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Stochastic processes in physics and chemistry


Stochastic processes in physics and chemistry
  • Author : N. G. van Kampen
  • Publisher :
  • Release : 2007
  • ISBN : OCLC:1034915079
  • Language : En, Es, Fr & De
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Stochastic Processes in Physics Chemistry and Biology


Stochastic Processes in Physics  Chemistry  and Biology
  • Author : Jan A. Freund
  • Publisher : Springer
  • Release : 2008-01-11
  • ISBN : 9783540453963
  • Language : En, Es, Fr & De
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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
  • Author : N.G. Van Kampen
  • Publisher : Elsevier
  • Release : 2011-08-30
  • ISBN : 0080475361
  • Language : En, Es, Fr & De
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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

Stochastic Processes in Physics and Chemistry


Stochastic Processes in Physics and Chemistry
  • Author : N. G. van Kampen
  • Publisher : North Holland
  • Release : 1981
  • ISBN : UOM:39015053348259
  • Language : En, Es, Fr & De
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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 for Physicists


Stochastic Processes for Physicists
  • Author : Kurt Jacobs
  • Publisher : Cambridge University Press
  • Release : 2010-02-18
  • ISBN : 9781139486798
  • Language : En, Es, Fr & De
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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.