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

The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation - Kramers-Moyal expansion; the Langevin equation; the Fokker-...

Full description

Saved in:
Bibliographic Details
Main Author: Coffey, William 1948- (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c1996
Series:World Scientific series in contemporary chemical physics v. 11
Subjects:
Online Access:FHN01
Volltext
Summary:The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation - Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem - Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes. As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint - Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) - together with modern applications particularly to relaxation in ferrofluids and polar dielectrics
Physical Description:xiii, 413 p. ill
ISBN:9789812831965

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text