995)
Titre : Numerical solution of stochastic differential equations Type de document : texte imprimé Auteurs : Peter E. Kloeden, Auteur ; E. Platen, Auteur Mention d'édition : 2nd. Ed. Editeur : Berlin : Springer-Verlag Année de publication : 1995 Collection : Applications of mathematics num. 23 Importance : XXXV-632 P. Présentation : Relié. Graph. Format : 23 cm ISBN/ISSN/EAN : 978-3-540-54062-5 Langues : Anglais (eng) Catégories : (02.50) Theorie des Probabilites, processus stochastiques et statistiques. Theorie de l'information Mots-clés : stochastic analysis probability theory differential equations Index. décimale : 02.50 Résumé : part i. preliminaries chap 1. probability and statistics chap 2. probability and stochastic process part ii. chap 3. ito stochastic calculus chap 4. stochastic differential equations chap 5. stochastic taylor expansions part iii. applications of stochastic differential equations chap 6. modelling with stochastic differential equations chap 7. applications of stochastic differential equations part iv. time discrete approximations chap 8. time discrete approximation of deterministic equations chap 9. introduction to stochastic time discrete approximation part v strong approximations chap 10. strong taylor approximations chap 11. explicit strong approximations chap 12. implicit strong approximations chap 13. selected applications of strong approximations part vi. weak approximations chap 14. weak taylor approximations chap 15. explicit and implicit weak approximations chap 16. variance reduction methods chap 17. selected applications of weak approximations Exemplaires (1)
Code-barres Cote Support Localisation Section Disponibilité PQ001357 02.50.16 texte imprimé Bibli FERMI 3R4 Recherche Disponible Stochastic Dynamics of Complex Systems / Paolo Sibani (2013)
Titre : Stochastic Dynamics of Complex Systems : From Glasses to Evolution Type de document : texte imprimé Auteurs : Paolo Sibani, Auteur ; Henrik Jeldtoft Jensen, Auteur Editeur : London : Imperial College Press Année de publication : 2013 Collection : Series on complexity science Importance : XVIII-281 P. Présentation : Relie. Couv. en coul., graph. Format : 23 cm ISBN/ISSN/EAN : 978-1-84816-993-7 Langues : Anglais (eng) Catégories : (05.40) Fluctuations, processus aleatoires et mouvement Brownien Mots-clés : Markov processes Stochastic analysis Monte Carlo method Complex systems Spin glass models Aging materials Colloids Complex systems biological Index. décimale : 05.40 Exemplaires (1)
Code-barres Cote Support Localisation Section Disponibilité PQ003518 05.40.SIB texte imprimé Bibli FERMI 3R4 Recherche Disponible Stochastic quantization / Mikio Namiki (1992)
Titre : Stochastic quantization Type de document : texte imprimé Auteurs : Mikio Namiki, Auteur Editeur : Berlin : Springer-Verlag Année de publication : 1992 Collection : Lecture Notes in Physics num. m9 Importance : X-217 p. Présentation : Relié. Graph. Format : 24 cm ISBN/ISSN/EAN : 978-3-540-55563-6 Langues : Anglais (eng) Catégories : (05.20) Mecanique statistique classique et quantique Mots-clés : quantization path-integral methods (atomic physics) stochastic analysis gauge field theories renormalization stochastic processes perturbation theory Index. décimale : 05.20 Résumé : chapter i - background ideas chapter ii -elements of the theory of stochastic processes chapter iii - general prescription of stochastic quantization chapter iv - perturbative approach to scalar field theor chapter v - pertubative approach to gauge fields chapter vi - stochastic quantization of constrained systems chapter vii - superfield formulation chapter viii - renormalization scheme in stochastic quantization chapter ix - new regularizations in stochastic quantizatio chapter x - generalized langevin equation and anomaly chapter xi - application to numerical simulations chapter xii - minkowski stochastic quantization and complex langevin equation appendix a - differential and integral calculus of grassmann variables appendix b - stochastic differential calculus-ito and stratonovich calculus references Exemplaires (1)
Code-barres Cote Support Localisation Section Disponibilité PQ001618 05.20.NAM texte imprimé Bibli FERMI 3R4 Recherche Disponible Nonlinear physics of complex systems / J. Parisi (1996)
Titre : Nonlinear physics of complex systems : current status and future trends Type de document : texte imprimé Auteurs : J. Parisi, Éditeur scientifique ; S.C. Muller, Éditeur scientifique ; W. Zimmermann, Auteur Editeur : Berlin : Springer-Verlag Année de publication : 1996 Collection : Lecture Notes in Physics num. 476 Importance : XIII-387 p. Présentation : Relié. Couv. en coul.,Ill., fig., graph. Format : 24 cm ISBN/ISSN/EAN : 978-3-540-61734-1 Langues : Anglais (eng) Catégories : (05.40) Fluctuations, processus aleatoires et mouvement Brownien Mots-clés : brownian motion pattern selection (fluid dynamics) solidification fluctuation phenomena stochastic analysis Index. décimale : 05.40 Résumé : bounds of properties of complex systems instability without instability ? spontaneous density fluctuations in granular flow and traffic pattern selection as a nonlinear eigenvalue problem conditional probability distributions of a turbulent cascade the couette-taylor flow : a paradigmatic system for instabilities, pattern formation and routes to chaos instabilities in smetic films why air bubbles in vater glow so easily competition of growth patterns in directed growth asymptotic dynamics in directional solidification chemical waves in media with complex anisotropy experiments on excitation waves localized turbulence and cellular structures in systems withe golbal couplin bifurcation theory of meandering spiral waves future trends in synergetics synergetic hardware concepts for self-organizing nonlinear time series analysis-potentials and limitations time series analysis of scalar time-delay feedback mode analysis of the generalized rossler system combinatorial optimization with coupled chemical reaction cells on superimposed dynamical multifractals the thermodynamics of random walk with applications to fractals and chaos brownian rectifiers : how to convert brownian motion into directed transport stochastics of pattern formation dynamics in superconducting arrays of josephon junctions scanning probe microscopy of self-organized structure formation in semiconductor systems impurity breakdown induced current filaments in n-gas as lattice-gas approach to collective transport phenomena in biological pattern formation simulation of chemotaxis equations in two-space dimensions dynamic instability and oscillations of microtubules Exemplaires (1)
Code-barres Cote Support Localisation Section Disponibilité PQ001431 05.40.38 texte imprimé Bibli FERMI 3R1 RDC Recherche Disponible Combinatorial Theory of the Free Product With Amalgamation and Operator-Valued Free Probability Theory / Roland Speicher (1998)
Titre : Combinatorial Theory of the Free Product With Amalgamation and Operator-Valued Free Probability Theory Type de document : texte imprimé Auteurs : Roland Speicher, Auteur Editeur : Providence [USA] : American Mathematical Society Année de publication : 1998 Collection : Memoirs of the American Mathematical Society num. 627 Importance : VIII-88 P. Présentation : Broché. Couv.en coul., graph. Format : 24 cm ISBN/ISSN/EAN : 978-0-8218-0693-7 Langues : Anglais (eng) Catégories : (02.50) Theorie des Probabilites, processus stochastiques et statistiques. Theorie de l'information Mots-clés : Operator theory Probability theory Stochastic analysis Distribution theory Mathematical methods in physics Index. décimale : 02.50 Résumé : I Preliminaries on non-crossing partitions - II Operator-valed multiplicative functions on the lattice of non-crossing partitions - III almagated free products - IV Operator-valued free probability theory - v Operator-valued stochastic processes and stochastic differential equations Exemplaires (1)
Code-barres Cote Support Localisation Section Disponibilité PQ003318 02.50.38 texte imprimé Bibli FERMI 3R4 Recherche Disponible Lectures on statistical physics and protein folding / Kerson Huang (2005)
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