Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics) [Paperback]

Crispin Gardiner (Author)

Book Description

ISBN-10: 3540208828 | ISBN-13: 978-3540208822 | Publication Date: April 28, 2004 | Edition: 3rd

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In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.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)

 

Product Details

• Paperback: 415 pages
• Publisher: Springer; 3rd edition (April 28, 2004)
• Language: English
• ISBN-10: 3540208828
• ISBN-13: 978-3540208822
• Product Dimensions: 9.1 x 6.1 x 1.1 inches
• Shipping Weight: 1.2 pounds
• Average Customer Review: 3.5 out of 5 stars  See all reviews (4 customer reviews)
• Amazon Best Sellers Rank: #1,587,851 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

6 of 6 people found the following review helpful:

5.0 out of 5 stars A very important book in th area, May 11, 2000

By A Customer

This review is from: Handbook of Stochastic Methods: For Physics, Chemistry and Natural Sciences (Springer Series in Synergetics) (Paperback)

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.

6 of 7 people found the following review helpful:

3.0 out of 5 stars OK, but van Kampen is better, July 14, 2007

By 

K. MCHALE (Pasadena, CA United States) - See all my reviews
(REAL NAME)   

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This review is from: Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics) (Paperback)

"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.

1 of 1 people found the following review helpful:

1.0 out of 5 stars Hard to follow book., November 14, 2010

By 

Alie Brown "Alie" (U.K.) - See all my reviews

This review is from: Handbook of Stochastic Methods: For Physics, Chemistry and Natural Sciences (Springer Series in Synergetics) (Paperback)

This book might be mathematically sound, but it is extremely hard to follow. The contents are in no way elementary, yet the author doesn't use the customary procedure of naming theorems, proofs and examples. As a result, the entire exposition is confusing and you have a consistent feeling of being lost among "easy", "elementary", "obvious" and "trivial" things.
Furthermore, the author completely fails on hinting any way of applying the mathematical results he boringly describe. No figures, no algorithms, no well fleshed out examples that the reader who has not been following the subject in the last one hundred years can easily understand. So, there is no way you can consider this an introductory book, but because the poor structure is also swampy as a handbook or reference.

What can I say good about the book? Well, the choices in this subject are rather scarce and the author is having a good time by being the only one in the market.