Stochastic Processes, Formalism and Applications

Inhaltsverzeichnis

• Basic concepts and techniques in the theory of stochastic processes introduction to Markov processes.
• Gaussian stochastic processes.
• Fokker-Planck equations for stochastic processes.
• Stochastic differential equations.
• On some new concepts in probability theory.
• Decay of metastable states — Kramers, first passage time and variational approaches.
• Instantons in the dynamical evolution of Fokker-Planck systems.
• Projection operator techniques in stochastic processes.
• Projection operator methods in linear stochastic differential equations.
• Continuous-time random walk theory and non-exponential decays of correlation functions.
• On the approximate solutions of the nonlinear langevin equations.
• Solution of fokker-planck equations using Trotter's formula.
• Monte Carlo methods : An introduction.
• Numerical solution for the nonlinear Fokker-Planck equation.
• Stability of stochastic systems.
• Optical resonance in partially coherent fields.
• Stochastic modelling of relaxation effects in line shapes.
• Brownian motion and condensed matter physics classical and quantum diffusion.
• Relaxation of single domain magnetic particles.
• Langevin equation — application to liquid state dynamics.
• Stochastic modeling of molecular dynamics.
• Nonequilibrium phase transitions — A review.
• Analogue of optical bistability in driven Josephson junctions.
• Nonlinear phenomena in chemical kinetics.
• Goldstone modes in non-equilibrium phase transitions.
• Phase transitions in a system of atoms interacting with a coherent field.
• Localization and diffusion.
• Continuous-time random-walk in disordered systems.
• Random matrices in condensed matter physics.
• Stochastic evolution in ising models.
• Relaxational dynamics of spin-glasses near transition temperature.
• Wave propagation in random media.