Introduction to the theory of stochastic processes and Brownian motion problems
by J. L. Garcia-Palacios
Publisher: arXiv 2007
Number of pages: 104
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.
Home page url
Download or read it online for free here:
by 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.
by H.T.C. Stoof - Utrecht University
We give a self-contained introduction to the quantum field theory for many-particle systems, using functional methods throughout. We focus in general on the behavior of so-called quantum liquids, i.e., quantum gases and liquids.
by S.B. Santra - Indian Institute of Technology Guwahati
This text provides a firm grounding in the laws and principles of statistical mechanics and thermodynamics that are essential to the study of physics. It presents the subject in a clear manner, and is based on the up-to-date research in the field.
by Soham Biswas - arXiv
Dynamics of Ising models is a much studied phenomenon and has emerged as a rich field of present-day research. An important dynamical feature commonly studied is the quenching phenomenon below the critical temperature ...