Download or read book Introduction To Stochastic Processes And Nonequilibrium Statistical Physics An Revised Edition written by Horacio Sergio Wio and published by World Scientific Publishing Company. This book was released on 2012-09-05 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed.This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.
Download or read book An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics written by Horacio Sergio Wio and published by World Scientific. This book was released on 1994-02-07 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics written by Horacio S. Wio and published by World Scientific Publishing Company Incorporated. This book was released on 1994-01-01 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Non equilibrium Statistical Physics with Application to Disordered Systems written by Manuel Osvaldo Cáceres and published by Springer. This book was released on 2017-03-07 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is the result of the enhancement of several courses on non-equilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The little-known physical and mathematical concepts are described in sections and specific exercises throughout the text, as well as in appendices. Physical-mathematical motivation is the main driving force for the development of this text. It presents the academic topics of probability theory and stochastic processes as well as new educational aspects in the presentation of non-equilibrium statistical theory and stochastic differential equations.. In particular it discusses the problem of irreversibility in that context and the dynamics of Fokker-Planck. An introduction on fluctuations around metastable and unstable points are given. It also describes relaxation theory of non-stationary Markov periodic in time systems. The theory of finite and infinite transport in disordered networks, with a discussion of the issue of anomalous diffusion is introduced. Further, it provides the basis for establishing the relationship between quantum aspects of the theory of linear response and the calculation of diffusion coefficients in amorphous systems.
Download or read book Nonequilibrium Statistical Mechanics written by Robert Zwanzig and published by Oxford University Press, USA. This book was released on 2001-05-17 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a presentation of the main ideas and methods of modern nonequilibrium statistical mechanics. It is the perfect introduction for anyone in chemistry or physics who needs an update or background in this time-dependent field. Topics covered include fluctuation-dissipation theorem; linear response theory; time correlation functions, and projection operators. Theoretical models are illustrated by real-world examples and numerous applications such as chemical reaction rates and spectral line shapes are covered. The mathematical treatments are detailed and easily understandable and the appendices include useful mathematical methods like the Laplace transforms, Gaussian random variables and phenomenological transport equations.
Download or read book Statistical Physics II written by R. Kubo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Statistical Physics consititutes the second part of Statistical Physics (Springer Series in Solid-State Science, Vols. 30, 31) and is devoted to nonequilibrium theories of statistical mechanics. We start with an intro duction to the stochastic treatment of Brownian motion and then proceed to general problems involved in deriving a physical process from an underlying more basic process. Relaxation from nonequilibrium to equilibrium states and the response of a system to an external disturbance form the central problems of nonequilibrium statistical mechanics. These problems are treated both phenomenologically and microscopically along the lines of re cent developments. Emphasis is placed on fundamental concepts and methods rather than on applications which are too numerous to be treated exhaustively within the limited space of this volume. For information on the general aim of this book, the reader is referred to the Foreword. For further reading, the reader should consult the bibliographies, although these are not meant to be exhaustive.
Download or read book Equilibrium and Non equilibrium Statistical Mechanics written by Carolyn M. Van Vliet and published by World Scientific. This book was released on 2008 with total page 987 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book encompasses our current understanding of the ensemble approach to many-body physics, phase transitions and other thermal phenomena, as well as the quantum foundations of linear response theory, kinetic equations and stochastic processes. It is destined to be a standard text for graduate students, but it will also serve the specialist-researcher in this fascinating field; some more elementary topics have been included in order to make the book self-contained.The historical methods of J Willard Gibbs and Ludwig Boltzmann, applied to the quantum description rather than phase space, are featured. The tools for computations in the microcanonical, canonical and grand-canonical ensembles are carefully developed and then applied to a variety of classical and standard quantum situations. After the language of second quantization has been introduced, strongly interacting systems, such as quantum liquids, superfluids and superconductivity, are treated in detail. For the connoisseur, there is a section on diagrammatic methods and applications.In the second part dealing with non-equilibrium processes, the emphasis is on the quantum foundations of Markovian behaviour and irreversibility via the Pauli-Van Hove master equation. Justifiable linear response expressions and the quantum-Boltzmann approach are discussed and applied to various condensed matter problems. From this basis the Onsager-Casimir relations are derived, together with the mesoscopic master equation, the Langevin equation and the Fokker-Planck truncation procedure. Brownian motion and modern stochastic problems such as fluctuations in optical signals and radiation fields briefly make the round.
Download or read book Statistical Thermodynamics of Nonequilibrium Processes written by Joel Keizer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: The structure of the theory ofthermodynamics has changed enormously since its inception in the middle of the nineteenth century. Shortly after Thomson and Clausius enunciated their versions of the Second Law, Clausius, Maxwell, and Boltzmann began actively pursuing the molecular basis of thermo dynamics, work that culminated in the Boltzmann equation and the theory of transport processes in dilute gases. Much later, Onsager undertook the elucidation of the symmetry oftransport coefficients and, thereby, established himself as the father of the theory of nonequilibrium thermodynamics. Com bining the statistical ideas of Gibbs and Langevin with the phenomenological transport equations, Onsager and others went on to develop a consistent statistical theory of irreversible processes. The power of that theory is in its ability to relate measurable quantities, such as transport coefficients and thermodynamic derivatives, to the results of experimental measurements. As powerful as that theory is, it is linear and limited in validity to a neighborhood of equilibrium. In recent years it has been possible to extend the statistical theory of nonequilibrium processes to include nonlinear effects. The modern theory, as expounded in this book, is applicable to a wide variety of systems both close to and far from equilibrium. The theory is based on the notion of elementary molecular processes, which manifest themselves as random changes in the extensive variables characterizing a system. The theory has a hierarchical character and, thus, can be applied at various levels of molecular detail.
Download or read book Nonequilibrium Statistical Physics written by Roberto Livi and published by Cambridge University Press. This book was released on 2017-10-05 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and pedagogical text on nonequilibrium statistical physics, covering topics from random walks to pattern formation.
Download or read book Statistical Physics of Complex Systems written by Eric Bertin and published by Springer. This book was released on 2016-10-14 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: This course-tested primer provides graduate students and non-specialists with a basic understanding of the concepts and methods of statistical physics and demonstrates their wide range of applications to interdisciplinary topics in the field of complex system sciences, including selected aspects of theoretical modeling in biology and the social sciences. Generally speaking, the goals of statistical physics may be summarized as follows: on the one hand to study systems composed of a large number of interacting units, and on the other to predict the macroscopic, collective behavior of the system considered from the perspective of the microscopic laws governing the dynamics of the individual entities. These two goals are essentially also shared by what is now called 'complex systems science,' and as such, systems studied in the framework of statistical physics may be considered to be among the simplest examples of complex systems – while also offering a rather well developed mathematical treatment. The second edition has been significantly revised and expanded, featuring in particular three new chapters addressing non-conserved particles, evolutionary population dynamics, networks, properties of both individual and coupled simple dynamical systems, and convergence theorems, as well as short appendices that offer helpful hints on how to perform simple stochastic simulations in practice. Yet, the original spirit of the book – to remain accessible to a broad, non-specialized readership – has been kept throughout: the format is a set of concise, modular and self-contained topical chapters, avoiding technicalities and jargon as much as possible, and complemented by a wealth of worked-out examples, so as to make this work useful as a self-study text or as textbook for short courses. From the reviews of the first edition: “... a good introduction to basic concepts of statistical physics and complex systems for students and researchers with an interest in complex systems in other fields ... .” Georg Hebermehl, Zentralblatt MATH, Vol. 1237, 2012 “... this short text remains very refreshing for the mathematician.” Dimitri Petritis, Mathematical Reviews, Issue 2012k
Download or read book Elements of Nonequilibrium Statistical Mechanics written by V. Balakrishnan and published by Springer Nature. This book was released on 2020-12-04 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Non equilibrium Thermodynamics and Statistical Mechanics written by Phil Attard and published by OUP Oxford. This book was released on 2012-10-04 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: `Non-equilibrium Thermodynamics and Statistical Mechanics: Foundations and Applications' builds from basic principles to advanced techniques, and covers the major phenomena, methods, and results of time-dependent systems. It is a pedagogic introduction, a comprehensive reference manual, and an original research monograph. Uniquely, the book treats time-dependent systems by close analogy with their static counterparts, with most of the familiar results of equilibrium thermodynamics and statistical mechanics being generalized and applied to the non-equilibrium case. The book is notable for its unified treatment of thermodynamics, hydrodynamics, stochastic processes, and statistical mechanics, for its self-contained, coherent derivation of a variety of non-equilibrium theorems, and for its quantitative tests against experimental measurements and computer simulations. Systems that evolve in time are more common than static systems, and yet until recently they lacked any over-arching theory. 'Non-equilibrium Thermodynamics and Statistical Mechanics' is unique in its unified presentation of the theory of non-equilibrium systems, which has now reached the stage of quantitative experimental and computational verification. The novel perspective and deep understanding that this book brings offers the opportunity for new direction and growth in the study of time-dependent phenomena. 'Non-equilibrium Thermodynamics and Statistical Mechanics' is an invaluable reference manual for experts already working in the field. Research scientists from different disciplines will find the overview of time-dependent systems stimulating and thought-provoking. Lecturers in physics and chemistry will be excited by many fresh ideas and topics, insightful explanations, and new approaches. Graduate students will benefit from its lucid reasoning and its coherent approach, as well as from the chem12physof mathematical techniques, derivations, and computer algorithms.
Download or read book Non Equilibrium Statistical Mechanics written by Ilya Prigogine and published by Courier Dover Publications. This book was released on 2017-03-17 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: Groundbreaking monograph by Nobel Prize winner for researchers and graduate students covers Liouville equation, anharmonic solids, Brownian motion, weakly coupled gases, scattering theory and short-range forces, general kinetic equations, more. 1962 edition.
Download or read book Non Equilibrium Thermodynamics written by S. R. De Groot and published by Courier Corporation. This book was released on 2013-01-23 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classic monograph treats irreversible processes and phenomena of thermodynamics: non-equilibrium thermodynamics. Covers statistical foundations and applications with chapters on fluctuation theory, theory of stochastic processes, kinetic theory of gases, more.
Download or read book Stochastic Tools in Mathematics and Science written by Alexandre J. Chorin and published by Springer Science & Business Media. This book was released on 2009-07-24 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
Download or read book Path Integrals For Stochastic Processes An Introduction written by Horacio Sergio Wio and published by World Scientific. This book was released on 2013-01-18 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations. remove /a
Download or read book Non equilibrium Statistical Mechanics and Turbulence written by John Cardy and published by Cambridge University Press. This book was released on 2008-12-11 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained volume introduces modern methods of statistical mechanics in turbulence, with three harmonised lecture courses by world class experts.
