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
Thermal and Statistical Physicsby Harvey Gould, Jan Tobochnik - Princeton University Press
A text on two related subjects: thermodynamics and statistical mechanics. Computer simulations and numerical calculations are used in a variety of contexts. The book brings some of the recent advances in research into the undergraduate curriculum.
(20224 views)
Fundamentals and New Frontiers of Bose-Einstein Condensationby Masahito Ueda - World Scientific Publishing Company
This book covers the fundamentals of and new developments in gaseous Bose Einstein condensation. It begins with a review of fundamental concepts and theorems, and introduces basic theories describing Bose-Einstein condensation (BEC)...
(10339 views)
Lecture Notes on Thermodynamics and Statistical Mechanicsby Daniel Arovas - University of California, San Diego
Contents: Probability 2. Thermodynamics 3. Ergodicity and the Approach to Equilibrium 4. Statistical Ensembles 5. Noninteracting Quantum Systems 6. Classical Interacting Systems 7. Mean Field Theory of Phase Transitions 8. Nonequilibrium Phenomena.
(11626 views)
Statistical Mechanics and the Physics of the Many-Particle Model Systemsby A. L. Kuzemsky - arXiv
The development of methods of quantum statistical mechanics is considered in light of their applications to quantum solid-state theory. We discuss fundamental problems of the physics of magnetic materials and methods of quantum theory of magnetism.
(12128 views)