Stochastic dynamics / Lutz Schimansky-Geier, Thorsten Pöschel

This book consists of a collection of lectures on stochastic dynamics dedicated, on the occasion of his 60th birthday, to Prof. Dr. Werner Ebeling, who teaches at the Humboldt-University in Berlin and has, during the past decades, worked permanently in the field of stochastic description of nature, with an important impact in this field. Most of the authors attended the workshop "Stochastic Dynamics in Mesoscopic Physical Systems'', held in Schmerwitz near Berlin in 1995.
The book covers a broad range of topics and applications of stochastic dynamics and it provides a survey of the modern developments in the theory of this field of statistical physics.
The book is divided into four parts: concepts of stochastics and kinetics, activation and Brownian motors, synchronization and stochastic resonance, and distributed systems.
Particular attention is given to nonlinear dynamics and to systems in situations far from equilibrium.
The topics included in this book cover stochastic resonance and localization, the influence of multiplicative and colored noise in nonlinear systems, noise induced transitions and the formation of spatially distributed structures, Brownian motors and stochastic ratchets, self-organization in complex systems, and dynamics of granular systems. Quantum systems are also considered in several of the lectures.
Some of the problems and systems where the theory is applied or specifically considered in these lectures include nano and microstructures, noise induced transport, chemical reactions, biological systems, atmospheric and ocean physics, traffic flow in cities, static granular piling, surface flow dynamics of granular systems and avalanches, hydrocarbon recovery or contaminant transport in ground water, and planetary rings.
In general, the lectures were written at a level suitable for graduate students. This collection of lectures will provide rich material for learning or teaching purposes, or simply allow people to join in the field of a stochastic description of physical systems, and it will provide specialists with some new material and results as well. (MathSciNet)