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Introduction to Stochastic Processes and de Horacio S. Wio

Introduction to Stochastic Processes and: Advanced Series in Mathematical Physics, cartea 10

Autor Horacio S. Wio
en Limba Engleză Hardback – 31 ian 1994
Brings together, in an introductory form, the scattered material in the field of stochastic processes and statistical physics. This book is intended for undergraduate and graduate students of physics who wish to gain an introduction to stochastic, kinetic and nonequilibrium processes.
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Specificații

ISBN-13: 9789810215712
ISBN-10: 9810215711
Pagini: 232
Editura: World Scientific Publishing Company
Seria Advanced Series in Mathematical Physics

Cuprins

Part 1 Stochastic processes and the master equation: stochastic processes; Markovian processes; master equations; Kramers Moyal expansion; Brownian motion, Langevian and Fokker-Planck equations. Part 2 Distribution, BBGKY hierarchy, density operator: probability density as a fluid; BBGKY hierarchy; microscopic balance equations; density operator. Part 3 Linear nonequilibrium thermodynamics and onsager relations: onsager regretion to equilibrium hipotesis; onsager relations; minimum production of entropy. Part 4 Linear response theory, fluctuation-disipation theorem: correlation functions - definitions and properties; linear response theory; fluctuation-disipation theorem. Part 5 Instabilities and far from equilibrium phase-transitions: instabilities, bifurcations, limit circles; noise induced transitions; pattern formation - reaction-diffusion; pattern propagation.