An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

Author: Horacio S Wio

Publisher: World Scientific Publishing Company

Published: 2012-09-05

Total Pages: 336

ISBN-13: 9814434639

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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.


Book Synopsis An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics by : Horacio S Wio

Download or read book An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics written by Horacio S Wio and published by World Scientific Publishing Company. This book was released on 2012-09-05 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics

An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics

Author: Horacio Sergio Wio

Publisher: World Scientific

Published: 1994-02-07

Total Pages: 233

ISBN-13: 9814502650

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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.


Book Synopsis An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics by : Horacio Sergio Wio

Download or read book An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics written by Horacio Sergio Wio and published by World Scientific. This book was released on 1994-02-07 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics

Author: Horacio S. Wio

Publisher: World Scientific Publishing Company Incorporated

Published: 1994-01-01

Total Pages: 217

ISBN-13: 9789810215712

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Book Synopsis An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics by : Horacio S. Wio

Download or read book An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics written by Horacio S. Wio and published by World Scientific Publishing Company Incorporated. This book was released on 1994-01-01 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Non-equilibrium Statistical Physics with Application to Disordered Systems

Non-equilibrium Statistical Physics with Application to Disordered Systems

Author: Manuel Osvaldo Cáceres

Publisher: Springer

Published: 2017-03-07

Total Pages: 556

ISBN-13: 3319515535

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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.


Book Synopsis Non-equilibrium Statistical Physics with Application to Disordered Systems by : Manuel Osvaldo Cáceres

Download or read book Non-equilibrium Statistical Physics with Application to Disordered Systems written by Manuel Osvaldo Cáceres and published by Springer. This book was released on 2017-03-07 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Nonequilibrium Statistical Mechanics

Nonequilibrium Statistical Mechanics

Author: Robert Zwanzig

Publisher: Oxford University Press, USA

Published: 2001-05-17

Total Pages: 233

ISBN-13: 0195140184

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This is a presentation of the main ideas and methods of modern nonequilibrium statistical mechanics. It is the perfect introduction for anyone in chemistry or physics who needs an update or background in this time-dependent field. Topics covered include fluctuation-dissipation theorem; linear response theory; time correlation functions, and projection operators. Theoretical models are illustrated by real-world examples and numerous applications such as chemical reaction rates and spectral line shapes are covered. The mathematical treatments are detailed and easily understandable and the appendices include useful mathematical methods like the Laplace transforms, Gaussian random variables and phenomenological transport equations.


Book Synopsis Nonequilibrium Statistical Mechanics by : Robert Zwanzig

Download or read book Nonequilibrium Statistical Mechanics written by Robert Zwanzig and published by Oxford University Press, USA. This book was released on 2001-05-17 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a presentation of the main ideas and methods of modern nonequilibrium statistical mechanics. It is the perfect introduction for anyone in chemistry or physics who needs an update or background in this time-dependent field. Topics covered include fluctuation-dissipation theorem; linear response theory; time correlation functions, and projection operators. Theoretical models are illustrated by real-world examples and numerous applications such as chemical reaction rates and spectral line shapes are covered. The mathematical treatments are detailed and easily understandable and the appendices include useful mathematical methods like the Laplace transforms, Gaussian random variables and phenomenological transport equations.

Statistical Physics II

Statistical Physics II

Author: R. Kubo

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 294

ISBN-13: 3642967019

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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.


Book Synopsis Statistical Physics II by : R. Kubo

Download or read book Statistical Physics II written by R. Kubo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Statistical Physics II

Statistical Physics II

Author: Ryogo Kubo

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 296

ISBN-13: 3642582443

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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.


Book Synopsis Statistical Physics II by : Ryogo Kubo

Download or read book Statistical Physics II written by Ryogo Kubo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Nonequilibrium Statistical Physics

Nonequilibrium Statistical Physics

Author: Roberto Livi

Publisher: Cambridge University Press

Published: 2017-10-05

Total Pages: 439

ISBN-13: 1107049547

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


Book Synopsis Nonequilibrium Statistical Physics by : Roberto Livi

Download or read book Nonequilibrium Statistical Physics written by Roberto Livi and published by Cambridge University Press. This book was released on 2017-10-05 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and pedagogical text on nonequilibrium statistical physics, covering topics from random walks to pattern formation.

Statistical Thermodynamics of Nonequilibrium Processes

Statistical Thermodynamics of Nonequilibrium Processes

Author: Joel Keizer

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 517

ISBN-13: 1461210542

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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.


Book Synopsis Statistical Thermodynamics of Nonequilibrium Processes by : Joel Keizer

Download or read book Statistical Thermodynamics of Nonequilibrium Processes written by Joel Keizer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Nonequilibrium Statistical Physics

Nonequilibrium Statistical Physics

Author: Gerd Röpke

Publisher: John Wiley & Sons

Published: 2013-03-01

Total Pages: 388

ISBN-13: 3527670572

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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.


Book Synopsis Nonequilibrium Statistical Physics by : Gerd Röpke

Download or read book Nonequilibrium Statistical Physics written by Gerd Röpke and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.