Overview

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.

Full Product Details

Author:   William T Coffey (Trinity College Dublin, Ireland) ,  Yuri P Kalmykov (Univ De Perpignan Via Domitia, France) ,  John T Waldron (Trinity College, Ireland) ,  John T. Waldron (Trinity College, Dublin, Ireland)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Edition:   Second Edition
Volume:   14
Dimensions:   Width: 16.00cm , Height: 3.90cm , Length: 24.00cm
Weight:   1.098kg
ISBN:  

9789812384621

ISBN 10:   9812384626
Pages:   704
Publication Date:   04 March 2004
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Historical Background and Introductory Concepts; Langevin Equations and Methods of Solution; Matrix Continued Fraction Method for the Solution of Langevin and Fokker-Planck Equations; Linear and Nonlinear Response Theory; Brownian Motion of a Free Particle and a Harmonic Oscillator; One-Dimensional Rotational Brownian Motion in a Potential; Brownian Motion in a Tilted Cosine Potential: Application to the Josephson Tunnelling Junction; Rotational Brownian Motion in an External Potential with Applications to Dielectric and Magnetic Relaxation; Non-Axially Symmetric Problems in Rotational Brownian Motion: Applications to the Theory of Superparamagnetism; Inertial Langevin Equations: Application to Orientational Relaxation in Liquids; Itinerant Oscillator Model; Anomalous Diffusion; Methods for the Solution of Fractional Fokker-Planck Equations.

Reviews

"""This enlarged and updated second edition of the book: 'The Langevin equation' presents an extremely useful source for the practitioners of stochastic processes and its applications to physics, chemistry, engineering and biological physics, both for the experts and the beginners. It gives a valuable survey of solvable paradigms that rule many diverse stochastic phenomena. As such, it belongs onto the desk of all engaged in doing research and teaching in this area.""Peter HanggiUniversity of Augsburg""... this enlarged and updated second edition constitutes an excellent and quite useful contribution to this important subject of relevance in physics, chemistry and several branches of engineering.""Mathematical Reviews""This is a timely update of the theory and applications of the Langevin equation, which skillfully combines the elementary approaches with most recent developments such as anomalous diffusion and fractional kinetics. Both experts and beginners will benefit from this well-written textbook.""J KlafterHeinemann Chair of Physical ChemistryTel Aviv University""This book has been written in such a way that all the materials 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.""Zentralblatt MATH"

This enlarged and updated second edition of the book: 'The Langevin equation' presents an extremely useful source for the practitioners of stochastic processes and its applications to physics, chemistry, engineering and biological physics, both for the experts and the beginners. It gives a valuable survey of solvable paradigms that rule many diverse stochastic phenomena. As such, it belongs onto the desk of all engaged in doing research and teaching in this area. Peter HanggiUniversity of Augsburg ... this enlarged and updated second edition constitutes an excellent and quite useful contribution to this important subject of relevance in physics, chemistry and several branches of engineering. Mathematical Reviews This is a timely update of the theory and applications of the Langevin equation, which skillfully combines the elementary approaches with most recent developments such as anomalous diffusion and fractional kinetics. Both experts and beginners will benefit from this well-written textbook. J KlafterHeinemann Chair of Physical ChemistryTel Aviv University This book has been written in such a way that all the materials 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. Zentralblatt MATH

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