This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations. remove

The properties of the harmonic oscillator with random frequency or/and random damping formed the content of the first edition. The second edition includes hundreds of publications on this subject since 2005. The noisy oscillator continues to be the subject of intensive studies in physics, chemistry, biology, and social sciences.The new and the latest type of a stochastic oscillator has also been considered, namely, an oscillator with random mass. Such model describes, among other phenomena, Brownian motion with adhesion, where the molecules of the surrounding medium not only randomly collide, but also stick to the Brownian particle for some (random) time, thereby changing its mass. This edition contains two new chapters, eight new sections and an expanded bibliography. A wide group of researchers, students and teachers will benefit from this book.

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chif1ese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics," "CFD," "completely integrable systems," "chaos, synergetics and large-scale order," which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics."

This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed.This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.

The spectacular success of the scientific enterprise over the last four hundred years has led to the promise of an all encompassing vision of the natural world. In this elegant picture, everything we observe is based upon just a few fundamental processes and entities. The almost infinite variety and complexity of the world is thus the product of emergence. But the concept of emergence is fraught with controversy and confusion. This book ponders the question of how emergence should be understood within the scientific picture, and whether a complete vision of the world can be attained that includes consciousness.

This book is a collection of papers contributed by some of the greatest names in the areas of chaos and nonlinear dynamics. Each paper examines a research topic at the frontier of the area of dynamical systems. As well as reviewing recent results, each paper also discusses the future perspectives of each topic. The result is an invaluable snapshot of the state of the ?eld by some of the most important researchers in the area. The ?rst contribution in this book (the section entitled "How did you get into Chaos?") is actually not a paper, but a collection of personal accounts by a number of participants of the conference held in Aberdeen in September 2007 to honour Celso Grebogi's 60th birthday. At the instigation of James Yorke, many of the most well-known scientists in the area agreed to share their tales on how they got involved in chaos during a celebratory dinner in Celso's honour during the conference. This was recorded in video, we felt that these accounts were a valuable historic document for the ?eld. So we decided to transcribe it and include it here as the ?rst section of the book.

Gets right to the point with step-by-step guidance on solving physics problems. Covers all topics in standard general physics courses in the same sequence. Keeps learning about physics fun and engaging through the story of dinosaurs being tested on their knowledge for a final challenge (deflecting an asteroid headed to Earth!). Enables the reader to quickly flip through and locate steps needed for a particular problem. Includes tons of easy to follow diagrams and worked solutions.

This wide-ranging and accessible book serves as a fascinating guide to the strategies and concepts that help us understand the boundaries between physics, on the one hand, and sociology, economics, and biology on the other. From cooperation and criticality to flock dynamics and fractals, the author addresses many of the topics belonging to the broad theme of complexity. He chooses excellent examples (requiring no prior mathematical knowledge) to illuminate these ideas and their implications. The lively style and clear description of the relevant models will appeal both to novices and those with an existing knowledge of the field.

Nonadiabatic transition is a highly multidisciplinary concept and phenomenon, constituting a fundamental mechanism of state and phase changes in various dynamical processes of physics, chemistry and biology, such as molecular dynamics, energy relaxation, chemical reaction, and electron and proton transfer. Control of molecular processes by laser fields is also an example of time-dependent nonadiabatic transition.In this new edition, the original chapters are updated to facilitate enhanced understanding of the concept and applications. Three new chapters - comprehension of nonadiabatic chemical dynamics, control of chemical dynamics, and manifestation of molecular functions - are also added.

This book presents quantum kinetic theory in a comprehensive way. The focus is on density operator methods and on non-equilibrium Green functions. The theory allows to rigorously treat nonequilibrium dynamics in quantum many-body systems. Of particular interest are ultrafast processes in plasmas, condensed matter and trapped atoms that are stimulated by rapidly developing experiments with short pulse lasers and free electron lasers. To describe these experiments theoretically, the most powerful approach is given by non-Markovian quantum kinetic equations that are discussed in detail, including computational aspects.

The science of statistical mechanics is concerned with defining the thermodynamic properties of a macroscopic sample in terms of the properties of the microscopic systems of which it is composed. The aim of this book is to provide a clear, logical, and self-contained treatment of equilibrium statistical mechanics starting from Boltzmann's two statistical assumptions, and to present a wide variety of applications to diverse physical assemblies. The coverage is enhanced and extended through an extensive set of accessible problems. An appendix provides an introduction to non-equilibrium statistical mechanics through the Boltzmann equation and its extensions. The book assumes introductory courses in classical and quantum mechanics, as well as familiarity with multi-variable calculus and the essentials of complex analysis. Some knowledge of thermodynamics is assumed, although the book starts with an appropriate review of that topic. The targeted audience is first-year graduate students, and advanced undergraduates, in physics, chemistry, and the related physical sciences. The goal of this text is to help the reader obtain a clear working knowledge of the very useful and powerful methods of equilibrium statistical mechanics and to enhance the understanding and appreciation of the more advanced texts.

The science of statistical mechanics is concerned with defining the thermodynamic properties of a macroscopic sample in terms of the properties of the microscopic systems of which it is composed. The aim of this book is to provide a clear, logical, and self-contained treatment of equilibrium statistical mechanics starting from Boltzmann's two statistical assumptions, and to present a wide variety of applications to diverse physical assemblies. The coverage is enhanced and extended through an extensive set of accessible problems. An appendix provides an introduction to non-equilibrium statistical mechanics through the Boltzmann equation and its extensions. The book assumes introductory courses in classical and quantum mechanics, as well as familiarity with multi-variable calculus and the essentials of complex analysis. Some knowledge of thermodynamics is assumed, although the book starts with an appropriate review of that topic. The targeted audience is first-year graduate students, and advanced undergraduates, in physics, chemistry, and the related physical sciences. The goal of this text is to help the reader obtain a clear working knowledge of the very useful and powerful methods of equilibrium statistical mechanics and to enhance the understanding and appreciation of the more advanced texts.

The wide application of technologies in new mechanical, electronic and biomedical systems calls for materials and structures with non-conventional properties (e.g materials with 'memory'). Of equal importance is the understanding of the physical behaviour of these materials and consequently developing mathematical modelling techniques for prediction.

This self contained text discusses the mathematical modelling used with these types of electromagnetic materials. It provides a carefully structured, coherent, and comprehensive treatment of electromagnetism of continuous media. The authors provide a systematic review of known subjects along with original results about thermodynamics of electromagnetic materials, well-posedness of initial boundary-value problems, variational settings, and wave propagation. Models of non-linear materials, non-local materials (superconductors), and hysteretic (magnetic) materials are also developed in detail.

This is one of the very few books focusing on relativistic statistical mechanics, and is written by a leading expert in this special field. It started from the notion of relativistic kinetic theory, half a century ago, exploding into relativistic statistical mechanics. This will interest specialists of various fields, especially the (classical and quantum) plasma physics. However, quantum physics - to which a major part is devoted - will be of more interest since, not only it applies to quantum plasma physics, but also to nuclear matter and to strong magnetic field, cosmology, etc. Although the domain of gauge theory is not covered in this book, the topic is not completely forgotten, in particular in the domain of plasma physics. This book is particularly readable for graduate students and a fortiori to young researchers for whom it offers methods and also appropriate schemes to deal with the current problems encountered in astrophysics, in strong magnetic, in nuclear or even in high energy physics.

This book covers in great detail the Rouse-segment-based molecular theories in polymer viscoelasticity -- the Rouse theory and the extended reptation theory (based on the framework of the Doi-Edwards theory) -- that have been shown to explain experimental results in a consistently quantitative way. The explanation for the 3.4 power law of viscosity, quantitative line-shape analyses of viscoelastic responses and agreements between different sorts of viscoelastic responses, the consistency between the viscoelasticity and diffusion results, the clarification of the onset of entangelement, the discovery of the number of entanglement strands per cubed entanglement distance being a universal constant and the basic mechanism of the glass transition-related thermorheological complexity are discussed or shown in great detail. The mystery behind the success of the Rouse-segment-based molecular theories over the entropic region of a viscoelastic response is revealed by the Monte Carlo simulations on the Fraenkel chains. Specifically, the simulation studies give a natural explanation for the coexistence of the energy-driven and entropy-driven modes in a viscoelastic response and provide a theoretical basis resolving the paradox that the experimentally determined sizes of Rouse and Kuhn segments are nearly the same. This book starts from a very fundamental level; each chapter is built upon the contents of the previous chapters. Thus, the readers may use the book as a textbook and eventually reach an advanced research level. This book is also a useful source of reference for physicists, chemists and material scientists.

Pendulum is the simplest nonlinear system, which, however, provides the means for the description of different phenomena in Nature that occur in physics, chemistry, biology, medicine, communications, economics and sociology. The chaotic behavior of pendulum is usually associated with the random force acting on a pendulum (Brownian motion). Another type of chaotic motion (deterministic chaos) occurs in nonlinear systems with only few degrees of freedom. This book presents a comprehensive description of these phenomena going on in underdamped and overdamped pendula subject to additive and multiplicative periodic and random forces. No preliminary knowledge, such as complex mathematical or numerical methods, is required from a reader other than undergraduate courses in mathematical physics. A wide group of researchers, along with students and teachers will, thus, benefit from this definitive book on nonlinear dynamics.

This book provides a comprehensive introduction to the theory of phase transitions and critical phenomena. The content covers a period of more than 100 years of theoretical research of condensed matter phases and phase transitions providing a clear interrelationship with experimental problems. It starts from certain basic University knowledge of thermodynamics, statistical physics and quantum mechanics. The text is illustrated with classic examples of phase transitions. Various types of phase transition and (multi)critical points are introduced and explained. The classic aspects of the theory are naturally related with the modern developments. This interrelationship and the field-theoretical renormalization group method are presented in details. The main applications of the renormalization group methods are presented. Special attention is paid to the description of quantum phase transitions. This edition contains a more detailed presentation of the renormalization group method and its applications to particular systems.

This book provides a comprehensive introduction to the theory of phase transitions and critical phenomena. The content covers a period of more than 100 years of theoretical research of condensed matter phases and phase transitions providing a clear interrelationship with experimental problems. It starts from certain basic University knowledge of thermodynamics, statistical physics and quantum mechanics. The text is illustrated with classic examples of phase transitions. Various types of phase transition and (multi)critical points are introduced and explained. The classic aspects of the theory are naturally related with the modern developments. This interrelationship and the field-theoretical renormalization group method are presented in details. The main applications of the renormalization group methods are presented. Special attention is paid to the description of quantum phase transitions. This edition contains a more detailed presentation of the renormalization group method and its applications to particular systems.

This textbook is for undergraduate students on a basic course in Statistical Mechanics. The prerequisite is thermodynamics. It begins with a study of three situations -- the closed system and the systems in thermal contact with a reservoir -- in order to formulate the important fundamentals: entropy from Boltzmann formula, partition function and grand partition function. Through the presentation of quantum statistics, Bose statistics and Fermi-Dirac statistics are established, including as a special case the classical situation of Maxell-Boltzmann statistics. A series of examples ensue it: the harmonic oscillator, the polymer chain, the two level system, bosons (photons, phonons, and the Bose-Einstein condensation) and fermions (electrons in metals and in semiconductors). A compact historical note on influential scientists forms the concluding chapter. The unique presentation starts off with the principles, elucidating the well-developed theory, and only thereafter the application of theory. Calculations on the main steps are detailed, leaving behind minimal gap. The author emphasizes with theory the link between the macroscopic world (thermodynamics) and the microscopic world.

This textbook is for undergraduate students on a basic course in Statistical Mechanics. The prerequisite is thermodynamics. It begins with a study of three situations -- the closed system and the systems in thermal contact with a reservoir -- in order to formulate the important fundamentals: entropy from Boltzmann formula, partition function and grand partition function. Through the presentation of quantum statistics, Bose statistics and Fermi-Dirac statistics are established, including as a special case the classical situation of Maxell-Boltzmann statistics. A series of examples ensue it: the harmonic oscillator, the polymer chain, the two level system, bosons (photons, phonons, and the Bose-Einstein condensation) and fermions (electrons in metals and in semiconductors). A compact historical note on influential scientists forms the concluding chapter. The unique presentation starts off with the principles, elucidating the well-developed theory, and only thereafter the application of theory. Calculations on the main steps are detailed, leaving behind minimal gap. The author emphasizes with theory the link between the macroscopic world (thermodynamics) and the microscopic world.

* Explores the exciting and new topic of econophysics * Multidisciplinary approach, that will be of interest to students and researchers from physics, engineering, mathematics, statistics, and other physical sciences * Useful to both students and researchers

This book is designed for use in an introductory course in thermodynamics. It is aimed at students of Physics, Chemistry, Materials Science, and Engineering. As an undergraduate text, it gives a clear description of the theoretical framework of thermodynamics, while providing specific examples of its use in a wide variety of problems. These examples include topics that are atypical of undergraduate texts, such as biological systems, atmospheric phenomena, and polymers.

The narrative is infused with historical notes on the characters who make up the story of thermodynamics, enlivening the material while keeping the reader engaged.

This volume presents a collection of original and peer-reviewed articles related with the applications of Statistical Physics dedicated to Professor Dr Leopoldo Garcia-Colin, in commemoration of his 80th birthday in 2010. Professor Garcia-Colin has worked in many different fields of statistical physics, and has applied it to biological physics, solid state physics, relativity and cosmology. These are pioneering works of Prof Garcia-Colin involved in all various fields which have their roots in Mexico. His influence is found in each of these works that cover a wide range of topics including thermodynamics, statistical mechanics and kinetic theory applied to biological systems, cosmology and condensed matter, among others.Papers contributed by important experts in the field, such as J Lebowitz, as well as the latest classical applications of statistical physics can be found in this volume.

This book is devoted to analysis of Monte Carlo methods developed in rarefied gas dynamics. Presented is the short history of the development of such methods, described are their main properties, their advantages and deficiencies. It is shown that the contemporary stage in the progress of computational methods cannot be regarded without a complex approach to the preparation of algorithms taking into account all the peculiarities of the problem under consideration, that is, of the physical nature of a process, the mathematical model and the theoretical aspects of computational mathematics and stochastic processes. Thoroughly investigated is the possibility of application of Monte Carlo methods in some kindred areas of science which are non-traditional for the use of statistical modeling (continuous media, turbulence). Considered are the possible directions of development of statistical modeling.

This book describes, by using elementary techniques, how some geometrical structures widely used today in many areas of physics, like symplectic, Poisson, Lagrangian, Hermitian, etc., emerge from dynamics. It is assumed that what can be accessed in actual experiences when studying a given system is just its dynamical behavior that is described by using a family of variables ("observables" of the system). The book departs from the principle that ''dynamics is first'' and then tries to answer in what sense the sole dynamics determines the geometrical structures that have proved so useful to describe the dynamics in so many important instances. In this vein it is shown that most of the geometrical structures that are used in the standard presentations of classical dynamics (Jacobi, Poisson, symplectic, Hamiltonian, Lagrangian) are determined, though in general not uniquely, by the dynamics alone. The same program is accomplished for the geometrical structures relevant to describe quantum dynamics. Finally, it is shown that further properties that allow the explicit description of the dynamics of certain dynamical systems, like integrability and super integrability, are deeply related to the previous development and will be covered in the last part of the book. The mathematical framework used to present the previous program is kept to an elementary level throughout the text, indicating where more advanced notions will be needed to proceed further. A family of relevant examples is discussed at length and the necessary ideas from geometry are elaborated along the text. However no effort is made to present an ''all-inclusive'' introduction to differential geometry as many other books already exist on the market doing exactly that. However, the development of the previous program, considered as the posing and solution of a generalized inverse problem for geometry, leads to new ways of thinking and relating some of the most conspicuous geometrical structures appearing in Mathematical and Theoretical Physics.