Stochastic Processes in Physics and Chemistry

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Elsevier, Aug 30, 2011 - Science - 464 pages
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The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.

C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)
D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)
W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)
  • Comprehensive coverage of fluctuations and stochastic methods for describing them
  • A must for students and researchers in applied mathematics, physics and physical chemistry
 

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Contents

Chapter I STOCHASTIC VARIABLES
1
Chapter II RANDOM EVENTS
30
Chapter III STOCHASTIC PROCESSES
52
Chapter IV MARKOV PROCESSES
73
Chapter V THE MASTER EQUATION
96
Chapter VI ONESTEP PROCESSES
134
Chapter VII CHEMICAL REACTIONS
166
Chapter VIII THE FOKKERPLANCK EQUATION
193
Chapter XI THE DIFFUSION TYPE
273
Chapter XII FIRSTPASSAGE PROBLEMS
292
Chapter XIII UNSTABLE SYSTEMS
326
Chapter XIV FLUCTUATIONS IN CONTINUOUS SYSTEMS
363
Chapter XV THE STATISTICS OF JUMP EVENTS
383
Chapter XVI STOCHASTIC DIFFERENTIAL EQUATIONS
396
Chapter XVII STOCHASTIC BEHAVIOR OF QUANTUM SYSTEMS
422
SUBJECT INDEX
457

Chapter IX THE LANGEVIN APPROACH
219
Chapter X THE EXPANSION OF THE MASTER EQUATION
244

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Page vii - Que nous sert-il d'avoir la panse pleine de viande, si elle ne se digère? si elle ne se trans-forme en nous? si elle ne nous augmente et fortifie...
Page vii - The interest in fluctuations and in the stochastic method for describing them has grown enormously in the last few decades. The number of articles scattered in the literature of various disciplines must run to thousands and special journals are devoted to the subject. Yet the physicist or chemist who wants to become acquainted with the field cannot easily find a suitable introduction. This book is an attempt to fill this gap in the literature. The first part consists of an introductory exposition...
Page vii - ... enormously in the last few decades. The number of articles scattered in the literature of various disciplines must run to thousands and special journals are devoted to the subject. Yet the physicist or chemist who wants to become acquainted with the field cannot easily find a suitable introduction. This book is an attempt to fill this gap in the literature. The first part consists of an introductory exposition of probability, random events, and stochastic processes as they occur in physics, chemistry...
Page x - An Introduction to Probability Theory and its Applications. Vol. I, 2nd Edition. Wiley, New York.
Page x - Topics in the THeory of Random Noise", Vol. I., RA Silverman, tr., Gordon and Breach, New York, 1963, Ch.

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