## Statistical Thermodynamics and Stochastic Theory of Nonequilibrium SystemsThis book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles. |

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### Contents

Introduction | 1 |

Thermodynamic Deterministic and Stochastic Levels | 19 |

Reversibility and Irreversibility Liouville | 57 |

Entropy and Equilibrium Distributions | 83 |

Fluctuations and Linear Irreversible Processes | 97 |

Nonequilibrium Distribution Functions | 111 |

Brownian Motion | 139 |

FokkerPlanck and Master Equations | 161 |

Escape and First Passage Problems | 183 |

Reaction Kinetics | 199 |

Random Walk Approaches | 225 |

Active Brownian Motion | 261 |

305 | |

327 | |

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### Common terms and phrases

A-particles active Brownian angular momentum approach approximation assume attractor average behavior Boltzmann boundary conditions Brownian motion Brownian particles canonical-dissipative Chapter Clausius clusters concentration connected constant correlation function corresponding CTRW defined depends depot model derivative described deterministic dimension discussed dissipative distribution function dynamics Ebeling Einstein ensemble entropy equilibrium Erdmann ergodic example extensive variables fluctuations Fokker-Planck equation force friction Gaussian Gibbs given Hamiltonian heat bath initial condition integral interaction introduced irreversible kinetic Klimontovich Langevin equation Let us consider limit cycle linear Lyapunov Lyapunov exponents Lyapunov function macroscopic Markovian mean mechanics molecules noise nonequilibrium nonlinear Ornstein-Uhlenbeck process oscillations parameter particle's phase space Planck potential probability density probability distribution problem properties random walk reaction relation result rotations Schweitzer second law situation Smoluchowski solution stationary statistical physics stochastic swarm symmetry temperature theorem theory thermal thermodynamics tion trajectories transition variables velocity zero