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Author: Hannes Risken
Publisher: Springer Science & Business Media
ISBN: 3642615449
Category : Mathematics
Languages : en
Pages : 486
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Book Description
This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Author: Hannes Risken
Publisher: Springer Science & Business Media
ISBN: 3642615449
Category : Mathematics
Languages : en
Pages : 486
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Book Description
This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Author: Christian Soize
Publisher: World Scientific
ISBN: 9789810217556
Category : Science
Languages : en
Pages : 346
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Book Description
This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?
Author: T.D. Frank
Publisher: Springer Science & Business Media
ISBN: 3540212647
Category : Science
Languages : en
Pages : 414
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Book Description
Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.
Author: Johan Grasman
Publisher: Springer Science & Business Media
ISBN: 9783540644354
Category : Mathematics
Languages : en
Pages : 242
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Book Description
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
Author: Sau Fa Kwok
Publisher: World Scientific
ISBN: 9813228423
Category : Science
Languages : en
Pages : 208
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Book Description
This invaluable book provides a broad introduction to a rapidly growing area of nonequilibrium statistical physics. The first part of the book complements the classical book on the Langevin and Fokker-Planck equations (H. Risken, The Fokker-Planck Equation: Methods of Solution and Applications (Springer, 1996)). Some topics and methods of solutions are presented and discussed in details which are not described in Risken's book, such as the method of similarity solution, the method of characteristics, transformation of diffusion processes into the Wiener process in different prescriptions, harmonic noise and relativistic Brownian motion. Connection between the Langevin equation and Tsallis distribution is also discussed.Due to the growing interest in the research on the generalized Langevin equations, several of them are presented. They are described with some details.Recent research on the integro-differential Fokker-Planck equation derived from the continuous time random walk model shows that the topic has several aspects to be explored. This equation is worked analytically for the linear force and the generic waiting time probability distribution function. Moreover, generalized Klein-Kramers equations are also presented and discussed. They have the potential to be applied to natural systems, such as biological systems.
Author: Wilhelm Brenig
Publisher: Springer Science & Business Media
ISBN: 3642746853
Category : Science
Languages : en
Pages : 298
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Book Description
This text on the statistical theory of nonequilibrium phenomena grew out of lecture notes for courses on advanced statistical mechanics that were held more or less regularly at the Physics Department of the Technical University in Munich. My aim in these lectures was to incorporate various developments of many-body theory made during the last 20-30 years, in particular the correlation function approach, not just as an "extra" alongside the more "classical" results; I tried to use this approach as a unifying concept for the presentation of older as well as more recent results. I think that after so many excellent review articles and advanced treatments, correlation functions and memory kernels are as much a matter of course in nonequilibrium statistical physics as partition functions are in equilibrium theory, and should be used as such in regular courses and textbooks. The relations between correlation functions and earlier vehicles for the formulation of nonequilibrium theory such as kinetic equations, master equations, Onsager's theory, etc. , are discussed in detail in this volume. Since today there is growing interest in nonlinear phenomena I have included several chapters on related problems. There is some nonlinear response theory, some results on phenomenological nonlinear equations and some microscopic applications of the nonlinear response formalism. The main focus, however, is on the linear regime.
Author: Helmut Wiedemann
Publisher: Springer Science & Business Media
ISBN: 3662029030
Category : Science
Languages : en
Pages : 457
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Book Description
Particle Accelerator Physics covers the dynamics of relativistic particle beams, basics of particle guidance and focusing, lattice design, characteristics of beam transport systems and circular accelerators. Particle-beam optics is treated in the linear approximation including sextupoles to correct for chromatic aberrations. Perturbations to linear beam dynamics are analyzed in detail and correction measures are discussed, while basic lattice design features and building blocks leading to the design of more complicated beam transport systems and circular accelerators are studied. Characteristics of synchrotron radiation and quantum effects due to the statistical emission of photons on particle trajectories are derived and applied to determine particle-beam parameters. The discussions specifically concentrate on relativistic particle beams and the physics of beam optics in beam transport systems and circular accelerators such as synchrotrons and storage rings. This book forms a broad basis for further, more detailed studies of nonlinear beam dynamics and associated accelerator physics problems, discussed in the subsequent volume.
Author: Kurt Jacobs
Publisher: Cambridge University Press
ISBN: 1139486799
Category : Science
Languages : en
Pages : 203
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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.
Author: Grigorios A. Pavliotis
Publisher: Springer
ISBN: 1493913239
Category : Mathematics
Languages : en
Pages : 345
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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.
Author: José Antonio Fornés
Publisher: Springer Nature
ISBN: 3030649571
Category : Science
Languages : en
Pages : 198
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Book Description
Molecular motors convert chemical energy (typically from ATP hydrolysis) to directed motion and mechanical work. Biomolecular motors are proteins able of converting chemical energy into mechanical motion and force. Because of their dimension, the many small parts that make up molecular motors must operate at energies only a few times greater than those of the thermal baths. The description of molecular motors must be stochastic in nature. Their actions are often described in terms of Brownian Ratchets mechanisms. In order to describe the principles used in their movement, we need to use the tools that theoretical physics give us. In this book we centralize on the some physical mechanisms of molecular motors.
