Probabilistic Methods in Applied Physics

This study is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. In particular the volume covers: simulation; stability theory; Lyapunov exponents; stochastic modelling; and statistics on trajectories.

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This study is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques. In particular the volume covers: simulation; stability theory; Lyapunov exponents; stochastic modelling; statistics on trajectories; parametric stochastic control; Fokker Planck equations; and Wiener filtering.