Diffusion. Formalism and applications

DOI10.1201/B16008MaRDI QIDQ2863028zbMATH OpenOpenAlexFDO

Authors Sushanta Dattagupta

Publication date 21 November 2013

Full work available at URL https://doi.org/10.1201/b16008

zbMATH Keywords

classical duffusiondiffusionGaussian processesjump procseesLangevin equationMarkov processespath integralsquantum diffusionquantum Langevin equationrandom walk

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Brownian motion (60J65) Quantum coherence, entanglement, quantum correlations (81P40) Quantum stochastic calculus (81S25) Path integrals in quantum mechanics (81S40)

Review text

The book is devoted to the general view at the themes ``diffusion, from the beginning introductions to recent applications. Some chapters contain exercises that make the book useful for the beginners. But the other chapters can be interesting to the experts as well. The book is subdivided into two parts (called sections): Classical diffusion and quantum diffusion. The details of the book content can be seen from the following list of chapters (subsections, since the parts are called sections):NEWLINENEWLINEI Classical diffusionNEWLINENEWLINE1. Introduction to Brownian motion; 2. Markov processes; 3. Gaussian processes; 4. Langevin equation; 5. Fokker-Plank equation; 6. Jump diffusion; 7. Random walk and anomalous diffusion; 8. Spectroscopus structure factor; 9. Rotational diffusion of molecules; 10. Order parameter diffusion; 11. Diffusion of rapidly driven systems;NEWLINENEWLINEII Quantum diffusionNEWLINENEWLINE12. Quantum Langevin equation; 13. Path integral treatment of quantum diffusion; 14. Quantum continuous time random walk model; 15. Quantum jump models 16. Quantum diffusion: decoherence and localization.

Recommendations

• Diffusion, quantum theory, and radically elementary mathematics
• An introduction to anomalous diffusion and relaxation
• Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
• scientific article; zbMATH DE number 1783075
• The mathematics of diffusion

Cited in

(4)

• Memory effects and KWW relaxation of the interacting magnetic nano-particles
• scientific article; zbMATH DE number 3842925 (Why is no real title available?)
• Simple Brownian diffusion. An introduction to the standard theoretical models
• Unconditionally positive, explicit, fourth order method for the diffusion- and Nagumo-type diffusion-reaction equations

This page was built for publication: Diffusion. Formalism and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2863028)