Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Stochastic processes in physics and chemistry [[electronic resource] /] / N.G. van Kampen
| Stochastic processes in physics and chemistry [[electronic resource] /] / N.G. van Kampen |
| Autore | Kampen N. G. van |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; London, : Elsevier, 2007 |
| Descrizione fisica | 1 online resource (481 p.) |
| Disciplina | 519.202453 |
| Collana | North-Holland personal library |
| Soggetto topico |
Stochastic processes
Statistical physics Chemistry, Physical and theoretical - Statistical methods |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-00388-3
9786611003883 0-08-047536-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Stochastic Processes in Physics and Chemistry; Copyright Page; PREFACE TO THE FIRST EDITION; PREFACE TO THE SECOND EDITION; ABBREVIATED REFERENCES; PREFACE TO THE THIRD EDITION; TABLE OF CONTENTS; Chapter I. STOCHASTIC VARIABLES; 1. Definition; 2. Averages; 3. Multivariate distributions; 4. Addition of stochastic variables; 5. Transformation of variables; 6. The Gaussian distribution; 7. The central limit theorem; Chapter II. RANDOM EVENTS; 1. Definition; 2. The Poisson distribution; 3. Alternative description of random events; 4. The inverse formula; 5. The correlation functions
6. Waiting times7. Factorial correlation functions; Chapter III. STOCHASTIC PROCESSES; 1. Definition; 2. Stochastic processes in physics; 3. Fourier transformation of stationary processes; 4. The hierarchy of distribution functions; 5. The vibrating string and random fields; 6. Branching processes; Chapter IV. MARKOV PROCESSES; 1. The Markov property; 2. The Chapman-Kolmogorov equation; 3. Stationary Markov processes; 4. The extraction of a subensemble; 5. Markov chains; 6. The decay process; Chapter V. THE MASTER EQUATION; 1. Derivation; 2. The class of W-matrices; 3. The long-time limit 4. Closed, isolated, physical systems5. The increase of entropy; 6. Proof of detailed balance; 7. Expansion in eigenfunctions; 8. The macroscopic equation; 9. The adjoint equation; 10. Other equations related to the master equation; Chapter VI. ONE-STEP PROCESSES; 1. Definition; the Poisson process; 2. Random walk with continuous time; 3. General properties of one-step processes; 4. Examples of linear one-step processes; 5. Natural boundaries; 6. Solution of linear one-step processes with natural boundaries; 7. Artificial boundaries; 8. Artificial boundaries and normal modes 9. Nonlinear one-step processesChapter VII. CHEMICAL REACTIONS; 1. Kinematics of chemical reactions; 2. Dynamics of chemical reactions; 3. The stationary solution; 4. Open systems; 5. Unimolecular reactions; 6. Collective systems; 7. Composite Markov processes; Chapter VIII. THE FOKKER-PLANCK EQUATION; 1. Introduction; 2. Derivation of the Fokker-Planck equation; 3. Brownian motion; 4. The Rayleigh particle; 5. Application to one-step processes; 6. The multivariate Fokker-PIanck equation; 7. Kramers' equation; Chapter IX. THE LANGEVIN APPROACH; 1. Langevin treatment of Brownian motion 2. Applications3. Relation to Fokker-Planck equation; 4. The Langevin approach; 5. Discussion of the Itô-Stratonovich dilemma; 6. Non-Gaussian white noise; 7. Colored noise; Chapter X. THE EXPANSION OF THE MASTER EQUATION; 1. Introduction to the expansion; 2. General formulation of the expansion method; 3. The emergence of the macroscopic law; 4. The linear noise approximation; 5. Expansion of a multivariate master equation; 6. Higher orders; Chapter XI. THE DIFFUSION TYPE; 1. Master equations of diffusion type; 2. Diffusion in an external field; 3. Diffusion in an inhomogeneous medium 4. Muitivariate diffusion equation |
| Record Nr. | UNINA-9910457231903321 |
Kampen N. G. van
|
||
| Amsterdam ; ; London, : Elsevier, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic processes in physics and chemistry [[electronic resource] /] / N.G. van Kampen
| Stochastic processes in physics and chemistry [[electronic resource] /] / N.G. van Kampen |
| Autore | Kampen N. G. van |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; London, : Elsevier, 2007 |
| Descrizione fisica | 1 online resource (481 p.) |
| Disciplina | 519.202453 |
| Collana | North-Holland personal library |
| Soggetto topico |
Stochastic processes
Statistical physics Chemistry, Physical and theoretical - Statistical methods |
| ISBN |
1-281-00388-3
9786611003883 0-08-047536-1 |
| Classificazione |
33.26
35.05 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Stochastic Processes in Physics and Chemistry; Copyright Page; PREFACE TO THE FIRST EDITION; PREFACE TO THE SECOND EDITION; ABBREVIATED REFERENCES; PREFACE TO THE THIRD EDITION; TABLE OF CONTENTS; Chapter I. STOCHASTIC VARIABLES; 1. Definition; 2. Averages; 3. Multivariate distributions; 4. Addition of stochastic variables; 5. Transformation of variables; 6. The Gaussian distribution; 7. The central limit theorem; Chapter II. RANDOM EVENTS; 1. Definition; 2. The Poisson distribution; 3. Alternative description of random events; 4. The inverse formula; 5. The correlation functions
6. Waiting times7. Factorial correlation functions; Chapter III. STOCHASTIC PROCESSES; 1. Definition; 2. Stochastic processes in physics; 3. Fourier transformation of stationary processes; 4. The hierarchy of distribution functions; 5. The vibrating string and random fields; 6. Branching processes; Chapter IV. MARKOV PROCESSES; 1. The Markov property; 2. The Chapman-Kolmogorov equation; 3. Stationary Markov processes; 4. The extraction of a subensemble; 5. Markov chains; 6. The decay process; Chapter V. THE MASTER EQUATION; 1. Derivation; 2. The class of W-matrices; 3. The long-time limit 4. Closed, isolated, physical systems5. The increase of entropy; 6. Proof of detailed balance; 7. Expansion in eigenfunctions; 8. The macroscopic equation; 9. The adjoint equation; 10. Other equations related to the master equation; Chapter VI. ONE-STEP PROCESSES; 1. Definition; the Poisson process; 2. Random walk with continuous time; 3. General properties of one-step processes; 4. Examples of linear one-step processes; 5. Natural boundaries; 6. Solution of linear one-step processes with natural boundaries; 7. Artificial boundaries; 8. Artificial boundaries and normal modes 9. Nonlinear one-step processesChapter VII. CHEMICAL REACTIONS; 1. Kinematics of chemical reactions; 2. Dynamics of chemical reactions; 3. The stationary solution; 4. Open systems; 5. Unimolecular reactions; 6. Collective systems; 7. Composite Markov processes; Chapter VIII. THE FOKKER-PLANCK EQUATION; 1. Introduction; 2. Derivation of the Fokker-Planck equation; 3. Brownian motion; 4. The Rayleigh particle; 5. Application to one-step processes; 6. The multivariate Fokker-PIanck equation; 7. Kramers' equation; Chapter IX. THE LANGEVIN APPROACH; 1. Langevin treatment of Brownian motion 2. Applications3. Relation to Fokker-Planck equation; 4. The Langevin approach; 5. Discussion of the Itô-Stratonovich dilemma; 6. Non-Gaussian white noise; 7. Colored noise; Chapter X. THE EXPANSION OF THE MASTER EQUATION; 1. Introduction to the expansion; 2. General formulation of the expansion method; 3. The emergence of the macroscopic law; 4. The linear noise approximation; 5. Expansion of a multivariate master equation; 6. Higher orders; Chapter XI. THE DIFFUSION TYPE; 1. Master equations of diffusion type; 2. Diffusion in an external field; 3. Diffusion in an inhomogeneous medium 4. Muitivariate diffusion equation |
| Record Nr. | UNINA-9910784594003321 |
|
Kampen N. G. van
|
||
| Amsterdam ; ; London, : Elsevier, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic processes in physics and chemistry / / N.G. van Kampen
| Stochastic processes in physics and chemistry / / N.G. van Kampen |
| Autore | Kampen N. G. van |
| Edizione | [3rd ed.] |
| Pubbl/distr/stampa | Amsterdam ; ; London, : Elsevier, 2007 |
| Descrizione fisica | 1 online resource (481 p.) |
| Disciplina | 519.202453 |
| Collana | North-Holland personal library |
| Soggetto topico |
Stochastic processes
Statistical physics Chemistry, Physical and theoretical - Statistical methods |
| ISBN |
1-281-00388-3
9786611003883 0-08-047536-1 |
| Classificazione |
33.26
35.05 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Stochastic Processes in Physics and Chemistry; Copyright Page; PREFACE TO THE FIRST EDITION; PREFACE TO THE SECOND EDITION; ABBREVIATED REFERENCES; PREFACE TO THE THIRD EDITION; TABLE OF CONTENTS; Chapter I. STOCHASTIC VARIABLES; 1. Definition; 2. Averages; 3. Multivariate distributions; 4. Addition of stochastic variables; 5. Transformation of variables; 6. The Gaussian distribution; 7. The central limit theorem; Chapter II. RANDOM EVENTS; 1. Definition; 2. The Poisson distribution; 3. Alternative description of random events; 4. The inverse formula; 5. The correlation functions
6. Waiting times7. Factorial correlation functions; Chapter III. STOCHASTIC PROCESSES; 1. Definition; 2. Stochastic processes in physics; 3. Fourier transformation of stationary processes; 4. The hierarchy of distribution functions; 5. The vibrating string and random fields; 6. Branching processes; Chapter IV. MARKOV PROCESSES; 1. The Markov property; 2. The Chapman-Kolmogorov equation; 3. Stationary Markov processes; 4. The extraction of a subensemble; 5. Markov chains; 6. The decay process; Chapter V. THE MASTER EQUATION; 1. Derivation; 2. The class of W-matrices; 3. The long-time limit 4. Closed, isolated, physical systems5. The increase of entropy; 6. Proof of detailed balance; 7. Expansion in eigenfunctions; 8. The macroscopic equation; 9. The adjoint equation; 10. Other equations related to the master equation; Chapter VI. ONE-STEP PROCESSES; 1. Definition; the Poisson process; 2. Random walk with continuous time; 3. General properties of one-step processes; 4. Examples of linear one-step processes; 5. Natural boundaries; 6. Solution of linear one-step processes with natural boundaries; 7. Artificial boundaries; 8. Artificial boundaries and normal modes 9. Nonlinear one-step processesChapter VII. CHEMICAL REACTIONS; 1. Kinematics of chemical reactions; 2. Dynamics of chemical reactions; 3. The stationary solution; 4. Open systems; 5. Unimolecular reactions; 6. Collective systems; 7. Composite Markov processes; Chapter VIII. THE FOKKER-PLANCK EQUATION; 1. Introduction; 2. Derivation of the Fokker-Planck equation; 3. Brownian motion; 4. The Rayleigh particle; 5. Application to one-step processes; 6. The multivariate Fokker-PIanck equation; 7. Kramers' equation; Chapter IX. THE LANGEVIN APPROACH; 1. Langevin treatment of Brownian motion 2. Applications3. Relation to Fokker-Planck equation; 4. The Langevin approach; 5. Discussion of the Itô-Stratonovich dilemma; 6. Non-Gaussian white noise; 7. Colored noise; Chapter X. THE EXPANSION OF THE MASTER EQUATION; 1. Introduction to the expansion; 2. General formulation of the expansion method; 3. The emergence of the macroscopic law; 4. The linear noise approximation; 5. Expansion of a multivariate master equation; 6. Higher orders; Chapter XI. THE DIFFUSION TYPE; 1. Master equations of diffusion type; 2. Diffusion in an external field; 3. Diffusion in an inhomogeneous medium 4. Muitivariate diffusion equation |
| Record Nr. | UNINA-9910811350603321 |
|
Kampen N. G. van
|
||
| Amsterdam ; ; London, : Elsevier, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||