Ettore Vitali

(Author)

Theory and Simulation of Random Phenomena: Mathematical Foundations and Physical Applications (2018)Hardcover - 2018, 22 June 2018

Theory and Simulation of Random Phenomena: Mathematical Foundations and Physical Applications (2018)
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Part of Series
Unitext for Physics
Print Length
235 pages
Language
English
Publisher
Springer
Date Published
22 Jun 2018
ISBN-10
3319905147
ISBN-13
9783319905143

Description

The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. The book will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.

Product Details

Authors:
Ettore VitaliMario MottaDavide Emilio Galli
Book Edition:
2018
Book Format:
Hardcover
Country of Origin:
NL
Date Published:
22 June 2018
Dimensions:
23.39 x 15.6 x 1.6 cm
ISBN-10:
3319905147
ISBN-13:
9783319905143
Language:
English
Location:
Cham
Pages:
235
Publisher:
Weight:
530.7 gm

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