The Langevin Equation: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (Third Edition) (World Scientific Series in Contemporary Chemical Physics)

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9789814355667: The Langevin Equation: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (Third Edition) (World Scientific Series in Contemporary Chemical Physics)
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This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

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About the Author:

William T Coffey is Professor of Electrical Engineering at the University of Dublin, Trinity College. He is a Fellow of the American Physical Society, a Member of the Royal Irish Academy, Holder of an Honorary Doctorate from the University of Perpignan, and a member of the Editorial Board of the famous series Advances in Chemical Physics. His main research interest is relaxation phenomena in condensed matter. He has published over 200 research papers, three books, and several book chapters.

Yuri P Kalmykov is Professor of Physics at the Universite de Perpignan Via Domitia. Professor Kalmykov received his MSc and PhD degrees in physics from the Moscow Institute of Physics and Technology in 1978 and 1981, respectively. He is a Fellow of the Institute of Physics and Honorary Fellow of Trinity College Dublin. Professor Kalmykov has published more than 250 research papers, reviews, and book chapters. His main research interests are in the fields of the statistical and condensed matter physics.

Review:

"This book is devoted to a detailed presentation of Langevin's idea and does this almost perfectly. Successive topics considered in this book are presented in a detailed manner giving the general impression that this book is a comprehensive compendium of knowledge. This book should be a very valuable addition to libraries of many experienced scientists and also beginners (e.g., students) presenting solutions of many stochastic phenomena." -- Zentralblatt MATH

Reviews of the First and Second Editions:

"I found this book a valuable addition to my library. It will be of interest to researchers and advanced students and the material could be used as the text for a course for advanced undergraduates and graduate students." -- Irwin Oppenheim, MIT

"This enlarged and updated second edition of the book: 'The Langevin equation presents an extremely useful source for the practitioners of stochastic processes and its applications to physics, chemistry, engineering and biological physics, both for the experts and the beginners. It gives a valuable survey of solvable paradigms that rule many diverse stochastic phenomena. As such, it belongs onto the desk of all engaged in doing research and teaching in this area." -- Peter Hanggi, University of Augsburg

"This is a timely update of the theory and applications of the Langevin equation, which skillfully combines the elementary approaches with most recent developments such as anomalous diffusion and fractional kinetics. Both experts and beginners will benefit from this well-written textbook." -- Joseph Klafter, Tel Aviv University

"This enlarged and updated second edition of the book: 'The Langevin equation presents an extremely useful source for the practitioners of stochastic processes and its applications to physics, chemistry, engineering and biological physics, both for the experts and the beginners. It gives a valuable survey of solvable paradigms that rule many diverse stochastic phenomena. As such, it belongs onto the desk of all engaged in doing research and teaching in this area." --Peter Hanggi, University of Augsburg

"This is a timely update of the theory and applications of the Langevin equation, which skillfully combines the elementary approaches with most recent developments such as anomalous diffusion and fractional kinetics. Both experts and beginners will benefit from this well-written textbook." --Joseph Klafter, Tel Aviv University

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Book Description World Scientific Publishing Co Pte Ltd, Singapore, 2012. Hardback. Condition: New. 3rd Revised edition. Language: English. Brand new Book. This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles. Seller Inventory # AAC9789814355667

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Book Description World Scientific Publishing Co Pte Ltd, Singapore, 2012. Hardback. Condition: New. 3rd Revised edition. Language: English. Brand new Book. This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles. Seller Inventory # AAC9789814355667

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