Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition)
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A01=William T Coffey
A01=Yuri P Kalmykov
Analogy with Financial Systems
Anomalous Diffusion
Author_William T Coffey
Author_Yuri P Kalmykov
Brownian Motion
Category=PHS
Characteristic Times of Relaxation Processes
Classical Spins
Continuous Time Random Walk
Dielectric Relaxation in Liquids and Nematic Liquid Crystals
Dynamic Magnetic Hysteresis
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Escape Rate Theory
Ferrofluids
Ferromagnetic Resonance
Fokker-Planck Equation
FokkerAcAEURA"Planck Equation
Fokker–Planck Equation
Fractional Fokker-Planck Equation
Fractional FokkerAcAEURA"Planck Equation
Fractional Fokker–Planck Equation
Fractional Langevin Equation
Historical Development
Josephson Effect
Kerr Effect
Kramers Turnover Problem
Langevin Equation
Magnetic Resonance Imaging
Matrix Continued Fraction Solution of Evolution Equtions
Microwave (Debye) and Far-Infrared (Poley) Absorption
NAfA(C)elAcAEURA"Brown Model
Neel-Brown Model
Néel–Brown Model
Ring Laser
Stochastic Differential Equations
Stochastic Resonance
Stoner-Wohlfarth Astroids
StonerAcAEURA"Wohlfarth Astroids
Stoner–Wohlfarth Astroids
Superparamagnetism
Switching Fields
Translational and Rotational Diffusion
Product details
- ISBN 9789813221994
- Publication Date: 23 May 2017
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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Our original objective in writing this book was to demonstrate how the concept of the equation of motion of a Brownian particle — the Langevin equation or Newtonian-like evolution equation of the random phase space variables describing the motion — first formulated by Langevin in 1908 — so making him inter alia the founder of the subject of stochastic differential equations, may be extended to solve the nonlinear problems arising from the Brownian motion in a potential. Such problems appear under various guises in many diverse applications in physics, chemistry, biology, electrical engineering, etc. However, they have been invariably treated (following the original approach of Einstein and Smoluchowski) via the Fokker-Planck equation for the evolution of the probability density function in phase space. Thus the more simple direct dynamical approach of Langevin which we use and extend here, has been virtually ignored as far as the Brownian motion in a potential is concerned. In addition two other considerations have driven us to write this new edition of The Langevin Equation. First, more than five years have elapsed since the publication of the third edition and following many suggestions and comments of our colleagues and other interested readers, it became increasingly evident to us that the book should be revised in order to give a better presentation of the contents. In particular, several chapters appearing in the third edition have been rewritten so as to provide a more direct appeal to the particular community involved and at the same time to emphasize via a synergetic approach how seemingly unrelated physical problems all involving random noise may be described using virtually identical mathematical methods. Secondly, in that period many new and exciting developments have occurred in the application of the Langevin equation to Brownian motion. Consequently, in order to accommodate all these, a very large amount of new material has been added so as to present a comprehensive overview of the subject.
