Stochastic Dynamics, Softcover reprint of the original 1st ed. 1997
Coll. Lecture Notes in Physics, Vol. 484

Stochastic Dynamics, born almost 100 years ago with the early explanations of Brownian motion by physicists, is nowadays a quickly expanding field of research within nonequilibrium statistical physics. The present volume provides a survey on the influence of fluctuations in nonlinear dynamics. It addresses specialists, although the intention of this book is to provide teachers and students with a reliable resource for seminar work. In particular, the reader will find many examples illustrating the theory as well as a host of recent findings.

Probability in physics.- From stratonovich calculus to noise-induced phase transitions.- Generalized langevin equations: A useful tool for the perplexed modeller of nonequilibrium fluctuations?.- Colored noise in dynamical systems: Some exact solutions.- On the operator method of variable contraction for stochastic processes.- Recurrence time statistics in low-dimensional dynamical systems.- The boltzmann equation for the gas of partly inelastic balls with regard to random interaction forces.- Ratchets driven by colored gaussian noise.- A motor protein model and how it relates to stochastic resonance, feynman’s ratchet, and maxwell’s demon.- A diffusion-limited reaction.- Stochastic localization in soft anharmonic oscillators.- Quantum transition state theory for multidimensional dissipative systems.- Surmounting fluctuating barriers: Basic concepts and results.- Some problems of cluster dynamics of biological macromolecules.- Stochastic synchronization.- Stochastic analysis of limit cycle behavior.- Symbolic dynamics approach to stochastic processes.- Stochastic resonance (for beginners).- Dynamics of globally coupled noisy oscillators.- Cluster statistics and traffic on a lattice.- Phase synchronization in noisy and chaotic oscillators.- A glauber-dynamics approach to coupled stochastic resonators.- Stochastic aspects of the force network in a regular granular piling.- Burgers’ turbulence and dynamical scaling.- Quantum mechanics simulated by diffusion and branching processes.- Markov chain models for spatially-distributed reacting systems.- Macromechanical modeling of the surface flow of granular systems.- Novel pattern formation in granular matter.- Self-motion in physico-chemical systems far from thermal equilibrium.- Synthetic random flows: Generation and applications.- Active brownian particles: Artificial agents in physics.- Planetary rings — nonequilibrium systems in space.

Stochastic Dynamics, born almost 100 years ago with the early explanations of Brownian motion by physicists, is nowadays a quickly expanding field of research within nonequilibrium stati- stical physics. The present volume provides a survey on the in- fluence of fluctuations in nonlinear dynamics. It addresses spe- cialists, although the intention of this book is to provide tea- chers and students with a reliable resource for seminar work. In particular, the reader will find many examples illustrating the theory as well as a host of recent findings.