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This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.
The problem of deriving irreversible thermodynamics from the re versible microscopic dynamics has been on the agenda of theoreti cal physics for a century and has produced more papers than can be digested by any single scientist. Why add to this too long list with yet another work? The goal is definitely not to give a gen eral review of previous work in this field. My ambition is rather to present an approach differing in some key aspects from the stan dard treatments, and to develop it as far as possible using rather simple mathematical tools (mainly inequalities of various kinds). However, in the course of this work I have used a large number of results and ideas from the existing literature, and the reference list contains contributions from many different lines of research. As a consequence the reader may find the arguments a bit difficult to follow without some previous exposure to this set of problems.
Leading research, perspectives, and analysis of dynamical systems and irreversibility Edited by Nobel Prize winner Ilya Prigogine and renowned authority Stuart A. Rice, the Advances in Chemical Physics series provides a forum for critical, authoritative evaluations in every area of the discipline. In a format that encourages the expression of individual points of view, experts in the field present comprehensive analyses of subjects of interest. Volume 122 collects papers from the XXI Solvay Conference on Physics, dedicated to the exploration of "Dynamical Systems and Irreversibility." Ioannis Antoniou, Deputy Director of the International Solvay Institutes for Physics and Chemistry, edits and assembles this cutting-edge research, including articles such as "Non-Markovian Effects in the Standard Map," "Harmonic Analysis of Unstable Systems," "Age and Age Fluctuations in an Unstable Quantum System," and discussion of many more subjects. Advances in Chemical Physics remains the premier venue for presentations of new findings in its field.
The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.
The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.
The first comprehensive graduate-level introduction to stochastic thermodynamics Stochastic thermodynamics is a well-defined subfield of statistical physics that aims to interpret thermodynamic concepts for systems ranging in size from a few to hundreds of nanometers, the behavior of which is inherently random due to thermal fluctuations. This growing field therefore describes the nonequilibrium dynamics of small systems, such as artificial nanodevices and biological molecular machines, which are of increasing scientific and technological relevance. This textbook provides an up-to-date pedagogical introduction to stochastic thermodynamics, guiding readers from basic concepts in statistical physics, probability theory, and thermodynamics to the most recent developments in the field. Gradually building up to more advanced material, the authors consistently prioritize simplicity and clarity over exhaustiveness and focus on the development of readers’ physical insight over mathematical formalism. This approach allows the reader to grow as the book proceeds, helping interested young scientists to enter the field with less effort and to contribute to its ongoing vibrant development. Chapters provide exercises to complement and reinforce learning. Appropriate for graduate students in physics and biophysics, as well as researchers, Stochastic Thermodynamics serves as an excellent initiation to this rapidly evolving field. Emphasizes a pedagogical approach to the subject Highlights connections with the thermodynamics of information Pays special attention to molecular biophysics applications Privileges physical intuition over mathematical formalism Solutions manual available on request for instructors adopting the book in a course
The idea of editing the present volume in the Lecture Notes in Physics series arosewhileorganizingthe“ConferenceonIrreversibleQuantumDynamics”that took place at The Abdus Salam International Center for Theoretical Physics, Trieste, Italy, from July 29 to August 2, 2002. The aim of the Conference was to bring together di?erent groups of - searcherswhoseinterestsandpursuitsinvolveirreversibilityandtimeasymmetry in quantum mechanics. The Conference promoted open and in-depth exchanges of di?erent points of view, concerning both the content and character of qu- tum irreversibility and the methodologies used to study it. The following main themes were addressed: • Theoretical Aspects of Quantum Irreversible Dynamics • Open Quantum Systems and Applications • Foundational Aspects of Irreversible Quantum Dynamics • Asymmetric Time Evolution and Resonances Eachthemewasreviewedbyanexpertinthe?eld,accompaniedbymorespeci?c, research-like shorter talks. The whole topic of quantum irreversibility in all its manifold aspects has always raised a lot of interest, starting with the description of unstable systems in quantum mechanics and the issue of quantum measurement. Further, in - cent years a boost of activity concerning noise, dissipation and open systems has been prompted by the fast developing ?eld of quantum communication and information theory. These considerations motivated the editors to put together a volume that tries to summarize the present day status of the research in the ?eld, with the aim of providing the reader with an accessible and exhaustive introduction to it.