Description

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, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an 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 form of research papers or scattered review articles.

Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering

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Hardback by William T Coffey , Yuri P Kalmykov

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This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of... Read more

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 04/03/2004
    ISBN13: 9789812384621, 978-9812384621
    ISBN10: 9812384626

    Number of Pages: 704

    Non Fiction , Mathematics & Science , Education

    Description

    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, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an 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 form of research papers or scattered review articles.

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