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Stochastic Dynamics and Irreversibility

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Stochastic Dynamics and Irreversibility - Tomé, Tânia, and de Oliveira, Mário J
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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 ...

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Stochastic Dynamics and Irreversibility 2016, Springer, Cham

ISBN-13: 9783319364810

Trade paperback

Stochastic Dynamics and Irreversibility 2014, Springer, Cham

ISBN-13: 9783319117690

2015 edition

Hardcover