Skip to main content

Stochastic Processes In Physics And Chemistry

Download Stochastic Processes In Physics And Chemistry Full eBooks in PDF, EPUB, and kindle. Stochastic Processes In Physics And Chemistry is one my favorite book and give us some inspiration, very enjoy to read. you could read this book anywhere anytime directly from your device.

Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry Book
Author : N.G. Van Kampen
Publisher : Elsevier
Release : 1992-11-20
ISBN : 0080571387
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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 Book
Author : N. G. van Kampen
Publisher : North Holland
Release : 1981
ISBN : 0987650XXX
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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 Chemistry and Biology

Stochastic Processes in Physics  Chemistry  and Biology Book
Author : Jan A. Freund,Thorsten Pöschel
Publisher : Springer
Release : 2008-01-11
ISBN : 3540453962
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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 research was devoted to purely mathematical and physical questions. However, in the last decade we have witnessed an enormous growth of results achieved in other sciences - especially chemistry and biology - based on applying methods of stochastic processes. One reason for this stochastics boom may be that the realization that noise plays a constructive rather than the expected deteriorating role has spread to communities beyond physics. Besides their aesthetic appeal these noise-induced, noise-supported or noise-enhanced effects sometimes offer an explanation for so far open pr- lems (information transmission in the nervous system and information p- cessing in the brain, processes at the cell level, enzymatic reactions, etc.). They may also pave the way to novel technological applications (noise-- hanced reaction rates, noise-induced transport and separation on the na- scale, etc.). Key words to be mentioned in this context are stochastic r- onance, Brownian motors or ratchets, and noise-supported phenomena in excitable systems.

Stochastic processes in physics and chemistry

Stochastic processes in physics and chemistry Book
Author : N. G. van Kampen
Publisher : Unknown
Release : 2007
ISBN : 0987650XXX
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

Download Stochastic processes in physics and chemistry book written by N. G. van Kampen, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Stochastic Processes for Physicists

Stochastic Processes for Physicists Book
Author : Kurt Jacobs
Publisher : Cambridge University Press
Release : 2010-02-18
ISBN : 1139486799
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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.

Stochastic Processes in Quantum Physics

Stochastic Processes in Quantum Physics Book
Author : Masao Nagasawa
Publisher : Birkhäuser
Release : 2012-12-06
ISBN : 3034883838
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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

An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics Book
Author : Don S. Lemons
Publisher : Johns Hopkins University Press+ORM
Release : 2003-04-29
ISBN : 0801876389
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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.

Theory and Applications of Stochastic Processes

Theory and Applications of Stochastic Processes Book
Author : Zeev Schuss
Publisher : Springer Science & Business Media
Release : 2009-12-09
ISBN : 1441916059
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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 measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

Nonequilibrium Statistical Physics

Nonequilibrium Statistical Physics Book
Author : Roberto Livi,Paolo Politi
Publisher : Cambridge University Press
Release : 2017-10-05
ISBN : 1107049547
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

A comprehensive and pedagogical text on nonequilibrium statistical physics, covering topics from random walks to pattern formation.

Stochastic Processes in Chemical Physics

Stochastic Processes in Chemical Physics Book
Author : Kurt Egon Shuler
Publisher : John Wiley & Sons
Release : 1969
ISBN : 9780471789673
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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.

Stochastic Tools in Mathematics and Science

Stochastic Tools in Mathematics and Science Book
Author : Alexandre J. Chorin,Ole H Hald
Publisher : Springer Science & Business Media
Release : 2014-01-21
ISBN : 1461469805
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

"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 is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications. For this new edition the material has been thoroughly reorganized and updated, and new sections on scaling, sampling, filtering and data assimilation, based on recent research, have been added. There are additional figures and exercises. Review of earlier edition: "This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." Mathematical Reviews, 2006

Stochastic Processes and Applications

Stochastic Processes and Applications Book
Author : Grigorios A. Pavliotis
Publisher : Springer
Release : 2014-11-19
ISBN : 1493913239
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

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.

Handbook of Stochastic Methods

Handbook of Stochastic Methods Book
Author : Crispin W. Gardiner
Publisher : Springer Verlag
Release : 1985-01-01
ISBN : 9783540616344
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

Download Handbook of Stochastic Methods book written by Crispin W. Gardiner, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Stationary Stochastic Processes MN 8

Stationary Stochastic Processes   MN 8  Book
Author : Takeyuki Hida
Publisher : Princeton University Press
Release : 2015-03-08
ISBN : 1400868572
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Thinking Probabilistically

Thinking Probabilistically Book
Author : Ariel Amir
Publisher : Cambridge University Press
Release : 2020-12-17
ISBN : 1108479529
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

An introductory text providing the reader with a thorough background to the rich world of applications of stochastic processes.

Stochastic Processes in Chemical Physics

Stochastic Processes in Chemical Physics Book
Author : Irwin Oppenheim,Kurt Egon Shuler,George Herbert Weiss
Publisher : MIT Press (MA)
Release : 1977-01
ISBN : 9780262150170
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

Download Stochastic Processes in Chemical Physics book written by Irwin Oppenheim,Kurt Egon Shuler,George Herbert Weiss, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Stochastic Chemical Reaction Systems in Biology

Stochastic Chemical Reaction Systems in Biology Book
Author : Hong Qian,Hao Ge
Publisher : Springer Nature
Release : 2021
ISBN : 3030862526
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

This book provides an introduction to the analysis of stochastic dynamic models in biology and medicine. The main aim is to offer a coherent set of probabilistic techniques and mathematical tools which can be used for the simulation and analysis of various biological phenomena. These tools are illustrated on a number of examples. For each example, the biological background is described, and mathematical models are developed following a unified set of principles. These models are then analyzed and, finally, the biological implications of the mathematical results are interpreted. The biological topics covered include gene expression, biochemistry, cellular regulation, and cancer biology. The book will be accessible to graduate students who have a strong background in differential equations, the theory of nonlinear dynamical systems, Markovian stochastic processes, and both discrete and continuous state spaces, and who are familiar with the basic concepts of probability theory.

Brownian Motion

Brownian Motion Book
Author : René L. Schilling,Lothar Partzsch
Publisher : Walter de Gruyter GmbH & Co KG
Release : 2014-06-18
ISBN : 3110307308
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics Book
Author : Horacio S Wio
Publisher : World Scientific
Release : 1994-02-07
ISBN : 9814502650
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics. It offers the opportunity of being acquainted with stochastic, kinetic and nonequilibrium processes. Although the research techniques in these areas have become standard procedures, they are not usually taught in the normal courses on statistical physics. For students of physics in their last year and graduate students who wish to gain an invaluable introduction on the above subjects, this book is a necessary tool. Contents:Stochastic Processes and the Master Equation:Stochastic ProcessesMarkovian ProcessesMaster EquationsKramers Moyal ExpansionBrownian Motion, Langevin and Fokker-Planck EquationsDistributions, BBGKY Hierarchy, Density Operator:Probability Density as a FluidBBGKY HierarchyMicroscopic Balance EquationsDensity OperatorLinear Nonequilibrium Thermodynamics and Onsager Relations:Onsager Regression to Equilibrium HypothesisOnsager RelationsMinimum Production of EntropyLinear Response Theory, Fluctuation-Dissipation Theorem:Correlation Functions: Definitions and PropertiesLinear Response TheoryFluctuation-Dissipation TheoremInstabilities and Far from Equilibrium Phase-Transitions:Limit Cycles, Bifurcations, Symmetry BreakingNoise Induced TransitionsFormation and Propagation of Patterns in Far from Equilibrium Systems:Reaction-Diffusion Descriptions and Pattern FormationPattern Propagation Readership: Graduate students in physics and chemistry. keywords:Stochastic Processes;Langevin and Fokker-Planck Equations;Statistical Physics;Onsager Relations;Linear Response;Nonequilibrium Statistical Physics;Transport Processes;Noise Induced Transitions;Instabilities;Pattern Formation and Propagation “This book introduces ways to investigate nonequilibrium statistical physics, mainly via stochastic processes, and presents results achieved with such methodology … it is suitable for seminars directed towards relatively mature students in theoretical physics or applied mathematics.” H Muthsam “The present book is a good choice for a single book covering the field … suitable for undergraduate students in the last year and graduate students. They will find in it a suggestive introduction that motivates them to dig deeper into the field and to look for those topics omitted from the text … highly recommended to anyone interested in becoming acquainted with nonequilibrium statistical physics.” Journal of Statistical Physics

Lectures on the Theory of Stochastic Processes

Lectures on the Theory of Stochastic Processes Book
Author : Anatolij V. Skorochod
Publisher : Walter de Gruyter GmbH & Co KG
Release : 2019-01-14
ISBN : 3110618168
Language : En, Es, Fr & De

DOWNLOAD

Book Description :

Download Lectures on the Theory of Stochastic Processes book written by Anatolij V. Skorochod, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.