Handbook of Stochastic Methods covers the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quantum-mechanical Markov processes. 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 In this second edition extra material has been added with recent progress in stochastic methods taken into account.
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6 of 6 people found the following review helpful:
5.0 out of 5 stars
A very important book in th area,
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,
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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.,
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.
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Key Phrases - Statistically Improbable Phrases (SIPs):
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stochastic integration, white noise process, homogeneous processes, system size expansion, small noise expansion, cubic process, commutative noise, nonanticipating function, mean exit time, temporal correlation structures, adiabatic elimination, spatially distributed systems, mean first passage time, regression theorem, deterministic steady state, master equation, mean square limit, deterministic motion, jump processes, reflecting barrier, multivariable systems, first exit time, fast variables, stationary solution Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Fokker-Planck Equations, Adiabatic Elimination of Fast Variables, Several Dimensions, One Dimension, Markov Processes, Simulation of Stochastic Differential Equations, The General Case, Probability Concepts, Approximation of Master Equations, Escape Problems, Phase-Space Master Equation, Some Examples, Electronic Systems, Stochastic Processes, Equilibration of Populations, Historical Introduction, Multivariate Master Equation Description, Some Historical Examples, Each Well, Double-Well Potential, Limit of Nonwhite Process, Polar Coordinates, Birth-Death Systems, Theory of Random Noise Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
stochastic integration, white noise process, homogeneous processes, system size expansion, small noise expansion, cubic process, commutative noise, nonanticipating function, mean exit time, temporal correlation structures, adiabatic elimination, spatially distributed systems, mean first passage time, regression theorem, deterministic steady state, master equation, mean square limit, deterministic motion, jump processes, reflecting barrier, multivariable systems, first exit time, fast variables, stationary solution Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Fokker-Planck Equations, Adiabatic Elimination of Fast Variables, Several Dimensions, One Dimension, Markov Processes, Simulation of Stochastic Differential Equations, The General Case, Probability Concepts, Approximation of Master Equations, Escape Problems, Phase-Space Master Equation, Some Examples, Electronic Systems, Stochastic Processes, Equilibration of Populations, Historical Introduction, Multivariate Master Equation Description, Some Historical Examples, Each Well, Double-Well Potential, Limit of Nonwhite Process, Polar Coordinates, Birth-Death Systems, Theory of Random Noise Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 15
books:
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100
books
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- Stochastic Differential Equations 1976: Kyoto: International Symposium Proceedings by Kiyosi Ito on 24 pages
- Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library) by N.G. Van Kampen in Front Matter, and Back Matter
- Stochastic Differential Equations (Siam-Ams Proceedings Ser .: No 6) by N. Y.) Symposium in Applied Mathematics (1972 New York in Back Matter (1), and Back Matter (2)
- Stochastic Models in Biology by Narendra S. Goel in Back Matter
- Selected Papers on Noise and Stochastic Processes by Nelson Wax in Back Matter
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- Modern Aspects of Diffusion-Controlled Reactions, Volume 34: Cooperative Phenomena in Bimolecular Processes (Comprehensive Chemical Kinetics) by E. Kotomin on 4 pages
- Analysis Of Chemically Reactng (Topics in Chemical Engineering) by L. K. Doraiswamy on 4 pages
- Statistical Methods in Quantum Optics 1: Master Equations and Fokker-Planck Equations (Theoretical and Mathematical Physics) (v. 1) by Howard J. Carmichael in Back Matter (1), and Back Matter (2)
- Information and Self-Organization: A Macroscopic Approach to Complex Systems (Springer Series in Synergetics) by Hermann Haken in Back Matter (1), and Back Matter (2)
- Engineering Applications of Noncommutative Harmonic Analysis: With Emphasis on Rotation and Motion Groups by Gregory S. Chirikjian on page 509, and page 539
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