Stochastic Dynamics and Irreversibility

Stochastic Dynamics and Irreversibility

Author: Tânia Tomé

Publisher: Springer

Published: 2014-11-26

Total Pages: 402

ISBN-13: 331911770X

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This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.


Book Synopsis Stochastic Dynamics and Irreversibility by : Tânia Tomé

Download or read book Stochastic Dynamics and Irreversibility written by Tânia Tomé and published by Springer. This book was released on 2014-11-26 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.


Stochastic Dynamics and Irreversibility

Stochastic Dynamics and Irreversibility

Author: Tânia Tomé

Publisher: Springer

Published: 2015-01-09

Total Pages: 394

ISBN-13: 9783319117713

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This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.


Book Synopsis Stochastic Dynamics and Irreversibility by : Tânia Tomé

Download or read book Stochastic Dynamics and Irreversibility written by Tânia Tomé and published by Springer. This book was released on 2015-01-09 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.


Non-Equilibrium Entropy and Irreversibility

Non-Equilibrium Entropy and Irreversibility

Author: C. Lindblad

Publisher: Springer Science & Business Media

Published: 2001-11-30

Total Pages: 184

ISBN-13: 9781402003202

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The problem of deriving irreversible thermodynamics from the re versible microscopic dynamics has been on the agenda of theoreti cal physics for a century and has produced more papers than can be digested by any single scientist. Why add to this too long list with yet another work? The goal is definitely not to give a gen eral review of previous work in this field. My ambition is rather to present an approach differing in some key aspects from the stan dard treatments, and to develop it as far as possible using rather simple mathematical tools (mainly inequalities of various kinds). However, in the course of this work I have used a large number of results and ideas from the existing literature, and the reference list contains contributions from many different lines of research. As a consequence the reader may find the arguments a bit difficult to follow without some previous exposure to this set of problems.


Book Synopsis Non-Equilibrium Entropy and Irreversibility by : C. Lindblad

Download or read book Non-Equilibrium Entropy and Irreversibility written by C. Lindblad and published by Springer Science & Business Media. This book was released on 2001-11-30 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of deriving irreversible thermodynamics from the re versible microscopic dynamics has been on the agenda of theoreti cal physics for a century and has produced more papers than can be digested by any single scientist. Why add to this too long list with yet another work? The goal is definitely not to give a gen eral review of previous work in this field. My ambition is rather to present an approach differing in some key aspects from the stan dard treatments, and to develop it as far as possible using rather simple mathematical tools (mainly inequalities of various kinds). However, in the course of this work I have used a large number of results and ideas from the existing literature, and the reference list contains contributions from many different lines of research. As a consequence the reader may find the arguments a bit difficult to follow without some previous exposure to this set of problems.


Stochastic Dynamics

Stochastic Dynamics

Author: Hans Crauel

Publisher: Springer Science & Business Media

Published: 1999-03-26

Total Pages: 457

ISBN-13: 0387985123

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Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular stochastic partial differential equations. Example applications are presented from biology, chemistry and engineering, while describing numerical treatments of stochastic systems.


Book Synopsis Stochastic Dynamics by : Hans Crauel

Download or read book Stochastic Dynamics written by Hans Crauel and published by Springer Science & Business Media. This book was released on 1999-03-26 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular stochastic partial differential equations. Example applications are presented from biology, chemistry and engineering, while describing numerical treatments of stochastic systems.


The Nature of Irreversibility

The Nature of Irreversibility

Author: H.B. Hollinger

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 350

ISBN-13: 9400954301

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A dominant feature of our ordinary experience of the world is a sense of irreversible change: things lose form, people grow old, energy dissipates. On the other hand, a major conceptual scheme we use to describe the natural world, molecular dynamics, has reversibility at its core. The need to harmonize conceptual schemes and experience leads to several questions, one of which is the focus of this book. How does irreversibility at the macroscopic level emerge from the reversibility that prevails at the molecular level? Attempts to explain the emergence have emphasized probability, and assigned different probabilities to the forward and reversed directions of processes so that one direction is far more probable than the other. The conclu sion is promising, but the reasons for it have been obscure. In many cases the aim has been to find an explana tion in the nature of probability itself. Reactions to that have been divided: some think the aim is justified while others think it is absurd.


Book Synopsis The Nature of Irreversibility by : H.B. Hollinger

Download or read book The Nature of Irreversibility written by H.B. Hollinger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: A dominant feature of our ordinary experience of the world is a sense of irreversible change: things lose form, people grow old, energy dissipates. On the other hand, a major conceptual scheme we use to describe the natural world, molecular dynamics, has reversibility at its core. The need to harmonize conceptual schemes and experience leads to several questions, one of which is the focus of this book. How does irreversibility at the macroscopic level emerge from the reversibility that prevails at the molecular level? Attempts to explain the emergence have emphasized probability, and assigned different probabilities to the forward and reversed directions of processes so that one direction is far more probable than the other. The conclu sion is promising, but the reasons for it have been obscure. In many cases the aim has been to find an explana tion in the nature of probability itself. Reactions to that have been divided: some think the aim is justified while others think it is absurd.


Nonequilibrium and Irreversibility

Nonequilibrium and Irreversibility

Author: Giovanni Gallavotti

Publisher: Springer

Published: 2014-06-10

Total Pages: 261

ISBN-13: 3319067583

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This book concentrates on the properties of the stationary states in chaotic systems of particles or fluids, leaving aside the theory of the way they can be reached. The stationary states of particles or of fluids (understood as probability distributions on microscopic configurations or on the fields describing continua) have received important new ideas and data from numerical simulations and reviews are needed. The starting point is to find out which time invariant distributions come into play in physics. A special feature of this book is the historical approach. To identify the problems the author analyzes the papers of the founding fathers Boltzmann, Clausius and Maxwell including translations of the relevant (parts of) historical documents. He also establishes a close link between treatment of irreversible phenomena in statistical mechanics and the theory of chaotic systems at and beyond the onset of turbulence as developed by Sinai, Ruelle, Bowen (SRB) and others: the author gives arguments intending to support strongly the viewpoint that stationary states in or out of equilibrium can be described in a unified way. In this book it is the "chaotic hypothesis", which can be seen as an extension of the classical ergodic hypothesis to non equilibrium phenomena, that plays the central role. It is shown that SRB - often considered as a kind of mathematical playground with no impact on physical reality - has indeed a sound physical interpretation; an observation which to many might be new and a very welcome insight. Following this, many consequences of the chaotic hypothesis are analyzed in chapter 3 - 4 and in chapter 5 a few applications are proposed. Chapter 6 is historical: carefully analyzing the old literature on the subject, especially ergodic theory and its relevance for statistical mechanics; an approach which gives the book a very personal touch. The book contains an extensive coverage of current research (partly from the authors and his coauthors publications) presented in enough detail so that advanced students may get the flavor of a direction of research in a field which is still very much alive and progressing. Proofs of theorems are usually limited to heuristic sketches privileging the presentation of the ideas and providing references that the reader can follow, so that in this way an overload of this text with technical details could be avoided.


Book Synopsis Nonequilibrium and Irreversibility by : Giovanni Gallavotti

Download or read book Nonequilibrium and Irreversibility written by Giovanni Gallavotti and published by Springer. This book was released on 2014-06-10 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concentrates on the properties of the stationary states in chaotic systems of particles or fluids, leaving aside the theory of the way they can be reached. The stationary states of particles or of fluids (understood as probability distributions on microscopic configurations or on the fields describing continua) have received important new ideas and data from numerical simulations and reviews are needed. The starting point is to find out which time invariant distributions come into play in physics. A special feature of this book is the historical approach. To identify the problems the author analyzes the papers of the founding fathers Boltzmann, Clausius and Maxwell including translations of the relevant (parts of) historical documents. He also establishes a close link between treatment of irreversible phenomena in statistical mechanics and the theory of chaotic systems at and beyond the onset of turbulence as developed by Sinai, Ruelle, Bowen (SRB) and others: the author gives arguments intending to support strongly the viewpoint that stationary states in or out of equilibrium can be described in a unified way. In this book it is the "chaotic hypothesis", which can be seen as an extension of the classical ergodic hypothesis to non equilibrium phenomena, that plays the central role. It is shown that SRB - often considered as a kind of mathematical playground with no impact on physical reality - has indeed a sound physical interpretation; an observation which to many might be new and a very welcome insight. Following this, many consequences of the chaotic hypothesis are analyzed in chapter 3 - 4 and in chapter 5 a few applications are proposed. Chapter 6 is historical: carefully analyzing the old literature on the subject, especially ergodic theory and its relevance for statistical mechanics; an approach which gives the book a very personal touch. The book contains an extensive coverage of current research (partly from the authors and his coauthors publications) presented in enough detail so that advanced students may get the flavor of a direction of research in a field which is still very much alive and progressing. Proofs of theorems are usually limited to heuristic sketches privileging the presentation of the ideas and providing references that the reader can follow, so that in this way an overload of this text with technical details could be avoided.


Recent Development in Stochastic Dynamics and Stochastic Analysis

Recent Development in Stochastic Dynamics and Stochastic Analysis

Author:

Publisher:

Published:

Total Pages:

ISBN-13: 981446760X

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Book Synopsis Recent Development in Stochastic Dynamics and Stochastic Analysis by :

Download or read book Recent Development in Stochastic Dynamics and Stochastic Analysis written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Stochastic Dynamics, Filtering and Optimization

Stochastic Dynamics, Filtering and Optimization

Author: Debasish Roy

Publisher: Cambridge University Press

Published: 2017-05-04

Total Pages: 749

ISBN-13: 1107182646

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This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering.


Book Synopsis Stochastic Dynamics, Filtering and Optimization by : Debasish Roy

Download or read book Stochastic Dynamics, Filtering and Optimization written by Debasish Roy and published by Cambridge University Press. This book was released on 2017-05-04 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces essential concepts in stochastic processes that interface seamlessly with applications of interest in science and engineering.


Stochastic Dynamics and Boltzmann Hierarchy

Stochastic Dynamics and Boltzmann Hierarchy

Author: Dmitri Ya. Petrina

Publisher: Walter de Gruyter

Published: 2009-07-14

Total Pages: 310

ISBN-13: 3110213206

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The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.


Book Synopsis Stochastic Dynamics and Boltzmann Hierarchy by : Dmitri Ya. Petrina

Download or read book Stochastic Dynamics and Boltzmann Hierarchy written by Dmitri Ya. Petrina and published by Walter de Gruyter. This book was released on 2009-07-14 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.


Stochastic Dynamics and Boltzmann Hierarchy

Stochastic Dynamics and Boltzmann Hierarchy

Author: Dmitriĭ I︠A︡kovlevich Petrina

Publisher: Walter de Gruyter

Published: 2009

Total Pages: 310

ISBN-13: 3110208040

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The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.


Book Synopsis Stochastic Dynamics and Boltzmann Hierarchy by : Dmitriĭ I︠A︡kovlevich Petrina

Download or read book Stochastic Dynamics and Boltzmann Hierarchy written by Dmitriĭ I︠A︡kovlevich Petrina and published by Walter de Gruyter. This book was released on 2009 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.