Stochastic Processes, Formalism And Applications: Proceedings Of The Winter School Held At The University Of Hyderabad, India, D,Used

Stochastic Processes, Formalism And Applications: Proceedings Of The Winter School Held At The University Of Hyderabad, India, D,Used

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Basic concepts and techniques in the theory of stochastic processes introduction to Markov processes. Gaussian stochastic processes. FokkerPlanck equations for stochastic processes. Stochastic differential equations. On some new concepts in probability theory. Decay of metastable states Kramers, first passage time and variational approaches. Instantons in the dynamical evolution of FokkerPlanck systems. Projection operator techniques in stochastic processes. Projection operator methods in linear stochastic differential equations. Continuoustime random walk theory and nonexponential decays of correlation functions. On the approximate solutions of the nonlinear langevin equations. Solution of fokkerplanck equations using Trotter's formula. Monte Carlo methods : An introduction. Numerical solution for the nonlinear FokkerPlanck equation. Stability of stochastic systems. Optical resonance in partially coherent fields. Stochastic modelling of relaxation effects in line shapes. Brownian motion and condensed matter physics classical and quantum diffusion. Relaxation of single domain magnetic particles. Langevin equation application to liquid state dynamics. Stochastic modeling of molecular dynamics. Nonequilibrium phase transitions A review. Analogue of optical bistability in driven Josephson junctions. Nonlinear phenomena in chemical kinetics. Goldstone modes in nonequilibrium phase transitions. Phase transitions in a system of atoms interacting with a coherent field. Localization and diffusion. Continuoustime randomwalk in disordered systems. Random matrices in condensed matter physics. Stochastic evolution in ising models. Relaxational dynamics of spinglasses near transition temperature. Wave propagation in random media.

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