The Langevin equation [electronic resource] : with applications to stochastic problems in physics, chemistry and electrical engineering / William T. Coffey, Yuri P. Kalmykov.

2024-05-15T21:14:47Z

by Coffey, William, 1948-
Call Number 519.2 22
Publication Date 2012
Summary This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.
Format: Electronic Resources
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The Langevin equation [electronic resource] : with applications to stochastic problems in physics, chemistry, and electrical engineering / W.T. Coffey, Yu. P. Kalmykov, J.T. Waldron.

2024-05-15T21:14:47Z

by Coffey, William, 1948-
Call Number 519.2 22
Publication Date 2004
Summary 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.
Format: Electronic Resources
Click here to view

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The Langevin equation [electronic resource] : with applications to stochastic problems in physics, chemistry and electrical engineering / William T. Coffey, Yuri P. Kalmykov.

The Langevin equation [electronic resource] : with applications to stochastic problems in physics, chemistry, and electrical engineering / W.T. Coffey, Yu. P. Kalmykov, J.T. Waldron.