The Langevin equation [[electronic resource] ] : with applications to stochastic problems in physics, chemistry, and electrical engineering / / W.T. Coffey, Yu. P. Kalmykov, J.T. Waldron |
Autore | Coffey William <1948-> |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Singapore ; ; River Edge, N.J., : World Scientific, c2004 |
Descrizione fisica | 1 online resource (704 p.) |
Disciplina |
519.2
530.475 |
Altri autori (Persone) |
KalmykovYu. P
WaldronJ. T |
Collana | Series in contemporary chemical physics |
Soggetto topico |
Langevin equations
Brownian motion processes |
ISBN |
1-281-93552-2
9786611935528 981-279-509-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents ; Preface to the Second Edition ; Preface to the First Edition ; Chapter 1 Historical Background and Introductory Concepts ; 1.1 Brownian Motion ; 1.2 Einstein's Explanation of the Brownian Movement ; 1.3 The Langevin Equation ; 1.4 Einstein's Method
1.5 Necessary Concepts of Statistical Mechanics 1.6 Probability Theory ; 1.7 Application to the Langevin Equation ; 1.8 Wiener Process ; 1.9 The Fokker-Planck Equation ; 1.10 Drift and Diffusion Coefficients ; 1.11 Solution of the One-Dimensional Fokker-Planck Equation 1.12 The Smoluchowski Equation 1.13 Escape of Particles over Potential Barriers - Kramers' Escape Rate Theory ; 1.14 Applications of the Theory of Brownian Movement in a Potential ; 1.15 Rotational Brownian Motion - Application to Dielectric Relaxation 1.16 Superparamagnetism - Magnetic After-Effect 1.17 Brown's Treatment of Neel Relaxation ; 1.18 Asymptotic Expressions for the Neel Relaxation Time ; 1.19 Ferrofluids ; 1.20 Depletion Effect in a Biased Bistable Potential ; 1.21 Stochastic Resonance ; 1.22 Anomalous Diffusion References Chapter 2 Langevin Equations and Methods of Solution ; 2.1 Criticisms of the Langevin Equation ; 2.2 Doob's Interpretation of the Langevin Equation ; 2.3 Nonlinear Langevin Equation with a Multiplicative Noise Term: Ito and Stratonovich Rules 2.4 Derivation of Differential-Recurrence Relations from the One-Dimensional Langevin Equation |
Record Nr. | UNINA-9910782118003321 |
Coffey William <1948->
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Singapore ; ; River Edge, N.J., : World Scientific, c2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Langevin equation : with applications to stochastic problems in physics, chemistry, and electrical engineering / / W.T. Coffey, Yu. P. Kalmykov, J.T. Waldron |
Autore | Coffey William <1948-> |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Singapore ; ; River Edge, N.J., : World Scientific, c2004 |
Descrizione fisica | 1 online resource (704 p.) |
Disciplina |
519.2
530.475 |
Altri autori (Persone) |
KalmykovYu. P
WaldronJ. T |
Collana | Series in contemporary chemical physics |
Soggetto topico |
Langevin equations
Brownian motion processes |
ISBN |
1-281-93552-2
9786611935528 981-279-509-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents ; Preface to the Second Edition ; Preface to the First Edition ; Chapter 1 Historical Background and Introductory Concepts ; 1.1 Brownian Motion ; 1.2 Einstein's Explanation of the Brownian Movement ; 1.3 The Langevin Equation ; 1.4 Einstein's Method
1.5 Necessary Concepts of Statistical Mechanics 1.6 Probability Theory ; 1.7 Application to the Langevin Equation ; 1.8 Wiener Process ; 1.9 The Fokker-Planck Equation ; 1.10 Drift and Diffusion Coefficients ; 1.11 Solution of the One-Dimensional Fokker-Planck Equation 1.12 The Smoluchowski Equation 1.13 Escape of Particles over Potential Barriers - Kramers' Escape Rate Theory ; 1.14 Applications of the Theory of Brownian Movement in a Potential ; 1.15 Rotational Brownian Motion - Application to Dielectric Relaxation 1.16 Superparamagnetism - Magnetic After-Effect 1.17 Brown's Treatment of Neel Relaxation ; 1.18 Asymptotic Expressions for the Neel Relaxation Time ; 1.19 Ferrofluids ; 1.20 Depletion Effect in a Biased Bistable Potential ; 1.21 Stochastic Resonance ; 1.22 Anomalous Diffusion References Chapter 2 Langevin Equations and Methods of Solution ; 2.1 Criticisms of the Langevin Equation ; 2.2 Doob's Interpretation of the Langevin Equation ; 2.3 Nonlinear Langevin Equation with a Multiplicative Noise Term: Ito and Stratonovich Rules 2.4 Derivation of Differential-Recurrence Relations from the One-Dimensional Langevin Equation |
Record Nr. | UNINA-9910819881703321 |
Coffey William <1948->
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Singapore ; ; River Edge, N.J., : World Scientific, c2004 | ||
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Lo trovi qui: Univ. Federico II | ||
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Lectures on probability theory and statistics : Ecole d'Ete de probabilites de Saint-Flour XXVII - 1997 / / Pierre Bernard [and three others] |
Autore | Bernard P (Pierre), <1944-> |
Edizione | [1st ed. 1999.] |
Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [1999] |
Descrizione fisica | 1 online resource (X, 298 p.) |
Disciplina | 530.475 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Brownian motion processes
Ising model Lattice theory |
ISBN | 3-540-48115-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | From the contents: Subordinators: Examples and Applications: Foreword -- Elements on subordinators -- Regenerative property -- Asymptotic behaviour of last passage times -- Rates of growth of local time -- Geometric properties of regenerative sets -- Burgers equation with Brownian initial velocity -- Random covering -- Lévy processes -- Occupation times of a linear Brownian motion -- Lectures on Glauber Dynamics for Discrete Spin Models: Introduction -- Gibbs Measures of Lattice Spin Models -- The Glauber Dynamics -- One Phase Region -- Boundary Phase Transitions -- Phase Coexistence -- Glauber Dynamics for the Dilute Ising Model -- Probability on Trees: An Introductory Climb: Preface -- Basic Definitions and a Few Highlights -- Galton-Watson Trees -- General percolation on a connected graph -- The first-Moment method -- Quasi-independent Percolation -- The second Moment Method -- Electrical Networks -- Infinite Networks -- The Method of Random Paths -- Transience of Percolation Clusters -- Subperiodic Trees -- ..... |
Record Nr. | UNINA-9910144901103321 |
Bernard P (Pierre), <1944->
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Berlin ; ; Heidelberg : , : Springer-Verlag, , [1999] | ||
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Lo trovi qui: Univ. Federico II | ||
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Lectures on probability theory and statistics : Ecole d'Ete de probabilites de Saint-Flour XXVII - 1997 / / Pierre Bernard [and three others] |
Autore | Bernard P (Pierre), <1944-> |
Edizione | [1st ed. 1999.] |
Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [1999] |
Descrizione fisica | 1 online resource (X, 298 p.) |
Disciplina | 530.475 |
Collana | Lecture Notes in Mathematics |
Soggetto topico |
Brownian motion processes
Ising model Lattice theory |
ISBN | 3-540-48115-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | From the contents: Subordinators: Examples and Applications: Foreword -- Elements on subordinators -- Regenerative property -- Asymptotic behaviour of last passage times -- Rates of growth of local time -- Geometric properties of regenerative sets -- Burgers equation with Brownian initial velocity -- Random covering -- Lévy processes -- Occupation times of a linear Brownian motion -- Lectures on Glauber Dynamics for Discrete Spin Models: Introduction -- Gibbs Measures of Lattice Spin Models -- The Glauber Dynamics -- One Phase Region -- Boundary Phase Transitions -- Phase Coexistence -- Glauber Dynamics for the Dilute Ising Model -- Probability on Trees: An Introductory Climb: Preface -- Basic Definitions and a Few Highlights -- Galton-Watson Trees -- General percolation on a connected graph -- The first-Moment method -- Quasi-independent Percolation -- The second Moment Method -- Electrical Networks -- Infinite Networks -- The Method of Random Paths -- Transience of Percolation Clusters -- Subperiodic Trees -- ..... |
Record Nr. | UNISA-996466595203316 |
Bernard P (Pierre), <1944->
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Berlin ; ; Heidelberg : , : Springer-Verlag, , [1999] | ||
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Lo trovi qui: Univ. di Salerno | ||
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Linear kinetic theory and particle transport in stochastic mixtures / Gerald C. Pomraning |
Autore | Pomraning, Gerald C. |
Pubbl/distr/stampa | Singapore [etc.], : World scientific, c1991 |
Descrizione fisica | X, 235 p. ; 23 cm. |
Disciplina |
530.4
530.475 |
Collana | Series on advances in mathematics for applied sciences |
Soggetto topico | Fenomeni di trasporto |
ISBN | 9810208448 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISANNIO-UFI0100474 |
Pomraning, Gerald C.
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Singapore [etc.], : World scientific, c1991 | ||
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Lo trovi qui: Univ. del Sannio | ||
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Linearization methods for stochastic dynamic systems / Leslaw Socha |
Autore | SOCHA, Leslaw |
Pubbl/distr/stampa | Berlin (etc.) : Springer, copyr. 2008 |
Descrizione fisica | XI, 383 p. : ill. ; 24 cm |
Disciplina | 530.475 |
Collana | Lecture notes in physics |
Soggetto topico | Processi stocastici |
Soggetto non controllato | Wquazioni lineari |
ISBN | 978-3-540-72996-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990003103780203316 |
SOCHA, Leslaw
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Berlin (etc.) : Springer, copyr. 2008 | ||
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Lo trovi qui: Univ. di Salerno | ||
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Mass transfer [[electronic resource] ] : from fundamentals to modern industrial applications / / Koichi Asano |
Autore | Asano Kōichi <1926-> |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, c2006 |
Descrizione fisica | 1 online resource (291 p.) |
Disciplina |
530.475
660.2832 |
Soggetto topico |
Mass transfer
Transport theory |
ISBN |
1-281-08792-0
9786611087920 3-527-60918-0 3-527-60908-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Mass Transfer; Contents; Preface; 1 Introduction; 1.1 The Beginnings of Mass Transfer; 1.2 Characteristics of Mass Transfer; 1.3 Three Fundamental Laws of Transport Phenomena; 1.3.1 Newton's Law of Viscosity; 1.3.2 Fourier's Law of Heat Conduction; 1.3.3 Fick's Law of Diffusion; 1.4 Summary of Phase Equilibria in Gas-Liquid Systems; References; 2 Diffusion and Mass Transfer; 2.1 Motion of Molecules and Diffusion; 2.1.1 Diffusion Phenomena; 2.1.2 Definition of Diffusional Flux and Reference Velocity of Diffusion [1, 2]; 2.1.3 Binary Diffusion Flux; 2.2 Diffusion Coefficients
2.2.1 Binary Diffusion Coefficients in the Gas Phase2.2.2 Multicomponent Diffusion Coefficients in the Gas Phase; Example 2.1; Solution; 2.3 Rates of Mass Transfer; 2.3.1 Definition of Mass Flux; 2.3.2 Unidirectional Diffusion in Binary Mass Transfer; 2.3.3 Equimolal Counterdiffusion; 2.3.4 Convective Mass Flux for Mass Transfer in a Mixture of Vapors; Example 2.2; Solution; 2.4 Mass Transfer Coefficients; Example 2.3; Solution; 2.5 Overall Mass Transfer Coefficients; References; 3 Governing Equations of Mass Transfer; 3.1 Laminar and Turbulent Flow 3.2 Continuity Equation and Diffusion Equation3.2.1 Continuity Equation; 3.2.2 Diffusion Equation in Terms of Mass Fraction; 3.2.3 Diffusion Equation in Terms of Mole Fraction; 3.3 Equation of Motion and Energy Equation; 3.3.1 The Equation of Motion (Navier-Stokes Equation); 3.3.2 The Energy Equation; 3.3.3 Governing Equations in Cylindrical and Spherical Coordinates; 3.4 Some Approximate Solutions of the Diffusion Equation; 3.4.1 Film Model [6]; 3.4.2 Penetration Model; 3.4.3 Surface Renewal Model; Example 3.1; Solution; 3.5 Physical Interpretation of Some Important Dimensionless Numbers 3.5.1 Reynolds Number3.5.2 Prandtl Number and Schmidt Number; 3.5.3 Nusselt Number; 3.5.4 Sherwood Number; 3.5.5 Dimensionless Numbers Commonly Used in Heat and Mass Transfer; Example 3.2; Solution; 3.6 Dimensional Analysis; 3.6.1 Principle of Similitude and Dimensional Homogeneity; 3.6.2 Finding Dimensionless Numbers and Pi Theorem; References; 4 Mass Transfer in a Laminar Boundary Layer; 4.1 Velocity Boundary Layer; 4.1.1 Boundary Layer Equation; 4.1.2 Similarity Transformation; 4.1.3 Integral Form of the Boundary Layer Equation; 4.1.4 Friction Factor 4.2 Temperature and Concentration Boundary Layers4.2.1 Temperature and Concentration Boundary Layer Equations; 4.2.2 Integral Form of Thermal and Concentration Boundary Layer Equations; Example 4.1; Solution; 4.3 Numerical Solutions of the Boundary Layer Equations; 4.3.1 Quasi-Linearization Method; 4.3.2 Correlation of Heat and Mass Transfer Rates; Example 4.2; Solution; 4.4 Mass and Heat Transfer in Extreme Cases; 4.4.1 Approximate Solutions for Mass Transfer in the Case of Extremely Large Schmidt Numbers 4.4.2 Approximate Solutions for Heat Transfer in the Case of Extremely Small Prandtl Numbers [6] |
Record Nr. | UNINA-9910144003803321 |
Asano Kōichi <1926->
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Weinheim, : Wiley-VCH, c2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Mass transfer [[electronic resource] ] : from fundamentals to modern industrial applications / / Koichi Asano |
Autore | Asano Kōichi <1926-> |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, c2006 |
Descrizione fisica | 1 online resource (291 p.) |
Disciplina |
530.475
660.2832 |
Soggetto topico |
Mass transfer
Transport theory |
ISBN |
1-281-08792-0
9786611087920 3-527-60918-0 3-527-60908-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Mass Transfer; Contents; Preface; 1 Introduction; 1.1 The Beginnings of Mass Transfer; 1.2 Characteristics of Mass Transfer; 1.3 Three Fundamental Laws of Transport Phenomena; 1.3.1 Newton's Law of Viscosity; 1.3.2 Fourier's Law of Heat Conduction; 1.3.3 Fick's Law of Diffusion; 1.4 Summary of Phase Equilibria in Gas-Liquid Systems; References; 2 Diffusion and Mass Transfer; 2.1 Motion of Molecules and Diffusion; 2.1.1 Diffusion Phenomena; 2.1.2 Definition of Diffusional Flux and Reference Velocity of Diffusion [1, 2]; 2.1.3 Binary Diffusion Flux; 2.2 Diffusion Coefficients
2.2.1 Binary Diffusion Coefficients in the Gas Phase2.2.2 Multicomponent Diffusion Coefficients in the Gas Phase; Example 2.1; Solution; 2.3 Rates of Mass Transfer; 2.3.1 Definition of Mass Flux; 2.3.2 Unidirectional Diffusion in Binary Mass Transfer; 2.3.3 Equimolal Counterdiffusion; 2.3.4 Convective Mass Flux for Mass Transfer in a Mixture of Vapors; Example 2.2; Solution; 2.4 Mass Transfer Coefficients; Example 2.3; Solution; 2.5 Overall Mass Transfer Coefficients; References; 3 Governing Equations of Mass Transfer; 3.1 Laminar and Turbulent Flow 3.2 Continuity Equation and Diffusion Equation3.2.1 Continuity Equation; 3.2.2 Diffusion Equation in Terms of Mass Fraction; 3.2.3 Diffusion Equation in Terms of Mole Fraction; 3.3 Equation of Motion and Energy Equation; 3.3.1 The Equation of Motion (Navier-Stokes Equation); 3.3.2 The Energy Equation; 3.3.3 Governing Equations in Cylindrical and Spherical Coordinates; 3.4 Some Approximate Solutions of the Diffusion Equation; 3.4.1 Film Model [6]; 3.4.2 Penetration Model; 3.4.3 Surface Renewal Model; Example 3.1; Solution; 3.5 Physical Interpretation of Some Important Dimensionless Numbers 3.5.1 Reynolds Number3.5.2 Prandtl Number and Schmidt Number; 3.5.3 Nusselt Number; 3.5.4 Sherwood Number; 3.5.5 Dimensionless Numbers Commonly Used in Heat and Mass Transfer; Example 3.2; Solution; 3.6 Dimensional Analysis; 3.6.1 Principle of Similitude and Dimensional Homogeneity; 3.6.2 Finding Dimensionless Numbers and Pi Theorem; References; 4 Mass Transfer in a Laminar Boundary Layer; 4.1 Velocity Boundary Layer; 4.1.1 Boundary Layer Equation; 4.1.2 Similarity Transformation; 4.1.3 Integral Form of the Boundary Layer Equation; 4.1.4 Friction Factor 4.2 Temperature and Concentration Boundary Layers4.2.1 Temperature and Concentration Boundary Layer Equations; 4.2.2 Integral Form of Thermal and Concentration Boundary Layer Equations; Example 4.1; Solution; 4.3 Numerical Solutions of the Boundary Layer Equations; 4.3.1 Quasi-Linearization Method; 4.3.2 Correlation of Heat and Mass Transfer Rates; Example 4.2; Solution; 4.4 Mass and Heat Transfer in Extreme Cases; 4.4.1 Approximate Solutions for Mass Transfer in the Case of Extremely Large Schmidt Numbers 4.4.2 Approximate Solutions for Heat Transfer in the Case of Extremely Small Prandtl Numbers [6] |
Record Nr. | UNINA-9910830548203321 |
Asano Kōichi <1926->
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Weinheim, : Wiley-VCH, c2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Mass transfer : from fundamentals to modern industrial applications / / Koichi Asano |
Autore | Asano Koichi <1926-> |
Pubbl/distr/stampa | Weinheim, : Wiley-VCH, c2006 |
Descrizione fisica | 1 online resource (291 p.) |
Disciplina |
530.475
660.2832 |
Soggetto topico |
Mass transfer
Transport theory |
ISBN |
1-281-08792-0
9786611087920 3-527-60918-0 3-527-60908-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Mass Transfer; Contents; Preface; 1 Introduction; 1.1 The Beginnings of Mass Transfer; 1.2 Characteristics of Mass Transfer; 1.3 Three Fundamental Laws of Transport Phenomena; 1.3.1 Newton's Law of Viscosity; 1.3.2 Fourier's Law of Heat Conduction; 1.3.3 Fick's Law of Diffusion; 1.4 Summary of Phase Equilibria in Gas-Liquid Systems; References; 2 Diffusion and Mass Transfer; 2.1 Motion of Molecules and Diffusion; 2.1.1 Diffusion Phenomena; 2.1.2 Definition of Diffusional Flux and Reference Velocity of Diffusion [1, 2]; 2.1.3 Binary Diffusion Flux; 2.2 Diffusion Coefficients
2.2.1 Binary Diffusion Coefficients in the Gas Phase2.2.2 Multicomponent Diffusion Coefficients in the Gas Phase; Example 2.1; Solution; 2.3 Rates of Mass Transfer; 2.3.1 Definition of Mass Flux; 2.3.2 Unidirectional Diffusion in Binary Mass Transfer; 2.3.3 Equimolal Counterdiffusion; 2.3.4 Convective Mass Flux for Mass Transfer in a Mixture of Vapors; Example 2.2; Solution; 2.4 Mass Transfer Coefficients; Example 2.3; Solution; 2.5 Overall Mass Transfer Coefficients; References; 3 Governing Equations of Mass Transfer; 3.1 Laminar and Turbulent Flow 3.2 Continuity Equation and Diffusion Equation3.2.1 Continuity Equation; 3.2.2 Diffusion Equation in Terms of Mass Fraction; 3.2.3 Diffusion Equation in Terms of Mole Fraction; 3.3 Equation of Motion and Energy Equation; 3.3.1 The Equation of Motion (Navier-Stokes Equation); 3.3.2 The Energy Equation; 3.3.3 Governing Equations in Cylindrical and Spherical Coordinates; 3.4 Some Approximate Solutions of the Diffusion Equation; 3.4.1 Film Model [6]; 3.4.2 Penetration Model; 3.4.3 Surface Renewal Model; Example 3.1; Solution; 3.5 Physical Interpretation of Some Important Dimensionless Numbers 3.5.1 Reynolds Number3.5.2 Prandtl Number and Schmidt Number; 3.5.3 Nusselt Number; 3.5.4 Sherwood Number; 3.5.5 Dimensionless Numbers Commonly Used in Heat and Mass Transfer; Example 3.2; Solution; 3.6 Dimensional Analysis; 3.6.1 Principle of Similitude and Dimensional Homogeneity; 3.6.2 Finding Dimensionless Numbers and Pi Theorem; References; 4 Mass Transfer in a Laminar Boundary Layer; 4.1 Velocity Boundary Layer; 4.1.1 Boundary Layer Equation; 4.1.2 Similarity Transformation; 4.1.3 Integral Form of the Boundary Layer Equation; 4.1.4 Friction Factor 4.2 Temperature and Concentration Boundary Layers4.2.1 Temperature and Concentration Boundary Layer Equations; 4.2.2 Integral Form of Thermal and Concentration Boundary Layer Equations; Example 4.1; Solution; 4.3 Numerical Solutions of the Boundary Layer Equations; 4.3.1 Quasi-Linearization Method; 4.3.2 Correlation of Heat and Mass Transfer Rates; Example 4.2; Solution; 4.4 Mass and Heat Transfer in Extreme Cases; 4.4.1 Approximate Solutions for Mass Transfer in the Case of Extremely Large Schmidt Numbers 4.4.2 Approximate Solutions for Heat Transfer in the Case of Extremely Small Prandtl Numbers [6] |
Record Nr. | UNINA-9910877349503321 |
Asano Koichi <1926->
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Weinheim, : Wiley-VCH, c2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Mathematics of diffusion / J. Crank |
Autore | Crank, John |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Oxford : Claredon, 1975 |
Descrizione fisica | viii, 414 p. ; 24 cm |
Disciplina | 530.475 |
Soggetto topico | Fisica applicata - Teoria della diffusione |
ISBN | 0198534116 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000178889707536 |
Crank, John
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Oxford : Claredon, 1975 | ||
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Lo trovi qui: Univ. del Salento | ||
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