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Graduate Texts in Physics

Stochastic Dynamics and Irreversibility

Authors: Tomé, Tânia, Oliveira, Mário J.

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  • Equips readers with a detailed mathematical and theoretical framework suitable for in depth study of stochastic dynamics
  • Carefully balanced, with detail and clarity, to enable fast progress
  • Outreach to equilibrium and non-equilibrium thermodynamics
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  • ISBN 978-3-319-11770-6
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  • ISBN 978-3-319-11769-0
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  • ISBN 978-3-319-36481-0
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About this Textbook

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 equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium.
These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics.
It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.

About the authors

Tânia Tomé and Mário J. de Oliveira, Universidade de Sao Paulo, Brazil

Table of contents (18 chapters)

Table of contents (18 chapters)
  • Random Variables

    Pages 1-22

    Tomé, Tânia (et al.)

  • Sequence of Independent Variables

    Pages 23-42

    Tomé, Tânia (et al.)

  • Langevin Equation

    Pages 43-71

    Tomé, Tânia (et al.)

  • Fokker-Planck Equation I

    Pages 73-106

    Tomé, Tânia (et al.)

  • Fokker-Planck Equation II

    Pages 107-128

    Tomé, Tânia (et al.)

Buy this book

eBook  
  • ISBN 978-3-319-11770-6
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
Hardcover  
  • ISBN 978-3-319-11769-0
  • Free shipping for individuals worldwide
Softcover  
  • ISBN 978-3-319-36481-0
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Dynamics and Irreversibility
Authors
Series Title
Graduate Texts in Physics
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-11770-6
DOI
10.1007/978-3-319-11770-6
Hardcover ISBN
978-3-319-11769-0
Softcover ISBN
978-3-319-36481-0
Series ISSN
1868-4513
Edition Number
1
Number of Pages
XII, 394
Number of Illustrations
44 b/w illustrations
Topics