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 Mechanics Notesby Jed Rembold - New Mexico Tech
From the table of contents: Fundamental Principles of Statistical Physics; Selected Applications (Classical Systems, Ideal Fermi Gas, Ideal Bose Gas, Black Body Radiation, Relativistic Degenerate Electron Gas); Introduction to Kinetic Theory.
(11367 views)
Introduction to Nonequilibrium Statistical Mechanics with Quantum Fieldby Takafumi Kita - arXiv
The author presents a concise and self-contained introduction to nonequilibrium statistical mechanics with quantum field theory. Readers are assumed to be familiar with the Matsubara formalism of equilibrium statistical mechanics.
(12146 views)
An Introduction to Monte Carlo Simulations in Statistical Physicsby K. P. N. Murthy - arXiv
A brief introduction to the technique of Monte Carlo simulations in statistical physics. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov chain, etc.
(13664 views)
Non-Equilibrium Processesby Sidney Redner - Boston University
The author illustrates non-equilibrium statistical physics by presenting a number of current and paradigmatic examples of systems that are out of equilibrium, and elucidates the range of techniques available to solve these systems.
(10701 views)