An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics

by Don S. Lemons
An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics

by Don S. Lemons

eBook

$2.99  $17.99 Save 83% Current price is $2.99, Original price is $17.99. You Save 83%.

Available on Compatible NOOK Devices and the free NOOK Apps.
WANT A NOOK?  Explore Now

Related collections and offers

LEND ME® See Details

Overview

This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory).

This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems.

Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time.

This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.

Product Details

ISBN-13: 9780801876387
Publisher: Johns Hopkins University Press
Publication date: 04/27/2021
Sold by: Barnes & Noble
Format: eBook
Pages: 161
File size: 8 MB
Age Range: 18 Years

About the Author

Don S. Lemons is a professor of physics at Bethel College in Kansas and consults at Los Alamos National Laboratory.

Table of Contents

Preface and Acknowledgments
Chapter 1. Random Variables
Chapter 2. Expected Values
Chapter 3. Random Steps
Chapter 4. Continuous Random Variables
Chapter 5. Normal Variable Theorems
Chapter 6. Einstein's Brownian Motion
Chapter 7. Ornstein-Uhlenbeck Processes
Chapter 8. Langevin's Brownian Motion
Chapter 9. Other Physical Processes
Chapter 10. Fluctuations without Dissipation
Appendix A. "On the Theory of Brownian Motion," by Paul Langevin, translated by Anthony Gythiel
Appendix B. Kinetic Equations
Answers to Problems
References
Index

What People are Saying About This

Gregory N. Derry

This is a clear, well-written, and valuable book. It is both original and important because it ties together much disparate material scattered throughout the literature into a coherent and readable form.

Gregory N. Derry, Loyola College

K. Razi Naqvi

This book will be much appreciated by those who wish to teach, without going into excessive and demanding mathematical details, a little more than can be covered by analysing a one-dimensional random walk on a lattice or solving the Langevin equation. The author covers a lot of ground in very few pages. The last chapter, entitled 'Fluctuations without Dissipation,' gives his admirably slim volume its own flavor. I will have no hesitation in recommending the book to my students.

K. Razi Naqvi, Norwegian University of Science and Technology

From the Publisher

This is a clear, well-written, and valuable book. It is both original and important because it ties together much disparate material scattered throughout the literature into a coherent and readable form.
—Gregory N. Derry, Loyola College

This book will be much appreciated by those who wish to teach, without going into excessive and demanding mathematical details, a little more than can be covered by analysing a one-dimensional random walk on a lattice or solving the Langevin equation. The author covers a lot of ground in very few pages. The last chapter, entitled 'Fluctuations without Dissipation,' gives his admirably slim volume its own flavor. I will have no hesitation in recommending the book to my students.
—K. Razi Naqvi, Norwegian University of Science and Technology

This is a lucid, masterfully written introduction to an often difficult subject and a text which belongs on the bookshelf of every student of statistical physics. I have every confidence that the accessibility of the presentation and the insight offered within will make it a classic reference in the field.
—Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory

Professor Lemons's book has reclaimed the field of stochastic processes for physics. For too long it has been taught as a highly mathematical subject devoid of its roots in the physical sciences. Professor Lemons's book shows how the subject grew historically from early fundamental problems in physics, and how the greater minds, like Einstein, used its methods to solve problems that are still important today. The book is not only a good introduction for students, but an excellent guide for the professional.
—William Peter, Advance Power Technologies, Inc.

Dr. Brian J. Albright

This is a lucid, masterfully written introduction to an often difficult subject and a text which belongs on the bookshelf of every student of statistical physics. I have every confidence that the accessibility of the presentation and the insight offered within will make it a classic reference in the field.

Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory

William Peter

Professor Lemons's book has reclaimed the field of stochastic processes for physics. For too long it has been taught as a highly mathematical subject devoid of its roots in the physical sciences. Professor Lemons's book shows how the subject grew historically from early fundamental problems in physics, and how the greater minds, like Einstein, used its methods to solve problems that are still important today. The book is not only a good introduction for students, but an excellent guide for the professional.

William Peter, Advance Power Technologies, Inc.

From the B&N Reads Blog

Customer Reviews