Item description for Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics) by Crispin W. Gardiner...
This valuable and highly-praised reference collects and explains, in simple language and reasonably deductive form, those formulas and methods and their applications used in modern Statistical Physics, including the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quantum-mechanical Markov processes. The practical orientation and broad coverage appeal to researchers and academics working in theoretical physics, physical chemistry, and related fields.
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
From the reviews: "Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts in stochastic theory." (Journal of Quantum Electronics)
"A first class book." (Optica Acta)
"Ideal for people who need a clear introduction to stochastic mathematics and their applications in physical sciences... an excellent self study and reference book." (Quantnotes.com)
"This well-established volume takes a supreme position [among the many books on the subject].. This extremely valuable contribution to the field of applied stochastic methods can be recommended to graduate students, researchers, and university teachers." (Optimization)
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Est. Packaging Dimensions: Length: 9.1" Width: 6.1" Height: 1.1" Weight: 1.25 lbs.
Release Date Apr 28, 2004
ISBN 3540208828 ISBN13 9783540208822
Reviews - What do customers think about Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics)?
OK, but van Kampen is better Jul 14, 2007
"Handbook" is a fitting title. It reads more like a collection of solution techniques than like a book meant to actually teach the subject to someone, which is perfectly acceptable for a reference book but not really suitable for a textbook.
Unfortunately for this book, however, van Kampen's book is better as both a reference and a textbook. While generally written with a somewhat higher degree of sophistication, van Kampen is organized so much more logically and is so much more complete in its development of the subject that it is far easier to read, even as (or maybe especially as?) an introductory book.
Gardiner is a good book, and there are things that it has over van Kampen: a chapter on approximation methods, a chapter on simulation methods, and a little bit more detail on certain topics. However, van Kampen's is a phenomenal book and really should be chosen over this one except by those readers with very specific needs.
A fresh perspective on stochastic processes Sep 11, 2003
This is a great book on stochastic processes. The author has a unique perspective on the subject and elegantly moves from one topic to the next. A great help in understanding difficult concepts.
A very important book in th area May 12, 2000
This is a great book. The different chapters are very clearly written and each of them could be applied as a tool for solving similar problems, one may encounter in his (hers) research. Although the text is not introductory, with some effort, the reader could avoid going through more elementary books on the subject first.