Download or read book Stochastic Problems in Physics and Astronomy written by Subrahmanyan Chadrasekhar and published by . This book was released on 1943 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Papers Volume 3 written by S. Chandrasekhar and published by University of Chicago Press. This book was released on 1989-10-23 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of six volumes collecting significant papers of the distinguished astrophysicist and Nobel laureate S. Chandrasekhar. His work is notable for its breadth as well as for its brilliance; his practice has been to change his focus from time to time to pursue new areas of research. The result has been a prolific career full of discoveries and insights, some of which are only now being fully appreciated. Chandrasekhar has selected papers that trace the development of his ideas and that present aspects of his work not fully covered in the books he has periodically published to summarize his research in each area. This volume is divided into four sections. The first, on dynamical friction and Brownian motion, includes papers written after Chandrasekhar published his 1942 monograph Principles of Stellar Dynamics. Also in this section is "Stochastic Problems in Physics and Astronomy," one of the most cited papers in the physics literature, as well as papers written jointly with John von Neumann that have been given impetus to recent research. As Chandrasekhar notes, the papers in the second section, on statistical problems in astronomy, were influenced by Ambartsumian's analysis of brightness in the Milky Way. A third section on the statistical theory of turbulence addresses issues still unresolved in fluid dynamics, and the last section is devoted to hydromagnetic problems in astrophysics that are not discussed in Chandrasekhar's monographs.
Download or read book Selected Papers on Noise and Stochastic Processes written by Nelson Wax and published by Courier Corporation. This book was released on 2014-08-20 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Six classic papers, selected to meet the needs of physicists, applied mathematicians, and engineers, include contributions by S. Chandrasekhar, G. E. Uhlenbeck, L. S. Ornstein, Ming Chen Wang, others. 1954 edition.
Download or read book Some Stochastic Problems in Physics and Mathematics written by Mark Kac and published by . This book was released on 1957 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Papers Stochastic statistical and hydromagnetic problems in physics and astronomy written by Subrahmanyan Chandrasekhar and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering Fourth Edition written by William T Coffey and published by World Scientific. This book was released on 2017-03-22 with total page 927 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our original objective in writing this book was to demonstrate how the concept of the equation of motion of a Brownian particle — the Langevin equation or Newtonian-like evolution equation of the random phase space variables describing the motion — first formulated by Langevin in 1908 — so making him inter alia the founder of the subject of stochastic differential equations, may be extended to solve the nonlinear problems arising from the Brownian motion in a potential. Such problems appear under various guises in many diverse applications in physics, chemistry, biology, electrical engineering, etc. However, they have been invariably treated (following the original approach of Einstein and Smoluchowski) via the Fokker-Planck equation for the evolution of the probability density function in phase space. Thus the more simple direct dynamical approach of Langevin which we use and extend here, has been virtually ignored as far as the Brownian motion in a potential is concerned. In addition two other considerations have driven us to write this new edition of The Langevin Equation. First, more than five years have elapsed since the publication of the third edition and following many suggestions and comments of our colleagues and other interested readers, it became increasingly evident to us that the book should be revised in order to give a better presentation of the contents. In particular, several chapters appearing in the third edition have been rewritten so as to provide a more direct appeal to the particular community involved and at the same time to emphasize via a synergetic approach how seemingly unrelated physical problems all involving random noise may be described using virtually identical mathematical methods. Secondly, in that period many new and exciting developments have occurred in the application of the Langevin equation to Brownian motion. Consequently, in order to accommodate all these, a very large amount of new material has been added so as to present a comprehensive overview of the subject.
Download or read book Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering 3rd Edition written by Yuri P Kalmykov and published by World Scientific. This book was released on 2012-07-31 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.
Download or read book Stochastic processes in physics and astronomy a course of lectures written by Alladi Ramakrishnan and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering 2nd Edition written by William T Coffey and published by World Scientific. This book was released on 2004-03-03 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book The Langevin Equation written by William Coffey and published by World Scientific. This book was released on 1996 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Stochastic Analysis and Mathematical Physics written by Rolando Rebolledo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a broader dialogue among experts in the areas of classical and quantum stochastic analysis, mathematical physics and physics. This volume, consisting primarily of contributions to the Third Inter national Workshop on Stochastic Analysis and Mathematical Physics (in Spanish ANESTOC), held in Santiago, Chile, in October 1998, focuses on an analysis of quantum dynamics and related problems in probability the ory. Various articles investigate quantum dynamical semigroups and new results on q-deformed oscillator algebras, while others examine the appli cation of classical stochastic processes in quantum modeling. As in previous workshops, the topic of quantum flows and semigroups occupied an important place. In her paper, R. Carbone uses a spectral type analysis to obtain exponential rates of convergence towards the equilibrium of a quantum dynamical semigroup in the £2 sense. The method is illus trated with a quantum extension of a classical birth and death process. Quantum extensions of classical Markov processes lead to subtle problems of domains. This is in particular illustrated by F. Fagnola, who presents a pathological example of a semigroup for which the largest * -subalgebra (of the von Neumann algebra of bounded linear operators of £2 (lR+, IC)), con tained in the domain of its infinitesimal generator, is not a-weakly dense.
Download or read book An Introduction to Stochastic Processes in Physics written by Don S. Lemons and published by Johns Hopkins University Press+ORM. This book was released on 2003-04-29 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Stochastic Processes in Physics and Astronomy written by Alladi Ramakrishnan and published by . This book was released on 1978 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Processes for Physicists written by Kurt Jacobs and published by Cambridge University Press. This book was released on 2010-02-18 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Contemporary Problems in Statistical Physics written by George H. Weiss and published by SIAM. This book was released on 1994-01-01 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of independent articles describes some mathematical problems recently developed in statistical physics and theoretical chemistry. The book introduces and reviews current research on such topics as nonlinear systems and colored noise, stochastic resonance, percolation, the trapping problem in the theory of random walks, and diffusive models for chemical kinetics. Some of these topics have never before been presented in expository book form. Applied mathematicians will be introduced to some contemporary problems in statistical physics. In addition, a number of unsolved problems currently attracting intensive research efforts are described.
Download or read book Selected Papers Volume 3 written by S. Chandrasekhar and published by University of Chicago Press. This book was released on 1989-10-23 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of six volumes collecting significant papers of the distinguished astrophysicist and Nobel laureate S. Chandrasekhar. His work is notable for its breadth as well as for its brilliance; his practice has been to change his focus from time to time to pursue new areas of research. The result has been a prolific career full of discoveries and insights, some of which are only now being fully appreciated. Chandrasekhar has selected papers that trace the development of his ideas and that present aspects of his work not fully covered in the books he has periodically published to summarize his research in each area. This volume is divided into four sections. The first, on dynamical friction and Brownian motion, includes papers written after Chandrasekhar published his 1942 monograph Principles of Stellar Dynamics. Also in this section is "Stochastic Problems in Physics and Astronomy," one of the most cited papers in the physics literature, as well as papers written jointly with John von Neumann that have been given impetus to recent research. As Chandrasekhar notes, the papers in the second section, on statistical problems in astronomy, were influenced by Ambartsumian's analysis of brightness in the Milky Way. A third section on the statistical theory of turbulence addresses issues still unresolved in fluid dynamics, and the last section is devoted to hydromagnetic problems in astrophysics that are not discussed in Chandrasekhar's monographs.
