Langevin Equation, The: With Applications in Physics, Chemistry and Electrical Engineering (World Scientific Contemporary Chemical Physics)

Hardcover

ISBN 10: 9810216513 ISBN 13: 9789810216511

Publisher: World Scientific Publishing Company, 1996

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.