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Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry
  • Author : N.G. Van Kampen
  • Publsiher : Elsevier
  • Release : 20 November 1992
  • ISBN : 0080571387
  • Pages : 480 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKStochastic Processes in Physics and Chemistry

Summary:
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

Stochastic Processes in Physics and Chemistry
  • Author : N.G. Van Kampen
  • Publisher : Elsevier
  • Release : 20 November 1992
GET THIS BOOKStochastic Processes in Physics and Chemistry

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

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Stochastic Processes in Physics, Chemistry, and Biology

Stochastic Processes in Physics, Chemistry, and Biology
  • Author : Jan A. Freund,Thorsten Pöschel
  • Publisher : Springer
  • Release : 11 January 2008
GET THIS BOOKStochastic Processes in Physics, Chemistry, and Biology

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

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Stochastic Processes in Chemical Physics

Stochastic Processes in Chemical Physics
  • Author : K. E. Shuler
  • Publisher : John Wiley & Sons
  • Release : 08 September 2009
GET THIS BOOKStochastic Processes in Chemical Physics

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.

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Stochastic Processes for Physicists

Stochastic Processes for Physicists
  • Author : Kurt Jacobs
  • Publisher : Cambridge University Press
  • Release : 18 February 2010
GET THIS BOOKStochastic Processes for Physicists

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

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Stochastic Processes in Quantum Physics

Stochastic Processes in Quantum Physics
  • Author : Masao Nagasawa
  • Publisher : Birkhäuser
  • Release : 06 December 2012
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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

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Stochasticity in Processes

Stochasticity in Processes
  • Author : Peter Schuster
  • Publisher : Springer
  • Release : 14 October 2016
GET THIS BOOKStochasticity in Processes

This book has developed over the past fifteen years from a modern course on stochastic chemical kinetics for graduate students in physics, chemistry and biology. The first part presents a systematic collection of the mathematical background material needed to understand probability, statistics, and stochastic processes as a prerequisite for the increasingly challenging practical applications in chemistry and the life sciences examined in the second part. Recent advances in the development of new techniques and in the resolution of conventional experiments

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Theory and Applications of Stochastic Processes

Theory and Applications of Stochastic Processes
  • Author : Zeev Schuss
  • Publisher : Springer Science & Business Media
  • Release : 09 December 2009
GET THIS BOOKTheory and Applications of Stochastic Processes

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

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Stochastic Processes and Applications

Stochastic Processes and Applications
  • Author : Grigorios A. Pavliotis
  • Publisher : Springer
  • Release : 19 November 2014
GET THIS BOOKStochastic Processes and Applications

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

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Stochastic Tools in Mathematics and Science

Stochastic Tools in Mathematics and Science
  • Author : Alexandre J. Chorin,Ole H Hald
  • Publisher : Springer Science & Business Media
  • Release : 21 January 2014
GET THIS BOOKStochastic Tools in Mathematics and Science

"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

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The Langevin Equation

The Langevin Equation
  • Author : William Coffey,Yu. P. Kalmykov,J. T. Waldron
  • Publisher : World Scientific
  • Release : 28 June 1996
GET THIS BOOKThe Langevin Equation

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

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An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics
  • Author : Don S. Lemons
  • Publisher : Johns Hopkins University Press+ORM
  • Release : 29 April 2003
GET THIS BOOKAn Introduction to Stochastic Processes in Physics

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

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Stochastic Processes in Polymeric Fluids

Stochastic Processes in Polymeric Fluids
  • Author : Hans C. Öttinger
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOKStochastic Processes in Polymeric Fluids

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

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