Stochastic processes in physics and chemistry

Stochastic processes in physics and chemistry
Author: N. G. van Kampen
Publsiher: Unknown
Total Pages: 463
Release: 2007
ISBN 10:
ISBN 13: OCLC:1034915079
Language: EN, FR, DE, ES & NL

Stochastic processes in physics and chemistry Book Review:

Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry
Author: N.G. Van Kampen
Publsiher: Elsevier
Total Pages: 464
Release: 2011-08-30
ISBN 10: 9780080475363
ISBN 13: 0080475361
Language: EN, FR, DE, ES & NL

Stochastic Processes in Physics and Chemistry Book Review:

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 Optics (Springer, Berlin 1991) D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992) W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004) Comprehensive coverage of fluctuations and stochastic methods for describing them A must for students and researchers in applied mathematics, physics and physical chemistry

Stochastic Processes in Physics Chemistry and Biology

Stochastic Processes in Physics  Chemistry  and Biology
Author: Jan A. Freund,Thorsten Pöschel
Publsiher: Springer
Total Pages: 518
Release: 2008-01-11
ISBN 10: 3540453962
ISBN 13: 9783540453963
Language: EN, FR, DE, ES & NL

Stochastic Processes in Physics Chemistry and Biology Book Review:

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 research was devoted to purely mathematical and physical questions. However, in the last decade we have witnessed an enormous growth of results achieved in other sciences - especially chemistry and biology - based on applying methods of stochastic processes. One reason for this stochastics boom may be that the realization that noise plays a constructive rather than the expected deteriorating role has spread to communities beyond physics. Besides their aesthetic appeal these noise-induced, noise-supported or noise-enhanced effects sometimes offer an explanation for so far open pr- lems (information transmission in the nervous system and information p- cessing in the brain, processes at the cell level, enzymatic reactions, etc.). They may also pave the way to novel technological applications (noise-- hanced reaction rates, noise-induced transport and separation on the na- scale, etc.). Key words to be mentioned in this context are stochastic r- onance, Brownian motors or ratchets, and noise-supported phenomena in excitable systems.

Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry
Author: N. G. van Kampen
Publsiher: North Holland
Total Pages: 419
Release: 1981
ISBN 10:
ISBN 13: UOM:39015053348259
Language: EN, FR, DE, ES & NL

Stochastic Processes in Physics and Chemistry Book Review:

This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.

Stochastic Processes for Physicists

Stochastic Processes for Physicists
Author: Kurt Jacobs
Publsiher: Cambridge University Press
Total Pages: 204
Release: 2010-02-18
ISBN 10: 1139486799
ISBN 13: 9781139486798
Language: EN, FR, DE, ES & NL

Stochastic Processes for Physicists Book Review:

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 simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

Stochastic Processes in Chemical Physics

Stochastic Processes in Chemical Physics
Author: K. E. Shuler
Publsiher: John Wiley & Sons
Total Pages: 391
Release: 2009-09-08
ISBN 10: 0470144009
ISBN 13: 9780470144008
Language: EN, FR, DE, ES & NL

Stochastic Processes in Chemical Physics Book Review:

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.

Stochastic Numerical Methods

Stochastic Numerical Methods
Author: Raúl Toral,Pere Colet
Publsiher: John Wiley & Sons
Total Pages: 416
Release: 2014-06-26
ISBN 10: 3527683127
ISBN 13: 9783527683123
Language: EN, FR, DE, ES & NL

Stochastic Numerical Methods Book Review:

Stochastic Numerical Methods introduces at Master level the numerical methods that use probability or stochastic concepts to analyze random processes. The book aims at being rather general and is addressed at students of natural sciences (Physics, Chemistry, Mathematics, Biology, etc.) and Engineering, but also social sciences (Economy, Sociology, etc.) where some of the techniques have been used recently to numerically simulate different agent-based models. Examples included in the book range from phase-transitions and critical phenomena, including details of data analysis (extraction of critical exponents, finite-size effects, etc.), to population dynamics, interfacial growth, chemical reactions, etc. Program listings are integrated in the discussion of numerical algorithms to facilitate their understanding. From the contents: Review of Probability Concepts Monte Carlo Integration Generation of Uniform and Non-uniform Random Numbers: Non-correlated Values Dynamical Methods Applications to Statistical Mechanics Introduction to Stochastic Processes Numerical Simulation of Ordinary and Partial Stochastic Differential Equations Introduction to Master Equations Numerical Simulations of Master Equations Hybrid Monte Carlo Generation of n-Dimensional Correlated Gaussian Variables Collective Algorithms for Spin Systems Histogram Extrapolation Multicanonical Simulations

Physics of Stochastic Processes

Physics of Stochastic Processes
Author: Reinhard Mahnke,Jevgenijs Kaupuzs,Ihor Lubashevsky
Publsiher: John Wiley & Sons
Total Pages: 447
Release: 2009-08-04
ISBN 10: 3527626107
ISBN 13: 9783527626106
Language: EN, FR, DE, ES & NL

Physics of Stochastic Processes Book Review:

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 benefit students and researchers at different educational levels. Solutions manual available for lecturers on www.wiley-vch.de

The Langevin Equation

The Langevin Equation
Author: William Coffey,Yu. P. Kalmykov,J. T. Waldron
Publsiher: World Scientific
Total Pages: 413
Release: 1996
ISBN 10: 9789810216511
ISBN 13: 9810216513
Language: EN, FR, DE, ES & NL

The Langevin Equation Book Review:

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 theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics
Author: Horacio S Wio
Publsiher: World Scientific
Total Pages: 232
Release: 1994-02-07
ISBN 10: 9814502650
ISBN 13: 9789814502658
Language: EN, FR, DE, ES & NL

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics Book Review:

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 on the above subjects, this book is a necessary tool. Contents:Stochastic Processes and the Master Equation:Stochastic ProcessesMarkovian ProcessesMaster EquationsKramers Moyal ExpansionBrownian Motion, Langevin and Fokker-Planck EquationsDistributions, BBGKY Hierarchy, Density Operator:Probability Density as a FluidBBGKY HierarchyMicroscopic Balance EquationsDensity OperatorLinear Nonequilibrium Thermodynamics and Onsager Relations:Onsager Regression to Equilibrium HypothesisOnsager RelationsMinimum Production of EntropyLinear Response Theory, Fluctuation-Dissipation Theorem:Correlation Functions: Definitions and PropertiesLinear Response TheoryFluctuation-Dissipation TheoremInstabilities and Far from Equilibrium Phase-Transitions:Limit Cycles, Bifurcations, Symmetry BreakingNoise Induced TransitionsFormation and Propagation of Patterns in Far from Equilibrium Systems:Reaction-Diffusion Descriptions and Pattern FormationPattern Propagation Readership: Graduate students in physics and chemistry. keywords:Stochastic Processes;Langevin and Fokker-Planck Equations;Statistical Physics;Onsager Relations;Linear Response;Nonequilibrium Statistical Physics;Transport Processes;Noise Induced Transitions;Instabilities;Pattern Formation and Propagation “This book introduces ways to investigate nonequilibrium statistical physics, mainly via stochastic processes, and presents results achieved with such methodology … it is suitable for seminars directed towards relatively mature students in theoretical physics or applied mathematics.” H Muthsam “The present book is a good choice for a single book covering the field … suitable for undergraduate students in the last year and graduate students. They will find in it a suggestive introduction that motivates them to dig deeper into the field and to look for those topics omitted from the text … highly recommended to anyone interested in becoming acquainted with nonequilibrium statistical physics.” Journal of Statistical Physics

The Langevin Equation

The Langevin Equation
Author: William Coffey,Yu. P. Kalmykov,J. T. Waldron
Publsiher: World Scientific
Total Pages: 704
Release: 2004
ISBN 10: 9789812795090
ISBN 13: 981279509X
Language: EN, FR, DE, ES & NL

The Langevin Equation Book Review:

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 number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles. Contents: Historical Background and Introductory Concepts; Langevin Equations and Methods of Solution; Brownian Motion of a Free Particle and a Harmonic Oscillator; Two-Dimensional Rotational Brownian Motion in N -Fold Cosine Potentials; Brownian Motion in a Tilted Cosine Potential: Application to the Josephson Tunnelling Junction; Translational Brownian Motion in a Double-Well Potential; Three-Dimensional Rotational Brownian Motion in an External Potential: Application to the Theory of Dielectric and Magnetic Relaxation; Rotational Brownian Motion in Axially Symmetric Potentials: Matrix Continued Fraction Solutions; Rotational Brownian Motion in Non-Axially Symmetric Potentials; Inertial Langevin Equations: Application to Orientational Relaxation in Liquids; Anomalous Diffusion. Readership: Advanced undergraduates, graduate students, academics and researchers in statistical physics, condensed matter physics and magnetism, the physics of fluids, theoretical chemistry and applied mathematics.

Theory and Applications of Stochastic Processes

Theory and Applications of Stochastic Processes
Author: Zeev Schuss
Publsiher: Springer Science & Business Media
Total Pages: 468
Release: 2009-12-09
ISBN 10: 1441916059
ISBN 13: 9781441916051
Language: EN, FR, DE, ES & NL

Theory and Applications of Stochastic Processes Book Review:

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 measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

Stochastic Processes in Polymeric Fluids

Stochastic Processes in Polymeric Fluids
Author: Hans C. Öttinger
Publsiher: Springer Science & Business Media
Total Pages: 362
Release: 2012-12-06
ISBN 10: 3642582907
ISBN 13: 9783642582905
Language: EN, FR, DE, ES & NL

Stochastic Processes in Polymeric Fluids Book Review:

This book consists of two strongly interweaved parts: the mathematical theory of stochastic processes and its applications to molecular theories of polymeric fluids. The comprehensive mathematical background provided in the first section will be equally useful in many other branches of engineering and the natural sciences. The second part provides readers with a more direct understanding of polymer dynamics, allowing them to identify exactly solvable models more easily, and to develop efficient computer simulation algorithms in a straightforward manner. In view of the examples and applications to problems taken from the front line of science, this volume may be used both as a basic textbook or as a reference book. Program examples written in FORTRAN are available via ftp from ftp.springer.de/pub/chemistry/polysim/.

Stochastic Processes in Quantum Physics

Stochastic Processes in Quantum Physics
Author: Masao Nagasawa
Publsiher: Birkhäuser
Total Pages: 598
Release: 2012-12-06
ISBN 10: 3034883838
ISBN 13: 9783034883832
Language: EN, FR, DE, ES & NL

Stochastic Processes in Quantum Physics Book Review:

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

Stochastic Processes

Stochastic Processes
Author: Wolfgang Paul,Jörg Baschnagel
Publsiher: Springer Science & Business Media
Total Pages: 280
Release: 2013-07-11
ISBN 10: 3319003275
ISBN 13: 9783319003276
Language: EN, FR, DE, ES & NL

Stochastic Processes Book Review:

This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.

Thinking Probabilistically

Thinking Probabilistically
Author: Ariel Amir
Publsiher: Cambridge University Press
Total Pages: 242
Release: 2020-12-17
ISBN 10: 1108479529
ISBN 13: 9781108479523
Language: EN, FR, DE, ES & NL

Thinking Probabilistically Book Review:

An introductory text providing the reader with a thorough background to the rich world of applications of stochastic processes.

Stochastic Processes in Chemical Physics

Stochastic Processes in Chemical Physics
Author: K. E. Shuler
Publsiher: Wiley-Interscience
Total Pages: 754
Release: 2006-12-05
ISBN 10: 9780470143605
ISBN 13: 0470143606
Language: EN, FR, DE, ES & NL

Stochastic Processes in Chemical Physics Book Review:

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.

Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry
Author: Van N.G. Kampen
Publsiher: Unknown
Total Pages: 329
Release: 1997
ISBN 10:
ISBN 13: OCLC:984416559
Language: EN, FR, DE, ES & NL

Stochastic Processes in Physics and Chemistry Book Review:

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
Publsiher: World Scientific
Total Pages: 452
Release: 2007
ISBN 10: 9812706917
ISBN 13: 9789812706911
Language: EN, FR, DE, ES & NL

Analysis and Control of Complex Nonlinear Processes in Physics Chemistry and Biology Book Review:

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 structures in dynamical systems far from equilibrium. Their analysis and possible control are intriguing and challenging aspects of the current research. The duality of fundamental and applied research is a focal point of its main attractivity and fascination. Basic topics and foundations are always linked to concrete and precise examples. Models and measurements of complex nonlinear processes evoke and provoke new fundamental questions that diversify and broaden the mathematical concepts and tools. In return, new mathematical approaches to modeling and analysis enlarge the scope and efficiency of applied research.

Random Processes in Physics and Finance

Random Processes in Physics and Finance
Author: Melvin Lax,Wei Cai,Min Xu
Publsiher: Oxford University Press
Total Pages: 327
Release: 2006-10-05
ISBN 10: 0198567766
ISBN 13: 9780198567769
Language: EN, FR, DE, ES & NL

Random Processes in Physics and Finance Book Review:

This text is aimed at students and professionals working on random processes in various areas, including physics and finance. The material presents the theoretical framework which Melvin Lax taught at the City University of New York from 1985 to 2001.