Beschreibung:
This textbook is the result of the enhancement of several courses on non-equilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The little-known physical and mathematical concepts are described in sections and specific exercises throughout the text, as well as in appendices. Physical-mathematical motivation is the main driving force for the development of this text.
Elements of probability theory.- 2. Fluctuations close to thermodynamic equilibrium.- 3. Elements of Stochastic processes.- 4. Irreversibility, the Fokker-Planek equation.- 5. Irreversibility, linear response.- 6. Introduction to diffusive transport.- Diffusion in disordered media.- 9. Non-equilibrium statistical mechanics.- 9. Metastable and unstable states.- Appendix A. Thermodynamic variables in statistical mechanics.- Appendix B. Relaxation to the stationary state.- Appendix C. The Green function of the problem of an impurity.- Appendix D. The waiting-time function of the CTRW.- Appendix E. Non-Markovian effects against irreversibility.- Appendix F. The density matrix.- Appendix G. Kubo's formula for the susceptibility.- Appendix H. Fractals.- Appendix I. Quantum open systems.