An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics

Author : Horacio S Wio,Roberto R Deza,Juan M López
Publisher : World Scientific Publishing Company
Page : 336 pages
File Size : 55,5 Mb
Release : 2012-09-05
Category : Science
ISBN : 9789814434638

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An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics by Horacio S Wio,Roberto R Deza,Juan M López Pdf

This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed. This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.

Author : Horacio Sergio Wio
Publisher : World Scientific
Page : 233 pages
File Size : 52,5 Mb
Release : 1994-02-07
Category : Science
ISBN : 9789814502658

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An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics by Horacio Sergio Wio Pdf

The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics. It offers the opportunity of being acquainted with stochastic, kinetic and nonequilibrium processes. Although the research techniques in these areas have become standard procedures, they are not usually taught in the normal courses on statistical physics. For students of physics in their last year and graduate students who wish to gain an invaluable introduction on the above subjects, this book is a necessary tool.

Author : Horacio S. Wio
Publisher : World Scientific Publishing Company Incorporated
Page : 217 pages
File Size : 54,6 Mb
Release : 1994-01-01
Category : Science
ISBN : 9810215711

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An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics by Horacio S. Wio Pdf

Author : Manuel Osvaldo Cáceres
Publisher : Springer
Page : 556 pages
File Size : 49,5 Mb
Release : 2017-03-07
Category : Science
ISBN : 9783319515533

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Non-equilibrium Statistical Physics with Application to Disordered Systems by Manuel Osvaldo Cáceres Pdf

This textbook is the result of the enhancement of several courses on non-equilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The little-known physical and mathematical concepts are described in sections and specific exercises throughout the text, as well as in appendices. Physical-mathematical motivation is the main driving force for the development of this text. It presents the academic topics of probability theory and stochastic processes as well as new educational aspects in the presentation of non-equilibrium statistical theory and stochastic differential equations.. In particular it discusses the problem of irreversibility in that context and the dynamics of Fokker-Planck. An introduction on fluctuations around metastable and unstable points are given. It also describes relaxation theory of non-stationary Markov periodic in time systems. The theory of finite and infinite transport in disordered networks, with a discussion of the issue of anomalous diffusion is introduced. Further, it provides the basis for establishing the relationship between quantum aspects of the theory of linear response and the calculation of diffusion coefficients in amorphous systems.

Author : Gerd Röpke
Publisher : John Wiley & Sons
Page : 388 pages
File Size : 55,7 Mb
Release : 2013-03-01
Category : Science
ISBN : 9783527670574

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Nonequilibrium Statistical Physics by Gerd Röpke Pdf

Authored by a well-known expert in the field of nonequilibrium statistical physics, this book is a coherent presentation of the subject suitable for masters and PhD students, as well as postdocs in physics and related disciplines. Starting from a general discussion of irreversibility and entropy, the method of nonequilibrium statistical operator is presented as a general concept. Stochastic processes are introduced as a necessary prerequisite to describe the evolution of a nonequilibrium state. Different standard approaches such as master equations, kinetic equations and linear response theory, are derived after special assumptions. This allows for an insight into the problems of nonequilibrium physics, a discussion of the limits of the approaches, and suggestions for improvements. The method of thermodynamic Green's function is outlined that allows for the systematic quantum statistical treatment of many-body systems. Applications and typical examples are given, as well as fully worked problems.

Author : Horacio S Wio
Publisher : World Scientific
Page : 176 pages
File Size : 40,8 Mb
Release : 2013-01-18
Category : Science
ISBN : 9789814449052

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Path Integrals for Stochastic Processes by Horacio S Wio Pdf

This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy). The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations. Contents:Stochastic Processes: A Short TourThe Path Integral for a Markov Stochastic ProcessGeneralized Path Expansion Scheme ISpace-Time Transformation IGeneralized Path Expansion Scheme IISpace-Time Transformation IINon-Markov Processes: Colored Noise CaseNon-Markov Processes: Non-Gaussian CaseNon-Markov Processes: Nonlinear CasesFractional Diffusion ProcessFeynman–Kac Formula, the Influence FunctionalOther Diffusion-Like ProblemsWhat was Left Out Readership: Advanced undergraduate and graduate students, researchers interested in stochastic analysis and statistical physics. Keywords:Path Integrals;Wiener Integrals;Stochastic Processes;Brownian Motion;Fractional MotionsKey Features:Offers an introductory presentation of path integral techniques focused on the realm of stochastic processesPresents the application of these techniques to the analysis of non-Markov and/or non-Gaussian process, as well as fractional motions discussed only in specialized articles, presented in a clear and didactic wayMost useful to become acquainted with these stochastic techniques for its application in real situations

Author : Ryogo Kubo,Morikazu Toda,Natsuki Hashitsume
Publisher : Springer Science & Business Media
Page : 296 pages
File Size : 52,8 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783642582448

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Statistical Physics II by Ryogo Kubo,Morikazu Toda,Natsuki Hashitsume Pdf

Statistical Physics II introduces nonequilibrium theories of statistical mechanics from the viewpoint of the fluctuation-disipation theorem. Emphasis is placed on the relaxation from nonequilibrium to equilibrium states, the response of a system to an external disturbance, and general problems involved in deriving a macroscopic physical process from more basic underlying processes. Fundamental concepts and methods are stressed, rather than the numerous individual applications.

Author : Werner Ebeling,Igor M. Sokolov
Publisher : World Scientific
Page : 344 pages
File Size : 50,9 Mb
Release : 2005
Category : Science
ISBN : 9789810213824

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Statistical Thermodynamics and Stochastic Theory of Nonequilibrium Systems by Werner Ebeling,Igor M. Sokolov Pdf

This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles.

Author : R. Kubo,M. Toda,N. Hashitsume
Publisher : Springer
Page : 300 pages
File Size : 49,6 Mb
Release : 2012-01-25
Category : Science
ISBN : 3642967027

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Statistical Physics II by R. Kubo,M. Toda,N. Hashitsume Pdf

This volume of Statistical Physics consititutes the second part of Statistical Physics (Springer Series in Solid-State Science, Vols. 30, 31) and is devoted to nonequilibrium theories of statistical mechanics. We start with an intro duction to the stochastic treatment of Brownian motion and then proceed to general problems involved in deriving a physical process from an underlying more basic process. Relaxation from nonequilibrium to equilibrium states and the response of a system to an external disturbance form the central problems of nonequilibrium statistical mechanics. These problems are treated both phenomenologically and microscopically along the lines of re cent developments. Emphasis is placed on fundamental concepts and methods rather than on applications which are too numerous to be treated exhaustively within the limited space of this volume. For information on the general aim of this book, the reader is referred to the Foreword. For further reading, the reader should consult the bibliographies, although these are not meant to be exhaustive.

Author : Naoto Shiraishi
Publisher : Springer Nature
Page : 437 pages
File Size : 53,6 Mb
Release : 2023-05-08
Category : Science
ISBN : 9789811981869

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An Introduction to Stochastic Thermodynamics by Naoto Shiraishi Pdf

This book presents the fundamentals of stochastic thermodynamics, one of the most central subjects in non-equilibrium statistical mechanics. It also explores many recent advances, e.g., in information thermodynamics, the thermodynamic uncertainty relation, and the trade-off relation between efficiency and power. The content is divided into three main parts, the first of which introduces readers to fundamental topics in stochastic thermodynamics, e.g., the basics of stochastic processes, the fluctuation theorem and its variants, information thermodynamics, and large deviation theory. In turn, parts two and three explore advanced topics such as autonomous engines (engines not controlled externally) and finite speed engines, while also explaining the key concepts from recent stochastic thermodynamics theory that are involved. To fully benefit from the book, readers only need an undergraduate-level background in statistical mechanics and quantum mechanics; no background in information theory or stochastic processes is needed. Accordingly, the book offers a valuable resource for early graduate or higher-level readers who are unfamiliar with this subject but want to keep up with the cutting-edge research in this field. In addition, the author’s vivid descriptions interspersed throughout the book will help readers grasp ‘living’ research developments and begin their own research in this field.

Author : L. Garrido,P. Seglar,P.J. Shepherd
Publisher : Springer
Page : 386 pages
File Size : 42,9 Mb
Release : 1978-09
Category : Science
ISBN : UCAL:B3753957

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Stochastic Processes in Nonequilibrium Systems by L. Garrido,P. Seglar,P.J. Shepherd Pdf

Author : JAMES H. LUSCOMBE
Publisher : Unknown
Page : 0 pages
File Size : 44,5 Mb
Release : 2024-09-24
Category : Mathematics
ISBN : 1138542954

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Non-Equilibrium Statistical Mechanics by JAMES H. LUSCOMBE Pdf

Statistical mechanics provides a framework for relating the properties of macroscopic systems (large collections of atoms, such as in a solid) to the microscopic properties of its parts. However, what happens when macroscopic systems are not in thermal equilibrium, where time is not only a relevant variable, but also essential? That is the province of nonequilibrium statistical mechanics - there are many ways for systems to be out of equilibrium! The subject is governed by fewer general principles than equilibrium statistical mechanics and consists of a number of different approaches for describing nonequilibrium systems. Financial markets are analyzed using methods of nonequilibrium statistical physics, such as the Fokker-Planck equation. Any system of sufficient complexity can be analyzed using the methods of nonequilibrium statistical mechanics. The Boltzmann equation is used frequently in the analysis of systems out of thermal equilibrium, from electron transport in semiconductors to modeling the early Universe following the Big Bang. This book provides an accessible yet very thorough introduction to nonequilibrium statistical mechanics, building on the author's years of teaching experience. Covering a broad range of advanced, extension topics, it can be used to support advanced courses on statistical mechanics, or as a supplementary text for core courses in this field. Key Features: - Features a clear, accessible writing style which enables the author to take a sophisticated approach to the subject, but in a way that is suitable for advanced undergraduate students and above. - Presents foundations of probability theory and stochastic processes and treats principles and basic methods of kinetic theory and time correlation functions. - Accompanied by separate volumes on thermodynamics and equilibrium statistical mechanics, which can be used in conjunction with this book James H. Luscombe received the PhD in Physics from the University of Chicago in 1983. After post-doctoral positions at the University of Toronto and Iowa State University, he joined the Research Laboratory of Texas Instruments, where he worked on the development of nanoelectronic devices. In 1994, he joined the Naval Postgraduate School in Monterey, CA, where he is Professor of Physics. He was Chair of the Department of Physics from 2003 - 2009. He teaches a wide variety of topics, including general relativity, statistical mechanics, mathematical methods, and quantum computation. He has published more than 60 research articles, and has given more than 100 conference presentations; he holds 2 patents.

Author : Joel Keizer
Publisher : Springer Science & Business Media
Page : 517 pages
File Size : 42,9 Mb
Release : 2012-12-06
Category : Science
ISBN : 9781461210542

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Statistical Thermodynamics of Nonequilibrium Processes by Joel Keizer Pdf

The structure of the theory ofthermodynamics has changed enormously since its inception in the middle of the nineteenth century. Shortly after Thomson and Clausius enunciated their versions of the Second Law, Clausius, Maxwell, and Boltzmann began actively pursuing the molecular basis of thermo dynamics, work that culminated in the Boltzmann equation and the theory of transport processes in dilute gases. Much later, Onsager undertook the elucidation of the symmetry oftransport coefficients and, thereby, established himself as the father of the theory of nonequilibrium thermodynamics. Com bining the statistical ideas of Gibbs and Langevin with the phenomenological transport equations, Onsager and others went on to develop a consistent statistical theory of irreversible processes. The power of that theory is in its ability to relate measurable quantities, such as transport coefficients and thermodynamic derivatives, to the results of experimental measurements. As powerful as that theory is, it is linear and limited in validity to a neighborhood of equilibrium. In recent years it has been possible to extend the statistical theory of nonequilibrium processes to include nonlinear effects. The modern theory, as expounded in this book, is applicable to a wide variety of systems both close to and far from equilibrium. The theory is based on the notion of elementary molecular processes, which manifest themselves as random changes in the extensive variables characterizing a system. The theory has a hierarchical character and, thus, can be applied at various levels of molecular detail.

Author : R. Kubo,M. Toda,N. Hashitsume
Publisher : Springer Science & Business Media
Page : 294 pages
File Size : 40,7 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783642967016

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Statistical Physics II by R. Kubo,M. Toda,N. Hashitsume Pdf

This volume of Statistical Physics consititutes the second part of Statistical Physics (Springer Series in Solid-State Science, Vols. 30, 31) and is devoted to nonequilibrium theories of statistical mechanics. We start with an intro duction to the stochastic treatment of Brownian motion and then proceed to general problems involved in deriving a physical process from an underlying more basic process. Relaxation from nonequilibrium to equilibrium states and the response of a system to an external disturbance form the central problems of nonequilibrium statistical mechanics. These problems are treated both phenomenologically and microscopically along the lines of re cent developments. Emphasis is placed on fundamental concepts and methods rather than on applications which are too numerous to be treated exhaustively within the limited space of this volume. For information on the general aim of this book, the reader is referred to the Foreword. For further reading, the reader should consult the bibliographies, although these are not meant to be exhaustive.

Author : Roberto Livi,Paolo Politi
Publisher : Cambridge University Press
Page : 439 pages
File Size : 44,7 Mb
Release : 2017-10-05
Category : Science
ISBN : 9781107049543

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Nonequilibrium Statistical Physics by Roberto Livi,Paolo Politi Pdf

A comprehensive and pedagogical text on nonequilibrium statistical physics, covering topics from random walks to pattern formation.