Numerical stochastic models of non-equilibrium processes

Stochastic differential equations (SDE) are used for modeling of non-equilibrium physicalchemical processes in gases and plasmas. Statistical equivalence of the fto SDE and Fokker–Planck equations allows to treat a numerical solution of SDE as a method of the mathematical physics problems solution. The mutual relation between the coefficients of both problems is established using peculiarities of functional-coefficients of the Markov processes. The one- and two-dimensional stable algorithms are applied to analysis of the fluctuation phase of water vapor condensation and to calculation of plasma parameters in drift approximation (taking into account Landau's description of plasma collisions using anisotropic Rosenblth's potentials). The stochastic approach can be also used for constructions of models of both the phase transitions and plasma chemical processes as well as for creation of hybrid computations codes.