物理和化学中的随机过程 第3版 英文版PDF电子书下载
- 电子书积分:15 积分如何计算积分?
- 作 者:(荷)范卡梅伦著
- 出 版 社:北京/西安:世界图书出版公司
- 出版年份:2010
- ISBN:9787510005695
- 页数:463 页
Ⅰ.STOCHASTIC VARIABLES 1
1.Definition 1
2.Averages 5
3.Multivariate distributions 10
4.Addition of stochastic variables 14
5.Transformation of variables 17
6.The Gaussian distribution 23
7.The central limit theorem 26
Ⅱ.RANDOM EVENTS 30
1.Definition 30
2.The Poisson distribution 33
3.Alternative description of random events 35
4.The inverse formula 40
5.The correlation functions 41
6.Waiting times 44
7.Factorial correlation functions 47
Ⅲ.STOCHASTIC PROCESSES 52
1.Definition 52
2.Stochastic processes in physics 55
3.Fourier transformation of stationary processes 58
4.The hierarchy of distribution functions 61
5.The vibrating string and random fields 64
6.Branching processes 69
Ⅳ.MARKOV PROCESSES 73
1.The Markov property 73
2.The Chapman-Kolmogorov equation 78
3.Stationary Markov processes 81
4.The extraction of a subensemble 86
5.Markov chains 89
6.The decay process 93
Ⅴ.THE MASTER EQUATION 96
1.Derivation 96
2.The class of W-matrices 100
3.The long-time limit 104
4.Closed,isolated,physical systems 108
5.The increase of entropy 111
6.Proof of detailed balance 114
7.Expansion in eigenfunctions 117
8.The macroscopic equation 122
9.The adjoint equation 127
10.Other equations related to the master equation 129
Ⅵ.ONE-STEP PROCESSES 134
1.Definition;the Poisson process 134
2.Random walk with continuous time 136
3.General properties of one-step processes 139
4.Examples of linear one-step processes 143
5.Natural boundaries 147
6.Solution of linear one-step processes with natural boundaries 149
7.Artificial boundaries 153
8.Artificial boundaries and normal modes 157
9.Nonlinear one-step processes 161
Ⅶ.CHEMICAL REACTIONS 166
1.Kinematics of chemical reactions 166
2.Dynamics of chemical reactions 171
3.The stationary solution 173
4.Open systems 176
5.Unimolecular reactions 178
6.Collective systems 182
7.Composite Markov processes 186
Ⅷ.THE FOKKER-PLANCK EQUATION1.Introduction 193
2.Deritvation of the Fokker-Planck equation 197
3.Brownian motion 200
4.The Rayleigh particle 204
5.Application to one-step processes 207
6.The multivariate Fokker-Planck equation 210
7.Kramers' equation 215
Ⅸ.THE LANGEVIN APPROACH 219
1.Langevin treatment of Brownian motion 219
2.Applications 221
3.Relation to Fokker-Planck equation 224
4.The Langevin approach 227
5.Discussion of the It?-Stratonovich dilemma 232
6.Non-Gaussian white noise 237
7.Colored noise 240
Ⅹ.THE EXPANSION OF THE MASTER EQUATION1.Introduction to the expansion 244
2.General formulation of the expansion method 248
3.The emergence of the macroscopic law 254
4.The linear noise approximation 258
5.Expansion of a multivariate master equation 263
6.Higher orders 267
Ⅺ.THE DIFFUSION TYPE 273
1.Master equations of diffusion type 273
2.Diffusion in an external field 276
3.Diffusion in an inhomogeneous medium 279
4.Multivariate diffusion equation 282
5.The limit of zero fluctuations 287
Ⅻ.FIRST-PASSAGE PROBLEMS 292
1.The absorbing boundary approach 292
2.The approach through the adjoint equation-Discrete case 298
3.The approach through the adjoint equation-Continuous case 303
4.The renewal approach 307
5.Boundaries of the Smoluchowski equation 312
6.First passage of non-Markov processes 319
7.Markov processes with large jumps 322
ⅩⅢ.UNSTABLE SYSTEMS 326
1.The bistable system 326
2.The escape time 333
3.Splitting probability 337
4.Diffusion in more dimensions 341
5.Critical fluctuations 344
6.Kramers' escape problem 347
7.Limit cycles and fluctuations 355
ⅩⅣ.FLUCTUATIONS IN CONTINUOUS SYSTEMS1.Introduction 363
2.Diffusion noise 365
3.The method of compounding moments 367
4.Fluctuations in phase space density 371
5.Fluctuations and the Boltzmann equation 374
ⅩⅤ.THE STATISTICS OF JUMP EVENTS1.Basic formulae and a simple example 383
2.Jump events in nonlinear systems 386
3.Effect of incident photon statistics 388
4.Effect of incident photon statistics-continued 392
ⅩⅥ.STOCHASTIC DIFFERENTIAL EQUATIONS1.Deftnitions 396
2.Heuristic treatment of multiplicative equations 399
3.The cumulant expansion introduced 405
4.The general cumulant expansion 407
5.Nonlinear stochastic differential equations 410
6.Long correlation times 416
ⅩⅦ.STOCHASTIC BEHAVIOR OF QUANTUM SYSTEMS1.Quantum probability 422
2.The damped harmonic oscillator 428
3.The elimination of the bath 436
4.The elimination of the bath-continued 440
5.The Schr?dinger-Langevin equation and the quantum master equation 444
6.A new approach to noise 449
7.Internal noise 451
SUBJECT INDEX 457
- 《分析化学》陈怀侠主编 2019
- 《催化剂制备过程技术》韩勇责任编辑;(中国)张继光 2019
- 《化学反应工程》许志美主编 2019
- 《卓有成效的管理者 中英文双语版》(美)彼得·德鲁克许是祥译;那国毅审校 2019
- 《危险化学品经营单位主要负责人和安全生产管理人员安全培训教材》李隆庭,徐一星主编 2012
- 《奶制品化学及生物化学》(爱尔兰)福克斯(FoxP.F.)等 2019
- 《新编高中物理竞赛教程习题全解》钟小平主编;钟小平,倪国富,曹海奇编写 2019
- 《数学物理方法与仿真 第3版》杨华军 2020
- 《有机化学实验》雷文 2015
- 《绿色过程工程与清洁生产技术 张懿院士论文集精选 上》《绿色过程工程与清洁生产技术》编写组编 2019
- 《中风偏瘫 脑萎缩 痴呆 最新治疗原则与方法》孙作东著 2004
- 《水面舰艇编队作战运筹分析》谭安胜著 2009
- 《王蒙文集 新版 35 评点《红楼梦》 上》王蒙著 2020
- 《TED说话的力量 世界优秀演讲者的口才秘诀》(坦桑)阿卡什·P.卡里亚著 2019
- 《燕堂夜话》蒋忠和著 2019
- 《经久》静水边著 2019
- 《魔法销售台词》(美)埃尔默·惠勒著 2019
- 《微表情密码》(波)卡西亚·韦佐夫斯基,(波)帕特里克·韦佐夫斯基著 2019
- 《看书琐记与作文秘诀》鲁迅著 2019
- 《酒国》莫言著 2019
- 《TED说话的力量 世界优秀演讲者的口才秘诀》(坦桑)阿卡什·P.卡里亚著 2019
- 《小手画出大世界 恐龙世界》登亚编绘 2008
- 《近代世界史文献丛编 19》王强主编 2017
- 《课堂上听不到的历史传奇 世界政治军事名人 初中版》顾跃忠等编著 2015
- 《指向核心素养 北京十一学校名师教学设计 英语 七年级 上 配人教版》周志英总主编 2019
- 《365奇趣英语乐园 世界民间故事》爱思得图书国际企业 2018
- 《近代世界史文献丛编 36》王强主编 2017
- 《北京生态环境保护》《北京环境保护丛书》编委会编著 2018
- 《近代世界史文献丛编 11》王强主编 2017
- 《近代世界史文献丛编 18》王强主编 2017