Stochastic Dynamical Systems: Concepts, Numerical Methods, Data Analysis

A textbook designed for those commencing study in stochastic dynamical systems. It is addressed to students of physics, mathematics, chemistry, also those engaged in medical research, and aims to bridge mathematics and the applied sciences. It provides numerical methods and the tools to analyze complex systems. The book contains various stochastic and mathematical methods which are necessary for the analysis of complex systems such as polymeric melts, the human body and the atmosphere. Data analysis is treated, as well as simulation methods for given circumstances.