The Langevin equation : with applications in physics, chemistry and electrical engineering
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Bibliographic Information
The Langevin equation : with applications in physics, chemistry and electrical engineering
（World Scientific series in contemporary chemical physics, vol. 10）
World Scientific, c1996
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Note
Includes bibliographical references and index
Corrected series number from vol. 11 to vol. 10
Description and Table of Contents
Description
The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation — Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem — Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint — Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) — together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.
Table of Contents
- The concept of a random process
- the Brownian motion of a free particle - the velocity distribution
- the Brownian motion of a free particle - the distribution of the displacements
- one-dimensional Brownian motion in a potential excluding inertia effects
- the multi-dimensional Langevin equation
- rotational Brownian motion application to relaxation and loss processes in electric and magnetic fields.
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