This book is an outcome of a European collaboration on applications of shastical 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, Lyapounov exponents, shastic modelling, statistics on trajectories, parametric shastic control, Fokker Planck equations, and Wiener filtering.
This book is an outcome of a European collaboration on applications of shastical 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, Lyapounov exponents, shastic modelling, statistics on trajectories, parametric shastic control, Fokker Planck equations, and Wiener filtering.
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