Series on Advances in Statistical Mechanics - Vol. 10
AN INTRODUCTION TO STOCHASTIC PROCESSES AND NONEQUILIBRIUM STATISTICAL PHYSICS
by Horacio S Wio (Universidad Nacional de Cuyo, Argentina)
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.
Contents:
- Stochastic Processes and the Master Equation:
-
Stochastic Processes
- Markovian Processes
- Master Equations
- Kramers Moyal Expansion
- Brownian Motion, Langevin and Fokker-Planck Equations
- Distributions, BBGKY Hierarchy, Density Operator:
- Probability Density as a Fluid
- BBGKY Hierarchy
- Microscopic Balance Equations
- Density Operator
- Linear Nonequilibrium Thermodynamics and Onsager Relations:
- Onsager Regression to Equilibrium Hypothesis
- Onsager Relations
- Minimum Production of Entropy
- Linear Response Theory, Fluctuation-Dissipation Theorem:
- Correlation Functions: Definitions and Properties
- Linear Response Theory
- Fluctuation-Dissipation Theorem
- Instabilities and Far from Equilibrium Phase-Transitions:
- Limit Cycles, Bifurcations, Symmetry Breaking
- Noise Induced Transitions
- Formation and Propagation of Patterns in Far from Equilibrium Systems:
- Reaction-Diffusion Descriptions and Pattern Formation
- Pattern Propagation
Readership: Graduate students in physics and chemistry.
"This book introduces ways to investigate nonequilibrium statistical physics, mainly via stochastic processes, and presents results achieved with such methodology ... it is suitable for seminars directed towards relatively mature students in theoretical physics or applied mathematics."
"The present book is a good choice for a single book covering the field ... suitable for undergraduate students in the last year and graduate students. They will find in it a suggestive introduction that motivates them to dig deeper into the field and to look for those topics omitted from the text ... highly recommended to anyone interested in becoming acquainted with nonequilibrium statistical physics."
Josep M Porrą
Journal of Statistical Physics |
| 232pp |
Pub. date: Feb 1994 |
This is a Print On Demand title. We no longer stock the original but will recreate a copy for you. While all efforts are made to ensure that quality is the same as the original, there may be differences in some areas of the design and packaging.
|
