World Scientific Series in Contemporary Chemical Physics - Vol. 14
THE LANGEVIN EQUATION
With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering
(Second Edition)
by W T Coffey (Trinity College, Dublin, Ireland), Yu P Kalmykov (Université de Perpignan, France) & J T Waldron (Trinity College, Dublin, Ireland)
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.
Contents:
- Historical Background and Introductory Concepts
- Langevin Equations
and Methods of Solution
- Brownian Motion of a Free Particle and a Harmonic Oscillator
- Two-Dimensional Rotational Brownian Motion in N-Fold Cosine Potentials
- Brownian Motion in a Tilted Cosine Potential: Application to the Josephson Tunnelling Junction
- Translational Brownian Motion in a Double-Well Potential
- Three-Dimensional Rotational Brownian Motion in an External Potential: Application to the Theory of Dielectric and Magnetic Relaxation
- Rotational Brownian Motion in Axially Symmetric Potentials: Matrix Continued Fraction Solutions
- Rotational Brownian Motion in Non-Axially Symmetric Potentials
- Inertial Langevin Equations: Application to Orientational Relaxation in Liquids
- Anomalous Diffusion
Readership: Advanced undergraduates, graduate students, academics and
researchers in statistical physics, condensed matter physics and magnetism, the physics of fluids, theoretical chemistry and applied mathematics.
“This enlarged and updated second edition of the book: ‘The Langevin equation’ presents an extremely useful source for the practitioners of stochastic processes and its applications to physics, chemistry, engineering and biological physics, both for the experts and the beginners. It gives a valuable survey of solvable paradigms that rule many diverse stochastic phenomena. As such, it belongs onto the desk of all engaged in doing research and teaching in this area.”
Peter Hänggi
University of Augsburg |
“... this enlarged and updated second edition constitutes an excellent and quite useful contribution to this important subject of relevance in physics, chemistry and several branches of engineering.”
“This is a timely update of the theory and applications of the Langevin equation, which skillfully combines the elementary approaches with most recent developments such as anomalous diffusion and fractional kinetics. Both experts and beginners will benefit from this well-written textbook.”
J Klafter
Heinemann Chair of Physical Chemistry
Tel Aviv University |
“This book has been written in such a way that all the materials 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.”
| 704pp |
Pub. date: Mar 2004 |
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