Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering

This volume is the second edition of the elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover a number of new topics, such as anomalous diffusion, continuous time random walks and stochastic resonance, which are of major interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles.