Lemons An Introduction to Stochastic Processes in Physics

Erscheinungsjahr 2003
ISBN: 978-0-8018-7638-7
Verlag: Johns Hopkins University Press
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 0 Seiten, Format (B × H): 140 mm x 216 mm

This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. It includes end-of-chapter problems and emphasizes applications.

An Introduction to Stochastic Processes in Physics builds directly upon early-twentieth-century explanations of the "peculiar character in the motions of the particles of pollen in water" as described, in the early nineteenth century, by the biologist Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of applying Newton's second law to a "Brownian particle on which the total force included a random component" to explain Brownian motion. This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.

Autoren/Hrsg.

Lemons, Don S.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik
• Naturwissenschaften Physik Physik Allgemein

Inhaltsverzeichnis

Preface and Acknowledgments
Chapter 1. Random Variables
Chapter 2. Expected Values
Chapter 3. Random Steps
Chapter 4. Continuous Random Variables
Chapter 5. Normal Variable Theorems
Chapter 6. Einstein's Brownian Motion
Chapter 7. Ornstein-Uhlenbeck Processes
Chapter 8. Langevin's Brownian Motion
Chapter 9. Other Physical Processes
Chapter 10. Fluctuations without Dissipation
Appendix A. "On the Theory of Brownian Motion," by Paul Langevin, translated by Anthony Gythiel
Appendix B. Kinetic Equations
Answers to Problems
References
Index

Über Autor(innen)

Lemons, Don S.
Don S. Lemons is a professor of physics at Bethel College and the author of Introduction to Stochastic Processes in Physics, also published by Johns Hopkins.

Don S. Lemons is a professor of physics at Bethel College in Kansas and consults at Los Alamos National Laboratory.