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Author Kampen, N. G. van
Title Stochastic Processes in Physics and Chemistry
Imprint Amsterdam : Elsevier Science & Technology, 2007
©2007
book jacket
Edition 3rd ed
Descript 1 online resource (481 pages)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Series North-Holland Personal Library
North-Holland Personal Library
Note Front Cover -- Stochastic Processes in Physics and Chemistry -- Copyright Page -- TABLE OF CONTENTS -- PREFACE TO THE FIRST EDITION -- PREFACE TO THE SECOND EDITION -- ABBREVIATED REFERENCES -- PREFACE TO THE THIRD EDITION -- Chapter I. STOCHASTIC VARIABLES -- 1. Definition -- 2. Averages -- 3. Multivariate distributions -- 4. Addition of stochastic variables -- 5. Transformation of variables -- 6. The Gaussian distribution -- 7. The central limit theorem -- Chapter II. RANDOM EVENTS -- 1. Definition -- 2. The Poisson distribution -- 3. Alternative description of random events -- 4. The inverse formula -- 5. The correlation functions -- 6. Waiting times -- 7. Factorial correlation functions -- Chapter III. STOCHASTIC PROCESSES -- 1. Definition -- 2. Stochastic processes in physics -- 3. Fourier transformation of stationary processes -- 4. The hierarchy of distribution functions -- 5. The vibrating string and random fields -- 6. Branching processes -- Chapter IV. MARKOV PROCESSES -- 1. The Markov property -- 2. The Chapman-Kolmogorov equation -- 3. Stationary Markov processes -- 4. The extraction of a subensemble -- 5. Markov chains -- 6. The decay process -- Chapter V. THE MASTER EQUATION -- 1. Derivation -- 2. The class of W-matrices -- 3. The long-time limit -- 4. Closed, isolated, physical systems -- 5. The increase of entropy -- 6. Proof of detailed balance -- 7. Expansion in eigenfunctions -- 8. The macroscopic equation -- 9. The adjoint equation -- 10. Other equations related to the master equation -- Chapter VI. ONE-STEP PROCESSES -- 1. Definition -- the Poisson process -- 2. Random walk with continuous time -- 3. General properties of one-step processes -- 4. Examples of linear one-step processes -- 5. Natural boundaries -- 6. Solution of linear one-step processes with natural boundaries -- 7. Artificial boundaries
8. Artificial boundaries and normal modes -- 9. Nonlinear one-step processes -- Chapter VII. CHEMICAL REACTIONS -- 1. Kinematics of chemical reactions -- 2. Dynamics of chemical reactions -- 3. The stationary solution -- 4. Open systems -- 5. Unimolecular reactions -- 6. Collective systems -- 7. Composite Markov processes -- Chapter VIII. THE FOKKER-PLANCK EQUATION -- 1. Introduction -- 2. Derivation of the Fokker-Planck equation -- 3. Brownian motion -- 4. The Rayleigh particle -- 5. Application to one-step processes -- 6. The multivariate Fokker-PIanck equation -- 7. Kramers' equation -- Chapter IX. THE LANGEVIN APPROACH -- 1. Langevin treatment of Brownian motion -- 2. Applications -- 3. Relation to Fokker-Planck equation -- 4. The Langevin approach -- 5. Discussion of the Itô-Stratonovich dilemma -- 6. Non-Gaussian white noise -- 7. Colored noise -- Chapter X. THE EXPANSION OF THE MASTER EQUATION -- 1. Introduction to the expansion -- 2. General formulation of the expansion method -- 3. The emergence of the macroscopic law -- 4. The linear noise approximation -- 5. Expansion of a multivariate master equation -- 6. Higher orders -- Chapter XI. THE DIFFUSION TYPE -- 1. Master equations of diffusion type -- 2. Diffusion in an external field -- 3. Diffusion in an inhomogeneous medium -- 4. Muitivariate diffusion equation -- 5. The limit of zero fluctuations -- Chapter XII. FIRST-PASSAGE PROBLEMS -- 1. The absorbing boundary approach -- 2. The approach through the adjoint equation - Discrete case -- 3. The approach through the adjoint equation - Continuous case -- 4. The renewal approach -- 5. Boundaries of the Smoluchowski equation -- 6. First passage of non-Markov processes -- 7. Markov processes with large jumps -- Chapter XIII. UNSTABLE SYSTEMS -- 1. The bistable system -- 2. The escape time -- 3. Splitting probability
4. Diffusion in more dimensions -- 5. Critical fluctuations -- 6. Kramers' escape problem -- 7. Limit cycles and fluctuations -- Chapter XIV. FLUCTUATIONS IN CONTINUOUS SYSTEMS -- 1. Introduction -- 2. Diffusion noise -- 3. The method of compounding moments -- 4. Fluctuations in phase space density -- 5. Fluctuations and the Boltzmann equation -- Chapter XV. THE STATISTICS OF JUMP EVENTS -- 1. Basic formulae and a simple example -- 2. Jump events in nonlinear systems -- 3. Effect of incident photon statistics -- 4. Effect of incident photon statistics - continued -- Chapter XVI. STOCHASTIC DIFFERENTIAL EQUATIONS -- 1. Definitions -- 2. Heuristic treatment of multiplicative equations -- 3. The cumulant expansion introduced -- 4. The general cumulant expansion -- 5. Nonlinear stochastic differential equations -- 6. Long correlation times -- Chapter XVII. STOCHASTIC BEHAVIOR OF QUANTUM SYSTEMS -- 1. Quantum probability -- 2. The damped harmonic oscillator -- 3. The elimination of the bath -- 4. The elimination of the bath - continued -- 5. The Schrödinger-Langevin equation and the quantum master equation -- 6. A new approach to noise -- 7. Internal noise -- SUBJECT INDEX
The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum Optics (Springer, Berlin 1991) D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992) W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004) * Comprehensive coverage of fluctuations and stochastic methods for describing them * A must for students and researchers in applied mathematics, physics and physical chemistry
Description based on publisher supplied metadata and other sources
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2020. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries
Link Print version: Kampen, N. G. van Stochastic Processes in Physics and Chemistry Amsterdam : Elsevier Science & Technology,c2007 9780444529657
Subject Chemistry, Physical and theoretical - Statistical methods
Electronic books
Alt Author Van Kampen, N G
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