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物理和化学中的随机过程 第3版

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  分類: 图书,自然科学,物理学,理论物理学,

作者: (荷)范卡梅伦著

出 版 社: 世界图书出版公司

出版时间: 2010-4-1字数:版次: 1页数: 463印刷时间: 2010-4-1开本: 24开印次: 1纸张: 胶版纸I S B N : 9787510005695包装: 平装

物理和化学中的随机过程 第3版
内容简介

本书1981年初版,1992年第2版,1997年第2版修订出版,2007年第3版,2008年重印出版。这是第3版,较第2版的最大不同是,取消了原来第17章中第6节量子主方程的应用,取而代之的是量子波动的介绍;除此之外,本书做了不少修订。并且也增加了许多最近发展成果。目次:随机变量;随机事件;随机过程;马尔科夫过程;主方程;一步过程;化学反应;Fokker-Planck过程;Langevin方法;主方程的展开;扩散型;不稳定系统;连续系统中的波动;随机微分方程;量子系统的随机行为。

读者对象:数学专业、统计物理专业以及理论物理化学交叉学科的研究生和科研人员。

物理和化学中的随机过程 第3版
目录

PREFACE TO THE FIRST EDITION

PREFACE TO THE SECOND EDITION

ABBREVIATED REFERENCES

PREFACE TO THE THIRD EDITION

I. STOCHASTIC VARIABLES

1. Definition

2. Averages

3. Multivariate distributions

4. Addition of stochastic variables

5. Transformation of variables

6. The Gaussian distribution

7. The central limit theorem

II. RANDOM EVENTS

1. Definition

2. The Poisson distribution

3. Alternative description of random events

4. The inverse formula

5. The correlation functions

6. Waiting times

7. Factorial correlation functions

.III. STOCHASTIC PROCESSES

1. Definition

2. Stochastic processes in physics

3. Fourier transformation of stationary processes

4. The hierarchy of distribution functions

5. The vibrating string and random fields

6. Branching processes

IV. MARKOV PROCESSES

1. The Markov property

2. The Chapman-Kolmogorov equation

3. Stationary Markov processes

4. The extraction of a subensemble

5. Markov chains

6. The decay process

V. THE MASTER EQUATION

1. Derivation

2. The class of W-matrices

3. The long-time limit

4. Closed, isolated, physical systems

5. The increase of entropy

6. Proof of detailed balance

7. Expansion in eigenfunctions

8. The macroscopic equation

9. The adjoint equation

10. Other equations related to the master equation

VI. ONE-STEP PROCESSES

1. Definition; the Poisson process

2. Random walk with continuous time

3. General properties of one-step processes

4. Examples of linear one-step processes

5. Natural boundaries

6. Solution of linear one-step processes with natural boundaries

7. Artificial boundaries

8. Artificial boundaries and normal modes

9. Nonlinear one-step processes

VII. CHEMICAL REACTIONS

1. Kinematics of chemical reactions

2. Dynamics of chemical reactions

3. The stationary solution

4. Open systems

5. Unimolecular reactions

6. Collective systems

7. Composite Markov processes

VIII. THE FOKKER-PLANCK EQUATION

1. Introduction

2. Derivation of the Fokker-Planck equation

3. Brownian motion

4. The Rayleigh particle

5. Application to one-step processes

6. The multivariate Fokker-Planck equation

7. Kramers' equation

IX. THE LANGEVIN APPROACH

1. Langevin treatment of Brownian motion

2. Applications

3. Relation to Fokker-Planck equation

4. The Langevin approach

5. Discussion of the Itt--Stratonovich dilemma

6. Non-Gaussian white noise

7. Colored noise

X. THE EXPANSION OF THE MASTER EQUATION

1. Introduction to the expansion

2. General formulation of the expansion method

3. The emergence of the macroscopic law

4. The linear noise approximation

5. Expansion of a multivariate master equation

6. Higher orders

XI. THE DIFFUSION TYPE

1. Master equations of diffusion type

2. Diffusion in an external field

3. Diffusion in an inhomogeneous medium

4. Multivariate diffusion equation

5. The limit of zero fluctua6ons

XII. FIRST-PASSAGE PROBLEMS

I. The absorbing boundary approach

2. The approach through the adjoint equation - Discrete case

3. The approach through the adjoint equation - Continuous case

4. The renewal approach

5. Boundaries of the Smoluchowski equation

6. First passage of non-Markov processes

7. Markov processes with large jumps

XIII. UNSTABLE SYSTEMS

1. The bistable system

2. The escape time

3. Splitting probability

4. Diffusion in more dimensions

5. Critical fluctuations

6. Kramers' escape problem

7. Limit cycles and fluctuations.

XIV. FLUCTUATIONS IN CONTINUOUS SYSTEMS

1. Introduction

2. Diffusion noise

3. The method of compounding moments

4. Fluctuations in phase space density

5. Fluctuations and the Boltzmann equation

XV. THE STATISTICS OF JUMP EVENTS

1. Basic formulae and a simple example

2. Jump events in nonlinear systems

3. Effect of incident photon statistics

4. Effect of incident photon statistics - continued

XVI. STOCHASTIC DIFFERENTIAL EQUATIONS

1. Definitions

2. Heuristic treatment of multiplicative equations

3. The cumulant expansion introduced

4. The general cumulant expansion

5. Nonlinear stochastic differential equations

6. Long correlation times,

XVII. STOCHASTIC BEHAVIOR OF QUANTUM SYSTEMS

1. Quantum probability

2. The damped harmonic oscillator

3. The elimination of the bath,

4. The elimination of the bath - continued

5. The Schr'odinger-Langevin equation and the quantum master equation

6. A new approach to noise

7. Internal noise

SUBJECT INDEX

 
 
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