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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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Stochastic Dynamics and Irreversibility (Paperback, Softcover reprint of the original 1st ed. 2015)
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Stochastic Dynamics and Irreversibility (Paperback, Softcover reprint of the original 1st ed. 2015)
Series: Graduate Texts in Physics
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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.
General
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