The Langevin Equation

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Publisher : World Scientific
ISBN 13 : 9812384626
Total Pages : 704 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis The Langevin Equation by : William Coffey

Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 2004 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.

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (3rd Edition)

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Publisher : World Scientific
ISBN 13 : 981448380X
Total Pages : 850 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (3rd Edition) by : Yuri P Kalmykov

Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (3rd Edition) written by Yuri P Kalmykov and published by World Scientific. This book was released on 2012-07-31 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (2nd Edition)

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Author :
Publisher : World Scientific
ISBN 13 : 981448539X
Total Pages : 704 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (2nd Edition) by : William T Coffey

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.

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition)

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Publisher : World Scientific
ISBN 13 : 9813222018
Total Pages : 927 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) by : William T Coffey

Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) written by William T Coffey and published by World Scientific. This book was released on 2017-03-22 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our original objective in writing this book was to demonstrate how the concept of the equation of motion of a Brownian particle — the Langevin equation or Newtonian-like evolution equation of the random phase space variables describing the motion — first formulated by Langevin in 1908 — so making him inter alia the founder of the subject of stochastic differential equations, may be extended to solve the nonlinear problems arising from the Brownian motion in a potential. Such problems appear under various guises in many diverse applications in physics, chemistry, biology, electrical engineering, etc. However, they have been invariably treated (following the original approach of Einstein and Smoluchowski) via the Fokker-Planck equation for the evolution of the probability density function in phase space. Thus the more simple direct dynamical approach of Langevin which we use and extend here, has been virtually ignored as far as the Brownian motion in a potential is concerned. In addition two other considerations have driven us to write this new edition of The Langevin Equation. First, more than five years have elapsed since the publication of the third edition and following many suggestions and comments of our colleagues and other interested readers, it became increasingly evident to us that the book should be revised in order to give a better presentation of the contents. In particular, several chapters appearing in the third edition have been rewritten so as to provide a more direct appeal to the particular community involved and at the same time to emphasize via a synergetic approach how seemingly unrelated physical problems all involving random noise may be described using virtually identical mathematical methods. Secondly, in that period many new and exciting developments have occurred in the application of the Langevin equation to Brownian motion. Consequently, in order to accommodate all these, a very large amount of new material has been added so as to present a comprehensive overview of the subject.

The Langevin Equation

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Author :
Publisher : World Scientific
ISBN 13 : 9814355674
Total Pages : 850 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis The Langevin Equation by : William Coffey

Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 2012 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

Harmonic Analysis for Engineers and Applied Scientists

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Publisher : Courier Dover Publications
ISBN 13 : 0486795640
Total Pages : 881 pages
Book Rating : 4.4/5 (867 download)

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Book Synopsis Harmonic Analysis for Engineers and Applied Scientists by : Gregory S. Chirikjian

Download or read book Harmonic Analysis for Engineers and Applied Scientists written by Gregory S. Chirikjian and published by Courier Dover Publications. This book was released on 2016-07-20 with total page 881 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although the Fourier transform is among engineering's most widely used mathematical tools, few engineers realize that the extension of harmonic analysis to functions on groups holds great potential for solving problems in robotics, image analysis, mechanics, and other areas. This self-contained approach, geared toward readers with a standard background in engineering mathematics, explores the widest possible range of applications to fields such as robotics, mechanics, tomography, sensor calibration, estimation and control, liquid crystal analysis, and conformational statistics of macromolecules. Harmonic analysis is explored in terms of particular Lie groups, and the text deals with only a limited number of proofs, focusing instead on specific applications and fundamental mathematical results. Forming a bridge between pure mathematics and the challenges of modern engineering, this updated and expanded volume offers a concrete, accessible treatment that places the general theory in the context of specific groups.

Asymptotics of Elliptic and Parabolic PDEs

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Publisher : Springer
ISBN 13 : 3319768956
Total Pages : 456 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Asymptotics of Elliptic and Parabolic PDEs by : David Holcman

Download or read book Asymptotics of Elliptic and Parabolic PDEs written by David Holcman and published by Springer. This book was released on 2018-05-25 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a monograph on the emerging branch of mathematical biophysics combining asymptotic analysis with numerical and stochastic methods to analyze partial differential equations arising in biological and physical sciences. In more detail, the book presents the analytic methods and tools for approximating solutions of mixed boundary value problems, with particular emphasis on the narrow escape problem. Informed throughout by real-world applications, the book includes topics such as the Fokker-Planck equation, boundary layer analysis, WKB approximation, applications of spectral theory, as well as recent results in narrow escape theory. Numerical and stochastic aspects, including mean first passage time and extreme statistics, are discussed in detail and relevant applications are presented in parallel with the theory. Including background on the classical asymptotic theory of differential equations, this book is written for scientists of various backgrounds interested in deriving solutions to real-world problems from first principles.

The Langevin Equation

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Publisher : World Scientific
ISBN 13 : 9789810216511
Total Pages : 436 pages
Book Rating : 4.2/5 (165 download)

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Book Synopsis The Langevin Equation by : William Coffey

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.

The Langevin Equation

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Publisher : World Scientific Publishing Company
ISBN 13 : 9789813221994
Total Pages : 902 pages
Book Rating : 4.2/5 (219 download)

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Book Synopsis The Langevin Equation by : Yuri P. Kalmykov

Download or read book The Langevin Equation written by Yuri P. Kalmykov and published by World Scientific Publishing Company. This book was released on 2017 with total page 902 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers to the reader a self-contained treatment and systematic exposition of the real-valued theory of a nonabsolute integral on measure spaces. It is an introductory textbook to HenstockKurzweil type integrals defined on abstract spaces. It co

The British National Bibliography

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Publisher :
ISBN 13 :
Total Pages : 1382 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The British National Bibliography by : Arthur James Wells

Download or read book The British National Bibliography written by Arthur James Wells and published by . This book was released on 2004 with total page 1382 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Fokker-Planck Equation

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Publisher : Springer Science & Business Media
ISBN 13 : 3642615449
Total Pages : 486 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis The Fokker-Planck Equation by : Hannes Risken

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.

Physical Review

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Publisher :
ISBN 13 :
Total Pages : 1086 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Physical Review by :

Download or read book Physical Review written by and published by . This book was released on 1999-06 with total page 1086 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publishes papers that report results of research in statistical physics, plasmas, fluids, and related interdisciplinary topics. There are sections on (1) methods of statistical physics, (2) classical fluids, (3) liquid crystals, (4) diffusion-limited aggregation, and dendritic growth, (5) biological physics, (6) plasma physics, (7) physics of beams, (8) classical physics, including nonlinear media, and (9) computational physics.

International Books in Print

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Publisher :
ISBN 13 :
Total Pages : 1332 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis International Books in Print by :

Download or read book International Books in Print written by and published by . This book was released on 1998 with total page 1332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 676 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1995 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Hypocoercivity

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Publisher : American Mathematical Soc.
ISBN 13 : 0821844989
Total Pages : 154 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Hypocoercivity by : CŽdric Villani

Download or read book Hypocoercivity written by CŽdric Villani and published by American Mathematical Soc.. This book was released on 2009-10-08 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, taking the general form ${\frac{\partial f}{\partial t}}+ L f =0$. The question is whether and how one can overcome the degeneracy by exploiting commutators.

Quantum Dissipative Systems

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Publisher : World Scientific
ISBN 13 : 9814374911
Total Pages : 587 pages
Book Rating : 4.8/5 (143 download)

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Book Synopsis Quantum Dissipative Systems by : Ulrich Weiss

Download or read book Quantum Dissipative Systems written by Ulrich Weiss and published by World Scientific. This book was released on 2012 with total page 587 pages. Available in PDF, EPUB and Kindle. Book excerpt: Starting from first principles, this book introduces the fundamental concepts and methods of dissipative quantum mechanics and explores related phenomena in condensed matter systems. Major experimental achievements in cooperation with theoretical advances have brightened the field and brought it to the attention of the general community in natural sciences. Nowadays, working knowledge of dissipative quantum mechanics is an essential tool for many physicists. This book -- originally published in 1990 and republished in 1999 and and 2008 as enlarged second and third editions -- delves significantly deeper than ever before into the fundamental concepts, methods and applications of quantum dissipative systems.This fourth edition provides a self-contained and updated account of the quantum mechanics of open systems and offers important new material including the most recent developments. The subject matter has been expanded by about fifteen percent. Many chapters have been completely rewritten to better cater to both the needs of newcomers to the field and the requests of the advanced readership. Two chapters have been added that account for recent progress in the field. This book should be accessible to all graduate students in physics. Researchers will find this a rich and stimulating source.

Elementary Quantum Mechanics in One Dimension

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Publisher : JHU Press
ISBN 13 : 9780801880148
Total Pages : 248 pages
Book Rating : 4.8/5 (81 download)

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Book Synopsis Elementary Quantum Mechanics in One Dimension by : Robert Gilmore

Download or read book Elementary Quantum Mechanics in One Dimension written by Robert Gilmore and published by JHU Press. This book was released on 2004-10-22 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the key components of modern physics, quantum mechanics is used in such fields as chemistry, electrical engineering, and computer science. Central to quantum mechanics is Schrödinger's Equation, which explains the behavior of atomic particles and the energy levels of a quantum system. Robert Gilmore's innovative approach to Schrödinger's Equation offers new insight into quantum mechanics at an elementary level. Gilmore presents compact transfer matrix methods for solving quantum problems that can easily be implemented on a personal computer. He shows how to use these methods on a large variety of potentials, both simple and periodic. He shows how to compute bound states, scattering states, and energy bands and describes the relation between bound and scattering states. Chapters on alloys, superlattices, quantum engineering, and solar cells indicate the practical application of the methods discussed. Gilmore's concise and elegant treatment will be of interest to students and professors of introductory and intermediate quantum courses, as well as professionals working in electrical engineering and applied mathematics.