The Langevin Equation: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (World Scientific Series in Contemporary Chemical Physics: Vol. 14) (Second Edition) - Hardcover

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

Hardcover

ISBN 10: 9812384626 ISBN 13: 9789812384621

Publisher: World Scientific Publishing Co Pte Ltd, 2004

Synopsis

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.

About this title

Review

"I found this book a valuable addition to my library. It will be of interest of researchers and advanced students and the material could be used as the text for a course for advanced undergraduates and graduate students."

....all the materials should be accessible to an advanced undergraduate or beginning graduate student.

Synopsis

This volume is the second edition of the 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 a number of new topics, such as anomalous diffusion, continuous time random walks and stochastic resonance, which are of major 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.

Edition details

• Publisher: World Scientific Publishing Co Pte Ltd
• Publication date: 2004
• Language: English
• ISBN 10: 9812384626
• ISBN 13: 9789812384621
• Binding: Hardcover
• Edition number: 2
• Number of pages: 704