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Stochastic Mechanics And Stochastic Processes
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Book Synopsis Statistical Mechanics, Kinetic theory, and Stochastic Processes by : C.V. Heer
Download or read book Statistical Mechanics, Kinetic theory, and Stochastic Processes written by C.V. Heer and published by Elsevier. This book was released on 2012-12-02 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Mechanics, Kinetic Theory, and Stochastic Processes presents the statistical aspects of physics as a "living and dynamic" subject. In order to provide an elementary introduction to kinetic theory, physical systems in which particle-particle interaction can be neglected are considered. Transport phenomena in the free-molecular flow region for gases and the transport of thermal radiation are discussed. Discrete random processes such as random walk, binomial and Poisson distributions, and throwing of dice are studied by means of the characteristic function. Comprised of 11 chapters, this book begins with an introduction to the mass point gas as well as some elementary properties of space and velocity distributions. The discussion then turns to radiation and its interaction with an atom; probability, statistics, and conditional probability; intermolecular interactions; transport phenomena; and statistical thermodynamics. Molecular systems at low densities are also considered, together with non-ideal and real gases; liquids and solids; and stochastic processes, noise, and fluctuations. In particular, the response of atoms and molecules to perturbations and scattering by crystals, liquids, and high-pressure gases are examined. This monograph will be useful for undergraduate students, practitioners, and researchers in physics.
Book Synopsis Stochastic Processes for Physicists by : Kurt Jacobs
Download or read book Stochastic Processes for Physicists written by Kurt Jacobs and published by Cambridge University Press. This book was released on 2010-02-18 with total page 203 pages. Available in PDF, EPUB and Kindle. Book 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.
Book Synopsis Stochastic Processes in Physics and Chemistry by : N.G. Van Kampen
Download or read book Stochastic Processes in Physics and Chemistry written by N.G. Van Kampen and published by Elsevier. This book was released on 1992-11-20 with total page 482 pages. Available in PDF, EPUB and Kindle. Book 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.
Book Synopsis Nonlocal Quantum Field Theory and Stochastic Quantum Mechanics by : K.H. Namsrai
Download or read book Nonlocal Quantum Field Theory and Stochastic Quantum Mechanics written by K.H. Namsrai and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: over this stochastic space-time leads to the non local fields considered by G. V. Efimov. In other words, stochasticity of space-time (after being averaged on a large scale) as a self-memory makes the theory nonlocal. This allows one to consider in a unified way the effect of stochasticity (or nonlocality) in all physical processes. Moreover, the universal character of this hypothesis of space-time at small distances enables us to re-interpret the dynamics of stochastic particles and to study some important problems of the theory of stochastic processes [such as the relativistic description of diffusion, Feynman type processes, and the problem of the origin of self-turbulence in the motion of free particles within nonlinear (stochastic) mechanics]. In this direction our approach (Part II) may be useful in recent developments of the stochastic interpretation of quantum mechanics and fields due to E. Nelson, D. Kershaw, I. Fenyes, F. Guerra, de la Pena-Auerbach, J. -P. Vigier, M. Davidson, and others. In particular, as shown by N. Cufaro Petroni and J. -P. Vigier, within the discussed approach, a causal action-at-distance interpretation of a series of experiments by A. Aspect and his co-workers indicating a possible non locality property of quantum mechanics, may also be obtained. Aspect's results have recently inspired a great interest in different nonlocal theories and models devoted to an understanding of the implications of this nonlocality. This book consists of two parts.
Book Synopsis Quantum Techniques In Stochastic Mechanics by : John C Baez
Download or read book Quantum Techniques In Stochastic Mechanics written by John C Baez and published by World Scientific. This book was released on 2018-02-14 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets.
Book Synopsis Stochastic Processes and Applications by : Grigorios A. Pavliotis
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.
Book Synopsis Stochastic Processes by : Wolfgang Paul
Download or read book Stochastic Processes written by Wolfgang Paul and published by Springer Science & Business Media. This book was released on 2013-07-11 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Research Directions in Computational Mechanics by : National Research Council
Download or read book Research Directions in Computational Mechanics written by National Research Council and published by National Academies Press. This book was released on 1991-02-01 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational mechanics is a scientific discipline that marries physics, computers, and mathematics to emulate natural physical phenomena. It is a technology that allows scientists to study and predict the performance of various productsâ€"important for research and development in the industrialized world. This book describes current trends and future research directions in computational mechanics in areas where gaps exist in current knowledge and where major advances are crucial to continued technological developments in the United States.
Author :Horacio S. Wio Publisher :World Scientific Publishing Company Incorporated ISBN 13 :9789810215712 Total Pages :217 pages Book Rating :4.2/5 (157 download)
Book Synopsis An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics by : Horacio S. Wio
Download or read book An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics written by Horacio S. Wio and published by World Scientific Publishing Company Incorporated. This book was released on 1994-01-01 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability and Stochastic Processes for Physicists by : Nicola Cufaro Petroni
Download or read book Probability and Stochastic Processes for Physicists written by Nicola Cufaro Petroni and published by Springer Nature. This book was released on 2020-06-25 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probability, including probability spaces and measures, random variables, and limit theorems. Here, the focus is mainly on models and ideas rather than the mathematical tools. The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations. All these conceptual tools then converge in a dynamical theory of Brownian motion that compares the Einstein–Smoluchowski and Ornstein–Uhlenbeck approaches, highlighting the most important ideas that finally led to a connection between the Schrödinger equation and diffusion processes along the lines of Nelson’s stochastic mechanics. A series of appendices cover particular details and calculations, and offer concise treatments of particular thought-provoking topics.
Book Synopsis Essentials of Stochastic Processes by : Richard Durrett
Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.
Book Synopsis An Introduction to Stochastic Processes in Physics by : Don S. Lemons
Download or read book An Introduction to Stochastic Processes in Physics written by Don S. Lemons and published by Johns Hopkins University Press+ORM. This book was released on 2003-04-29 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.
Book Synopsis Path Integrals for Stochastic Processes by : Horacio S. Wio
Download or read book Path Integrals for Stochastic Processes written by Horacio S. Wio and published by World Scientific. This book was released on 2013 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.
Book Synopsis The Theory of Stochastic Processes I by : Iosif I. Gikhman
Download or read book The Theory of Stochastic Processes I written by Iosif I. Gikhman and published by Springer. This book was released on 2015-03-30 with total page 587 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980
Book Synopsis Stochastic Mechanics and Stochastic Processes by : Aubrey Truman
Download or read book Stochastic Mechanics and Stochastic Processes written by Aubrey Truman and published by Springer. This book was released on 2006-11-15 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems was generated and there was a considerable amount of interaction between mathematicians and physicists. The papers presented in the proceedings are essentially of a research nature but some (Lewis, Hudson) are introductions or surveys.
Book Synopsis Computational Stochastic Mechanics by : P.D. Spanos
Download or read book Computational Stochastic Mechanics written by P.D. Spanos and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over a period of several years the field of probabilistic mechanics and com putational mechanics have progressed vigorously, but independently. With the advent of powerful computational hardware and the development of novel mechanical techniques, the field of stochastic mechanics has progressed in such a manner that the inherent uncertainty of quite complicated systems can be addressed. The first International Conference on Computational Stochastic Mechanics was convened in Corfu in September 1991 in an ef fort to provide a forum for the exchanging of ideas on the current status of computational methods as applied to stochastic mechanics and for identi fying needs for further research. The Conference covered both theoretical techniques and practical applications. The Conference also celebrated the 60th anniversary of the birthday of Dr. Masanobu Shinozuka, the Sollenberger Professor of Civil Engineering at Princeton University, whose work has contributed in such a great measure to the development of Computational Stochastic Mechanics. A brief sum mary of his career and achievements are given in the Dedication. This book comprises some of the papers presented at the meeting and cov ers sections on Theoretical Reliability Analysis; Damage Analysis; Applied Reliability Analysis; Theoretical Random Vibrations; Stochastic Finite Ele ment Concept; Fatigue and Fracture; Monte Carlo Simulations; Earthquake Engineering Applications; Materials; Applied Random Vibrations; Applied Stochastic Finite Element Analysis, and Flow Related Applications and Chaotic Dynamics. The Editors hope that the book will be a valuable contribution to the grow ing literature covering the field of Computational Stochastic Mechanics.
Book Synopsis Stochastic Processes in Polymeric Fluids by : Hans C. Öttinger
Download or read book Stochastic Processes in Polymeric Fluids written by Hans C. Öttinger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book 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/.
