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Author : J. A. Young
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 (91 download)
Download or read book Analysis of the Langevin Equation with Random Damping by the Fokker-Planck Equation written by J. A. Young and published by . This book was released on 1963 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William T Coffey
Publisher : World Scientific
ISBN 13 : 981448539X
Total Pages : 704 pages
Book Rating : 4.8/5 (144 download)
Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (2nd Edition) written by William T Coffey and published by World Scientific. This book was released on 2004-03-03 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : William Coffey
Publisher : World Scientific
ISBN 13 : 9789810216511
Total Pages : 436 pages
Book Rating : 4.2/5 (165 download)
Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Hannes Risken
Publisher : Springer Science & Business Media
ISBN 13 : 3642615449
Total Pages : 486 pages
Book Rating : 4.6/5 (426 download)
Download or read book The Fokker-Planck Equation written by Hannes Risken and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Author : T.D. Frank
Publisher : Springer Science & Business Media
ISBN 13 : 3540212647
Total Pages : 414 pages
Book Rating : 4.5/5 (42 download)
Download or read book Nonlinear Fokker-Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-01-07 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.
Author : Moshe Gitterman
Publisher : World Scientific Publishing Company
ISBN 13 : 9814440507
Total Pages : 189 pages
Book Rating : 4.8/5 (144 download)
Download or read book Noisy Oscillator, The: Random Mass, Frequency, Damping (2nd Edition) written by Moshe Gitterman and published by World Scientific Publishing Company. This book was released on 2012-12-18 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: The properties of the harmonic oscillator with random frequency or/and random damping formed the content of the first edition. The second edition includes hundreds of publications on this subject since 2005. The noisy oscillator continues to be the subject of intensive studies in physics, chemistry, biology, and social sciences.The new and the latest type of a stochastic oscillator has also been considered, namely, an oscillator with random mass. Such model describes, among other phenomena, Brownian motion with adhesion, where the molecules of the surrounding medium not only randomly collide, but also stick to the Brownian particle for some (random) time, thereby changing its mass. This edition contains two new chapters, eight new sections and an expanded bibliography. A wide group of researchers, students and teachers will benefit from this book.
Author : Robert Zwanzig
Publisher : Oxford University Press, USA
ISBN 13 : 0195140184
Total Pages : 233 pages
Book Rating : 4.1/5 (951 download)
Download or read book Nonequilibrium Statistical Mechanics written by Robert Zwanzig and published by Oxford University Press, USA. This book was released on 2001-05-17 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a presentation of the main ideas and methods of modern nonequilibrium statistical mechanics. It is the perfect introduction for anyone in chemistry or physics who needs an update or background in this time-dependent field. Topics covered include fluctuation-dissipation theorem; linear response theory; time correlation functions, and projection operators. Theoretical models are illustrated by real-world examples and numerous applications such as chemical reaction rates and spectral line shapes are covered. The mathematical treatments are detailed and easily understandable and the appendices include useful mathematical methods like the Laplace transforms, Gaussian random variables and phenomenological transport equations.
Author : Grigorios A. Pavliotis
Publisher : Springer
ISBN 13 : 1493913239
Total Pages : 345 pages
Book Rating : 4.4/5 (939 download)
Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book 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.
Author : H. Ezawa
Publisher : Elsevier
ISBN 13 : 0444598812
Total Pages : 625 pages
Book Rating : 4.4/5 (445 download)
Download or read book Thermal Field Theories written by H. Ezawa and published by Elsevier. This book was released on 2012-12-02 with total page 625 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theories of quantum fields at non-zero temperature have been steadily developed for well over a decade. In 1988, as a result of the increased demand for communication among theorists working in different fields ranging from condensed matter physics to high energy physics and astrophysics, the first international meeting was organized (the proceedings of which have been published in Physica A 158, 1989). This 2nd workshop covers similar fields, namely equilibrium and non-equilibrium statistical physics, quantum optics, high-temperature gauge-field theories, string theories, statistical theories of gravitation and cosmology. The resulting proceedings reflect the progress made in the respective fields, identify the major common problems and suggest possible directions for their solutions.
Author : William T Coffey
Publisher : World Scientific
ISBN 13 : 9814502405
Total Pages : 430 pages
Book Rating : 4.8/5 (145 download)
Download or read book Langevin Equation, The: With Applications In Physics, Chemistry And Electrical Engineering written by William T Coffey and published by World Scientific. This book was released on 1996-07-03 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Jie Li
Publisher : John Wiley & Sons
ISBN 13 : 0470824255
Total Pages : 426 pages
Book Rating : 4.4/5 (78 download)
Download or read book Stochastic Dynamics of Structures written by Jie Li and published by John Wiley & Sons. This book was released on 2009-07-23 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliability, and system control of structures within the innovative theoretical framework of physical stochastic systems. The authors outline the fundamental concepts of random variables, stochastic process and random field, and orthogonal expansion of random functions. Readers will gain insight into core concepts such as stochastic process models for typical dynamic excitations of structures, stochastic finite element, and random vibration analysis. Li and Chen also cover advanced topics, including the theory of and elaborate numerical methods for probability density evolution analysis of stochastic dynamical systems, reliability-based design, and performance control of structures. Stochastic Dynamics of Structures presents techniques for researchers and graduate students in a wide variety of engineering fields: civil engineering, mechanical engineering, aerospace and aeronautics, marine and offshore engineering, ship engineering, and applied mechanics. Practicing engineers will benefit from the concise review of random vibration theory and the new methods introduced in the later chapters. "The book is a valuable contribution to the continuing development of the field of stochastic structural dynamics, including the recent discoveries and developments by the authors of the probability density evolution method (PDEM) and its applications to the assessment of the dynamic reliability and control of complex structures through the equivalent extreme-value distribution." —A. H-S. Ang, NAE, Hon. Mem. ASCE, Research Professor, University of California, Irvine, USA "The authors have made a concerted effort to present a responsible and even holistic account of modern stochastic dynamics. Beyond the traditional concepts, they also discuss theoretical tools of recent currency such as the Karhunen-Loeve expansion, evolutionary power spectra, etc. The theoretical developments are properly supplemented by examples from earthquake, wind, and ocean engineering. The book is integrated by also comprising several useful appendices, and an exhaustive list of references; it will be an indispensable tool for students, researchers, and practitioners endeavoring in its thematic field." —Pol Spanos, NAE, Ryon Chair in Engineering, Rice University, Houston, USA
Author : James H. Luscombe
Publisher : CRC Press
ISBN 13 : 1040118798
Total Pages : 257 pages
Book Rating : 4.0/5 (41 download)
Download or read book Non-Equilibrium Statistical Mechanics written by James H. Luscombe and published by CRC Press. This book was released on 2024-09-23 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical mechanics provides a framework for relating the properties of macroscopic systems (large collections of atoms, such as in a solid) to the microscopic properties of its parts. However, what happens when macroscopic systems are not in thermal equilibrium, where time is not only a relevant variable, but also essential? That is the province of nonequilibrium statistical mechanics – there are many ways for systems to be out of equilibrium! The subject is governed by fewer general principles than equilibrium statistical mechanics and consists of a number of different approaches for describing nonequilibrium systems. Financial markets are analyzed using methods of nonequilibrium statistical physics, such as the Fokker-Planck equation. Any system of sufficient complexity can be analyzed using the methods of nonequilibrium statistical mechanics. The Boltzmann equation is used frequently in the analysis of systems out of thermal equilibrium, from electron transport in semiconductors to modeling the early Universe following the Big Bang. This book provides an accessible yet very thorough introduction to nonequilibrium statistical mechanics, building on the author's years of teaching experience. Covering a broad range of advanced, extension topics, it can be used to support advanced courses on statistical mechanics, or as a supplementary text for core courses in this field. Key Features: Features a clear, accessible writing style which enables the author to take a sophisticated approach to the subject, but in a way that is suitable for advanced undergraduate students and above Presents foundations of probability theory and stochastic processes and treats principles and basic methods of kinetic theory and time correlation functions Accompanied by separate volumes on thermodynamics and equilibrium statistical mechanics, which can be used in conjunction with this book
Author : Moshe Gitterman
Publisher : World Scientific
ISBN 13 : 9814630764
Total Pages : 157 pages
Book Rating : 4.8/5 (146 download)
Download or read book Oscillator And Pendulum With A Random Mass written by Moshe Gitterman and published by World Scientific. This book was released on 2015-01-05 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic descriptions of a harmonic oscillator can be obtained by adding additive noise, or/and three types of multiplicative noise: random frequency, random damping and random mass. The first three types of noise were intensively studied in many published articles. In this book the fourth case, that of random mass, is considered in the context of the harmonic oscillator and its immediate nonlinear generalization — the pendulum. To our knowledge it is the first book fully dedicated to this problem.Two interrelated methods, the Langevin equation and the Fokker-Planck equations, as well as the Lyapunov stability method are used for the mathematical analysis. After a short introduction, the two main parts of the book describe the different properties of the random harmonic oscillator and the random pendulum with random masses. As an example, the stochastic resonance is studied, where the noise plays an unusual role, increasing the applied weak periodic signal, and also the vibration resonance in dynamic systems, where the role of noise is played by the second high-frequency periodic signal.First and second averaged moments have been calculated for a system with different types of additive and multiplicative noises, which define the stability of a system. The calculations have been extended to two multiplicative noises and to quadratic noise. This book is useful for students and scientists working in different fields of statistical physics.
Author : Craig Hill
Publisher : Springer
ISBN 13 : 9400755481
Total Pages : 247 pages
Book Rating : 4.4/5 (7 download)
Download or read book Complexity in Chemistry and Beyond: Interplay Theory and Experiment written by Craig Hill and published by Springer. This book was released on 2013-01-08 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complexity occurs in biological and synthetic systems alike. This general phenomenon has been addressed in recent publications by investigators in disciplines ranging from chemistry and biology to psychology and philosophy. Studies of complexity for molecular scientists have focussed on breaking symmetry, dissipative processes, and emergence. Investigators in the social and medical sciences have focused on neurophenomenology, cognitive approaches and self-consciousness. Complexity in both structure and function is inherent in many scientific disciplines of current significance and also in technologies of current importance that are rapidly evolving to address global societal needs. Several of these multifaceted scientific disciplines are addressed in this book including complexity from the general and philosophical perspective, magnetic phenomena, control of self assembly and function in large multicomponent clusters, application of theory to probe structure and mechanism in highly complex molecular species, and the design of multifunctional nanoscale molecules of value in decontamination and solar fuels research. Each chapter is both a review and addresses some ongoing challenges, thus each should provide a good preparation for further work in these highly active areas of research endeavour.
Author : V. Balakrishnan
Publisher : Springer Nature
ISBN 13 : 3030622339
Total Pages : 314 pages
Book Rating : 4.0/5 (36 download)
Download or read book Elements of Nonequilibrium Statistical Mechanics written by V. Balakrishnan and published by Springer Nature. This book was released on 2020-12-04 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the basic principles and techniques of nonequilibrium statistical mechanics. The importance of this subject is growing rapidly in view of the advances being made, both experimentally and theoretically, in statistical physics, chemical physics, biological physics, complex systems and several other areas. The presentation of topics is quite self-contained, and the choice of topics enables the student to form a coherent picture of the subject. The approach is unique in that classical mechanical formulation takes center stage. The book is of particular interest to advanced undergraduate and graduate students in engineering departments.
Author : Howard Rodean
Publisher : Springer
ISBN 13 : 1935704117
Total Pages : 86 pages
Book Rating : 4.9/5 (357 download)
Download or read book Stochastic Lagrangian Models of Turbulent Diffusion written by Howard Rodean and published by Springer. This book was released on 2015-03-30 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to give atmospheric scientists a basic understanding of the physical and mathematical foundations of stochastic Lagrangian models of turbulent diffusion. It presents the reader with the historical context of the topic, and it provides definitions, criteria and applications for stochastic diffusion.
Author : Morikazu Toda
Publisher : Springer Science & Business Media
ISBN 13 : 9783540538332
Total Pages : 304 pages
Book Rating : 4.5/5 (383 download)
Download or read book Statistical Physics II written by Morikazu Toda and published by Springer Science & Business Media. This book was released on 1991 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Physics II introduces nonequilibrium theories of statistical mechanics from the viewpoint of the fluctuation-disipation theorem. Emphasis is placed on the relaxation from nonequilibrium to equilibrium states, the response of a system to an external disturbance, and general problems involved in deriving a macroscopic physical process from more basic underlying processes. Fundamental concepts and methods are stressed, rather than the numerous individual applications.
