Intended for graduates and researchers in physics, chemistry, biology,
and applied mathematics, this book provides an up-to-date introduction
to current research in fluctuations in spatially extended systems. It
covers the theory of stochastic partial differential equations and gives
an overview of the effects of external noise on dynamical systems with
spatial degrees of freedom. Starting with a general introduction to
noise-induced phenomena in dynamical systems, the text moves on to an
extensive discussion of analytical and numerical tools needed to gain
information from stochastic partial differential equations. It then
turns to particular problems described by stochastic PDEs, covering a
wide part of the rich phenomenology of spatially extended systems, such
as nonequilibrium phase transitions, domain growth, pattern formation,
and front propagation. The only prerequisite is a minimal background
knowledge of the Langevin and Fokker-Planck equations.