Stochastic processes in physics and chemistry

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  • Author : N. G. van Kampen
  • Publisher : Anonim
  • Pages : 463 pages
  • ISBN :
  • Rating : 4/5 from 21 reviews
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Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry
  • Author : N.G. Van Kampen
  • Publisher : Elsevier
  • Release : 30 August 2011
GET THIS BOOKStochastic Processes in Physics and Chemistry

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum

Stochastic Processes in Physics, Chemistry, and Biology

Stochastic Processes in Physics, Chemistry, and Biology
  • Author : Jan A. Freund,Thorsten Pöschel
  • Publisher : Springer
  • Release : 11 January 2008
GET THIS BOOKStochastic Processes in Physics, Chemistry, and Biology

The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitable for analyzing the influence of noise on a wide range of systems. The credit for acquiring all the deep insights and powerful methods is due ma- ly to a handful of physicists and mathematicians: Einstein, Smoluchowski, Langevin, Wiener, Stratonovich, etc. Hence it is no surprise that until - cently the bulk of basic and applied stochastic

Stochastic Processes for Physicists

Stochastic Processes for Physicists
  • Author : Kurt Jacobs
  • Publisher : Cambridge University Press
  • Release : 18 February 2010
GET THIS BOOKStochastic Processes for Physicists

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for

The Langevin Equation

The Langevin Equation
  • Author : William Coffey,Yu. P. Kalmykov,J. T. Waldron
  • Publisher : World Scientific
  • Release : 20 September 1996
GET THIS BOOKThe Langevin Equation

The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response

Physics of Stochastic Processes

Physics of Stochastic Processes
  • Author : Reinhard Mahnke,Jevgenijs Kaupuzs,Ihor Lubashevsky
  • Publisher : John Wiley & Sons
  • Release : 04 August 2009
GET THIS BOOKPhysics of Stochastic Processes

Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations. In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will

Stochastic Processes in Quantum Physics

Stochastic Processes in Quantum Physics
  • Author : Masao Nagasawa
  • Publisher : Birkhäuser
  • Release : 06 December 2012
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From the reviews: "The text is almost self-contained and requires only an elementary knowledge of probability theory at the graduate level. The book under review is recommended to mathematicians, physicists and graduate students interested in mathematical physics and stochastic processes. Furthermore, some selected chapters can be used as sub-textbooks for advanced courses on stochastic processes, quantum theory and quantum chemistry." ZAA

The Langevin Equation

The Langevin Equation
  • Author : William Coffey,Yu. P. Kalmykov,J. T. Waldron
  • Publisher : World Scientific
  • Release : 20 September 2021
GET THIS BOOKThe Langevin Equation

This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large

Analysis and Control of Complex Nonlinear Processes in Physics, Chemistry and Biology

Analysis and Control of Complex Nonlinear Processes in Physics, Chemistry and Biology
  • Author : L. Schimansky-Geier
  • Publisher : World Scientific
  • Release : 20 September 2021
GET THIS BOOKAnalysis and Control of Complex Nonlinear Processes in Physics, Chemistry and Biology

Nonlinear dynamics of complex processes is an active research field with large numbers of publications in basic research, and broad applications from diverse fields of science. Nonlinear dynamics as manifested by deterministic and stochastic evolution models of complex behavior has entered statistical physics, physical chemistry, biophysics, geophysics, astrophysics, theoretical ecology, semiconductor physics and -optics, etc. This field of research has induced a new terminology in science connected with new questions, problems, solutions and methods. New scenarios have emerged for spatio-temporal

Stochastic Processes in Chemical Physics

Stochastic Processes in Chemical Physics
  • Author : K. E. Shuler
  • Publisher : Wiley-Interscience
  • Release : 05 December 2006
GET THIS BOOKStochastic Processes in Chemical Physics

The Advances in Chemical Physics series provides the chemical physics and physical chemistry fields with a forum for critical, authoritative evaluations of advances in every area of the discipline. Filled with cutting-edge research reported in a cohesive manner not found elsewhere in the literature, each volume of the Advances in Chemical Physics series serves as the perfect supplement to any advanced graduate class devoted to the study of chemical physics.

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics
  • Author : Horacio S Wio
  • Publisher : World Scientific
  • Release : 07 February 1994
GET THIS BOOKAn Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics. It offers the opportunity of being acquainted with stochastic, kinetic and nonequilibrium processes. Although the research techniques in these areas have become standard procedures, they are not usually taught in the normal courses on statistical physics. For students of physics in their last year and graduate students who wish to gain an invaluable introduction

Theory and Applications of Stochastic Processes

Theory and Applications of Stochastic Processes
  • Author : Zeev Schuss
  • Publisher : Springer Science & Business Media
  • Release : 09 December 2009
GET THIS BOOKTheory and Applications of Stochastic Processes

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy

Stochastic Processes and Applications

Stochastic Processes and Applications
  • Author : Grigorios A. Pavliotis
  • Publisher : Springer
  • Release : 19 November 2014
GET THIS BOOKStochastic Processes and Applications

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in