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Langevin Equation, The: With Applications in Physics, Chemistry and Electrical Engineering: World Scientific Series on Nonlinear Science, cartea 11

Autor William Coffey, W. T. Coffey, Yu P. Kalmykov
en Limba Engleză Hardback – 30 iun 1996
Suitable for lecture courses on Brownian motion, this study includes coverage of the following topics: white noise; the Chapman-Kolmogorov equation - Kramers-Moyal expansion; Langevin equation; Fokker-Planck equation; Brownian motion of a free particle; and spectral density.
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Cuprins

The concept of a random process; the Brownian motion of a free particle - the velocity distribution; the Brownian motion of a free particle - the distribution of the displacements; one-dimensional Brownian motion in a potential excluding inertia effects; the multi-dimensional Langevin equation; rotational Brownian motion application to relaxation and loss processes in electric and magnetic fields.