Home » Nonfiction » Pere Colet » Stochastic Numerical Methods

October 15 , 2010

Stochastic Numerical Methods

An Introduction for Students and Scientists


Stochastic Numerical Methods introduces at Master 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.) where some of the techniques have been used recently to numerically simulate different agent-based models.

Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding.

From the contents:

Download MBR

Read also

Molly the Mole

Molly the Mole has lots of friends, but sometimes gets sad because of how different she feels. Then one day, she realises that the reason her friends love her is because there aren’t many animals like her around...Truth & Tails’ mission is to eliminate prejudice, encourage acceptance and aid understanding by addressing hard-to-deal-with…

  • Review of Probability Concepts
  • Monte Carlo Integration
  • Generation of Uniform and Non-uniform
  • Random Numbers: Non-correlated Values
  • Dynamical Methods
  • Applications to Statistical Mechanics
  • Introduction to Stochastic Processes
  • Numerical Simulation of Ordinary and
  • Partial Stochastic Differential Equations
  • Introduction to Master Equations
  • Numerical Simulations of Master Equations
  • Hybrid Monte Carlo
  • Generation of n-Dimensional Correlated
  • Gaussian Variables
  • Collective Algorithms for Spin Systems
  • Histogram Extrapolation
  • Multicanonical Simulations
Show more...

How to download book

Buy this book

You can buy this book now only for $49.69. This is the lowest price for this book.

Buy book

Download book free

If you want to download this book for free, please register, approve your account and get one book for free.


After that you may download book «Stochastic Numerical Methods»:

Download PDF:


Download TXT:


Download MS Word: