The Langevin Equation PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Langevin Equation PDF full book. Access full book title The Langevin Equation by William Coffey. Download full books in PDF and EPUB format.
Author: William Coffey
Publisher: World Scientific
ISBN: 9789810216511
Category : Mathematics
Languages : en
Pages : 436
Get Book Here
Book Description
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: William Coffey
Publisher: World Scientific
ISBN: 9789810216511
Category : Mathematics
Languages : en
Pages : 436
Get Book Here
Book Description
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: William T Coffey
Publisher: World Scientific
ISBN: 981448539X
Category : Science
Languages : en
Pages : 704
Get Book Here
Book Description
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: Sau Fa Kwok
Publisher: World Scientific
ISBN: 9813228423
Category : Science
Languages : en
Pages : 208
Get Book Here
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: Jean-Louis Barrat
Publisher: Cambridge University Press
ISBN: 9780521789530
Category : Science
Languages : en
Pages : 410
Get Book Here
Book Description
Presenting a unified approach, this book focusses on the concepts and theoretical methods that are necessary for an understanding of the physics and chemistry of the fluid state. The authors do not attempt to cover the whole field in an encyclopedic manner. Instead, important ideas are presented in a concise and rigorous style, and illustrated with examples from both simple molecular liquids and more complex soft condensed matter systems such as polymers, colloids, and liquid crystals.
Author: Grigorios A. Pavliotis
Publisher: Springer
ISBN: 1493913239
Category : Mathematics
Languages : en
Pages : 345
Get Book Here
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: Ian Snook
Publisher: Elsevier
ISBN: 008046792X
Category : Science
Languages : en
Pages : 321
Get Book Here
Book Description
The Langevin and Generalised Langevin Approach To The Dynamics Of Atomic, Polymeric And Colloidal Systems is concerned with the description of aspects of the theory and use of so-called random processes to describe the properties of atomic, polymeric and colloidal systems in terms of the dynamics of the particles in the system. It provides derivations of the basic equations, the development of numerical schemes to solve them on computers and gives illustrations of application to typical systems.Extensive appendices are given to enable the reader to carry out computations to illustrate many of the points made in the main body of the book.* Starts from fundamental equations* Gives up-to-date illustration of the application of these techniques to typical systems of interest* Contains extensive appendices including derivations, equations to be used in practice and elementary computer codes
Author: V. Balakrishnan
Publisher: Springer
ISBN: 9783030622350
Category : Science
Languages : en
Pages : 314
Get Book Here
Book Description
This book deals with the basic principles and techniques of nonequilibrium statistical mechanics. The importance of this subject is growing rapidly in view of the advances being made, both experimentally and theoretically, in statistical physics, chemical physics, biological physics, complex systems and several other areas. The presentation of topics is quite self-contained, and the choice of topics enables the student to form a coherent picture of the subject. The approach is unique in that classical mechanical formulation takes center stage. The book is of particular interest to advanced undergraduate and graduate students in engineering departments.
Author: Trifce Sandev
Publisher: Springer Nature
ISBN: 3030296148
Category : Science
Languages : en
Pages : 357
Get Book Here
Book Description
Fractional equations and models play an essential part in the description of anomalous dynamics in complex systems. Recent developments in the modeling of various physical, chemical and biological systems have clearly shown that fractional calculus is not just an exotic mathematical theory, as it might have once seemed. The present book seeks to demonstrate this using various examples of equations and models with fractional and generalized operators. Intended for students and researchers in mathematics, physics, chemistry, biology and engineering, it systematically offers a wealth of useful tools for fractional calculus.
Author: Hannes Risken
Publisher: Springer Science & Business Media
ISBN: 3642615449
Category : Mathematics
Languages : en
Pages : 486
Get Book Here
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: Stuart A. Rice
Publisher: John Wiley & Sons
ISBN: 1118167848
Category : Science
Languages : en
Pages : 374
Get Book Here
Book Description
The Advances in Chemical Physics series the cutting edge of research 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 presents contributions from internationally renowned chemists and serves as the perfect supplement to any advanced graduate class devoted to the study of chemical physics. This volume explores: Multidimensional Incoherent Time-Resolved Spectroscopy and Complex Kinetics (Mark A. Berg) Complex Multiconfigurational Self-Consistent Field-Based Methods to Investigate Electron-Atom/Molecule Scattering Resonances (Kousik Samanta and Danny L. Yeager) Determination of Molecular Orientational Correlations in Disordered Systems from Diffraction Data (Szilvia Pothoczki, László Temleitner, and László Pusztai) Recent Advances in Studying Mechanical Properties of DNA (Reza Vafabakhsh, Kyung Suk Lee, and Taekjip Ha) Viscoelastic Subdiffusion: Generalized Langevin Equation Approach (Igor Goychuk) Efficient and Unbiased Sampling of Biomolecular Systems in the Canonical Ensemble: A Review of Self-Guided Langevin Dynamics (Xiongwu Wu, Ana Damjanovic, and Bernard R. Brooks)
