Introduction to the theory of stochastic processes and Brownian motion problems
by J. L. Garcia-Palacios
Publisher: arXiv 2007
Number of pages: 104
Description:
Contents: Historical introduction; Stochastic variables; Stochastic processes and Markov processes; The master equation: Kramers–Moyal expansion and Fokker–Planck equation; The Langevin equation; Linear response theory, dynamical susceptibilities, and relaxation times (Kramers’ theory); Methods for solving Langevin and Fokker–Planck equations; Derivation of Langevin equations in the bath-of-oscillators formalism.
Download or read it online for free here:
Download link
(1.2MB, PDF)
Similar books
Statistical Physicsby Franz J. Vesely - University of Vienna
This web tutorial was devised as a tool for teaching Statistical Physics to second year students. Topics covered: Why is water wet? Elements of Kinetic Theory; Phase space; Statistical Thermodynamics; Statistical Quantum Mechanics.
(11046 views)
Thermodynamic Limit in Statistical Physicsby A. L. Kuzemsky - arXiv
The thermodynamic limit in statistical thermodynamics of many-particle systems is an important issue. We review the past and present disposition of thermodynamic limiting procedure in the structure of the contemporary statistical mechanics ...
(8457 views)
Statistical Mechanics of Nonequilibrium Liquidsby Denis J. Evans, Gary P. Morriss - ANU E Press
The book charts the development and theoretical analysis of molecular dynamics as applied to equilibrium and non-equilibrium systems. It connects molecular dynamics simulation with the mathematical theory to understand non-equilibrium steady states.
(13225 views)
Statistical Mechanics of Particlesby Mehran Kardar - MIT
Basic principles are examined: the laws of thermodynamics and the concepts of temperature, work, heat, and entropy. Postulates of classical statistical mechanics, microcanonical, canonical, and grand canonical distributions; lattice vibrations; etc.
(8971 views)