Stochastic Dynamics and Irreversibility

• Main Authors: Tomé, Tânia (Author), de Oliveira, Mário J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Graduate Texts in Physics,
• Subjects: Physics.; Chemometrics.; Thermodynamics.; Statistical physics.; Statistics.; Mathematical Methods in Physics.; Math. Applications in Chemistry.; Nonlinear Dynamics.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

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...

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.