Langevin Equation, The: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (Second Edition)

ISBN-13: 9789812384621 / Angielski / Twarda / 2004 / 704 str.

William T. Coffey; Yuri P. Kalmykov; John T. Waldron

Opis

This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion contiguous time random walks, stochastic resonance etc, which are of major current interest in view of the large number if disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible than advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the from of research papers or scattered review articles.