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Langevin Equation, The: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (Second Edition) by William T. Coffey, Yuri P. Kalmykov, John T. Waldron

Langevin Equation, The: With Applications to Stochastic Problems in Physics, Chemistry and Electrical Engineering (Second Edition)

by William T. Coffey , Yuri P. Kalmykov , John T. Waldron
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Book cover type: Hardcover
  • ISBN13: 9789812384621
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 704
  • Original Price: GBP 225.0
  • Language: English
  • Edition: Revised
  • Item Weight: 1098 grams
  • BISAC Subject(s): Applied

This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles.

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