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

Author : William Coffey
Publisher : World Scientific
ISBN 13 : 9812384626
Total Pages : 704 pages
Book Rating : 4.21/5 ( download)

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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.

Author : Kalmykov Yuri P
Publisher : World Scientific
ISBN 13 : 9813222018
Total Pages : 928 pages
Book Rating : 4.14/5 ( download)

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Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) written by Kalmykov Yuri P and published by World Scientific. This book was released on 2017-03-22 with total page 928 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.

Author : William Coffey
Publisher : World Scientific
ISBN 13 : 9814355674
Total Pages : 850 pages
Book Rating : 4.74/5 ( download)

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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.

Author : William Coffey
Publisher : World Scientific
ISBN 13 : 9789810216511
Total Pages : 436 pages
Book Rating : 4.13/5 ( download)

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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 : Yuri P. Kalmykov
Publisher : World Scientific Publishing Company
ISBN 13 : 9789813221994
Total Pages : 902 pages
Book Rating : 4.92/5 ( download)

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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

Author : Yuri P Kalmykov
Publisher : World Scientific
ISBN 13 : 981448380X
Total Pages : 850 pages
Book Rating : 4.03/5 ( download)

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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.

Author : William T Coffey
Publisher : World Scientific
ISBN 13 : 981448539X
Total Pages : 704 pages
Book Rating : 4.95/5 ( download)

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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 : David Holcman
Publisher : Springer
ISBN 13 : 3319768956
Total Pages : 444 pages
Book Rating : 4.53/5 ( download)

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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 444 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.

Author : Hiroshi Masuhara
Publisher : Elsevier
ISBN 13 : 9780080471358
Total Pages : 444 pages
Book Rating : 4.58/5 ( download)

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Download or read book Nano Biophotonics written by Hiroshi Masuhara and published by Elsevier. This book was released on 2007-02-16 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume in the series represents the Proceedings of the 3rd International Nanophotonics Symposium, July 6-8, 2006, Icho-Kaikan, Osaka University, Osaka, Japan. Over a two-day symposium, distinguished scientists from around the world convened to discuss the latest progress in this field and the conclusions have been summarised in Nano Biophotonics: Science and Technology. The contents of this book have been compiled by invited lecturers, research members of the relevant projects/program, and some of general participants. The book has 27 chapters which are classified into 4 parts; nano bio-spectroscopy, nano bio-dynamics, nano bio-processing, and nano bio-devices. * Bridges the gap between conventional photophysics & photochemistry and nanoscience * Continuing the series that focuses on 'hot' areas of photochemistry, optics, material science and bioscience

Author : N.G. Van Kampen
Publisher : Elsevier
ISBN 13 : 0080475361
Total Pages : 481 pages
Book Rating : 4.63/5 ( download)

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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 2011-08-30 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004) Comprehensive coverage of fluctuations and stochastic methods for describing them A must for students and researchers in applied mathematics, physics and physical chemistry