Stochastic Dynamics and Irreversibility
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,
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Tânia Tomé Mário J. de Oliveira
Stochastic Dynamics and Irreversibility
Graduate Texts in Physics
Graduate Texts in Physics Graduate Texts in Physics publishes core learning/teaching material for graduateand advanced-level undergraduate courses on topics of current and emerging fields within physics, both pure and applied. These textbooks serve students at the MS- or PhD-level and their instructors as comprehensive sources of principles, definitions, derivations, experiments and applications (as relevant) for their mastery and teaching, respectively. International in scope and relevance, the textbooks correspond to course syllabi sufficiently to serve as required reading. Their didactic style, comprehensiveness and coverage of fundamental material also make them suitable as introductions or references for scientists entering, or requiring timely knowledge of, a research field. Series Editors Professor Kurt H. Becker Vice Dean for Academic Affairs Professor of Applied Physics and of Mechanical and Aerospace Engineering Editor-in-Chief, European Physical Journal D NYU Polytechnic School of Engineering 15 Metro Tech Center, 6th floor Brooklyn, NY 11201, USA [email protected] Professor Richard Needs Cavendish Laboratory JJ Thomson Avenue, Cambridge CB3 0HE, UK [email protected] Professor William T. Rhodes Department of Computer and Electrical Engineering and Computer Science Imaging Science and Technology Center Florida Atlantic University 777 Glades Road SE, Room 456 Boca Raton, FL 33431, USA [email protected]
More information about this series at www.springer.com/series/8431
Professor Susan Scott Department of Quantum Science Australian National University Canberra, ACT, 0200, Australia [email protected] Professor H. Eugene Stanley Center for Polymer Studies Department of Physics Boston University 590 Commonwealth Avenue, Room 204B, Boston, MA, 02215, USA [email protected] Professor Martin Stutzmann Technische Universität München Am Coulombwall, Garching, 85747, Germany [email protected]
Tânia Tomé
Mário J. de Oliveira
Stochastic Dynamics and Irreversibility
123
Tânia Tomé Institute of Physics University of São Paulo São Paulo, Brazil
Mário J. de Oliveira Institute of Physics University of São Paulo São Paulo, Brazil
ISSN 1868-4513 ISSN 1868-4521 (electronic) ISBN 978-3-319-11769-0 ISBN 978-3-319-11770-6 (eBook) DOI 10.1007/978-3-319-11770-6 Springer Cham Heidelberg New York Dordrecht London Library of Congress Control Number: 2014955664 © Springer International Publishing Switzerland 2015 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerp
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