Stochastic Dynamics and Irreversibility

This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equati...

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Bibliographic Details
Main Authors: Tomé, Tânia, de Oliveira, Mário J. (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2015, 2015
Edition:1st ed. 2015
Series:Graduate Texts in Physics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Random Variables
  • Sequence of Independent Variables
  • Langevin equation
  • Fokker-Planck Equation I
  • Fokker-Planck Equation II
  • Markov Chains
  • Master Equation I
  • Master Equation II
  • Phase Transitions and Criticality
  • Reactive Systems
  • Glauber Model
  • Systems with Inversion Symmetry
  • Systems with Absorbing States
  • Population Dynamics
  • Probabilistic Cellular automata
  • Reaction-Diffusion Processes
  • Random Sequential Adsoprtion
  • Percolation