Stochastic Processes in Physics and Chemistry Book

Stochastic Processes in Physics and Chemistry


  • Author : N.G. Van Kampen
  • Publisher : Elsevier
  • Release Date : 1992-11-20
  • Genre: Science
  • Pages : 480
  • ISBN 10 : 9780080571386

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Stochastic Processes in Physics and Chemistry Excerpt :

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 in Physics and Chemistry Book

Stochastic Processes in Physics and Chemistry


  • Author : N. G. van Kampen
  • Publisher : North Holland
  • Release Date : 1981
  • Genre: Chemistry, Physical and theoretical
  • Pages : 442
  • ISBN 10 : UOM:39015053348259

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Stochastic Processes in Physics and Chemistry Excerpt :

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 in Physics  Chemistry  and Biology Book

Stochastic Processes in Physics Chemistry and Biology


  • Author : Jan A. Freund
  • Publisher : Springer
  • Release Date : 2008-01-11
  • Genre: Science
  • Pages : 518
  • ISBN 10 : 9783540453963

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Stochastic Processes in Physics Chemistry and Biology Excerpt :

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 for Physicists Book

Stochastic Processes for Physicists


  • Author : Kurt Jacobs
  • Publisher : Cambridge University Press
  • Release Date : 2010-02-18
  • Genre: Science
  • Pages : 204
  • ISBN 10 : 9781139486798

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Stochastic Processes for Physicists Excerpt :

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 Book

Stochastic Processes in Chemical Physics


  • Author : K. E. Shuler
  • Publisher : John Wiley & Sons
  • Release Date : 2009-09-08
  • Genre: Science
  • Pages : 391
  • ISBN 10 : 9780470144008

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Stochastic Processes in Chemical Physics Excerpt :

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 Quantum Physics Book

Stochastic Processes in Quantum Physics


  • Author : Masao Nagasawa
  • Publisher : Birkhäuser
  • Release Date : 2012-12-06
  • Genre: Mathematics
  • Pages : 598
  • ISBN 10 : 9783034883832

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Stochastic Processes in Quantum Physics Excerpt :

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

Nonequilibrium Statistical Physics Book

Nonequilibrium Statistical Physics


  • Author : Roberto Livi
  • Publisher : Cambridge University Press
  • Release Date : 2017-10-05
  • Genre: Science
  • Pages : 439
  • ISBN 10 : 9781107049543

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Nonequilibrium Statistical Physics Excerpt :

A comprehensive and pedagogical text on nonequilibrium statistical physics, covering topics from random walks to pattern formation.

Theory and Applications of Stochastic Processes Book

Theory and Applications of Stochastic Processes


  • Author : Zeev Schuss
  • Publisher : Springer Science & Business Media
  • Release Date : 2009-12-09
  • Genre: Mathematics
  • Pages : 468
  • ISBN 10 : 9781441916051

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Theory and Applications of Stochastic Processes Excerpt :

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 Tools in Mathematics and Science Book

Stochastic Tools in Mathematics and Science


  • Author : Alexandre J. Chorin
  • Publisher : Springer Science & Business Media
  • Release Date : 2014-01-21
  • Genre: Mathematics
  • Pages : 200
  • ISBN 10 : 9781461469803

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Stochastic Tools in Mathematics and Science Excerpt :

"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism. The applications include sampling algorithms, data assimilation, prediction from partial data, spectral analysis, and turbulence. The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications. For this new edition the material has been thoroughly reorganized and updated, and new sections on scaling, sampling, filtering and data assimilation, based on recent research, have been added. There are additional figures and exercises. Review of earlier edition: "This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." Mathematical Reviews, 2006

Stochastic Processes and Applications Book

Stochastic Processes and Applications


  • Author : Grigorios A. Pavliotis
  • Publisher : Springer
  • Release Date : 2014-11-19
  • Genre: Mathematics
  • Pages : 339
  • ISBN 10 : 9781493913237

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Stochastic Processes and Applications Excerpt :

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 periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Thinking Probabilistically Book

Thinking Probabilistically


  • Author : Ariel Amir
  • Publisher : Cambridge University Press
  • Release Date : 2020-12-17
  • Genre: Mathematics
  • Pages : 242
  • ISBN 10 : 9781108479523

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Thinking Probabilistically Excerpt :

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

Path Integrals in Physics Book

Path Integrals in Physics


  • Author : M Chaichian
  • Publisher : CRC Press
  • Release Date : 2018-10-03
  • Genre: Science
  • Pages : 336
  • ISBN 10 : 9781482289503

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Path Integrals in Physics Excerpt :

Path Integrals in Physics: Volume I, Stochastic Processes and Quantum Mechanics presents the fundamentals of path integrals, both the Wiener and Feynman type, and their many applications in physics. Accessible to a broad community of theoretical physicists, the book deals with systems possessing a infinite number of degrees in freedom. It discusses the general physical background and concepts of the path integral approach used, followed by a detailed presentation of the most typical and important applications as well as problems with either their solutions or hints how to solve them. It describes in detail various applications, including systems with Grassmann variables. Each chapter is self-contained and can be considered as an independent textbook. The book provides a comprehensive, detailed, and systematic account of the subject suitable for both students and experienced researchers.

Stochastic Processes in Polymeric Fluids Book

Stochastic Processes in Polymeric Fluids


  • Author : Hans C. Öttinger
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Genre: Technology & Engineering
  • Pages : 362
  • ISBN 10 : 9783642582905

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Stochastic Processes in Polymeric Fluids Excerpt :

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/.