The Langevin equation: with applications to stochastic problems in physics, chemistry and electrical engineering

This volume is the second edition of the first-ever 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 enl...

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Bibliographic Details
Main Author: Coffey, William 1948- (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c2004
Edition:2nd ed
Series:World Scientific series in contemporary chemical physics v. 14
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Online Access:FHN01
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Summary:This volume is the second edition of the first-ever 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 in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current 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
Physical Description:xxiv, 678 p. ill
ISBN:9789812795090

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