Introduction to the theory of stochastic processes and Brownian motion problems
by J. L. Garcia-Palacios
Publisher: arXiv 2007
Number of pages: 104
Contents: Historical introduction; Stochastic variables; Stochastic processes and Markov processes; The master equation: Kramers–Moyal expansion and Fokker–Planck equation; The Langevin equation; Linear response theory, dynamical susceptibilities, and relaxation times (Kramers’ theory); Methods for solving Langevin and Fokker–Planck equations; Derivation of Langevin equations in the bath-of-oscillators formalism.
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by Peter E. Blöchl - Clausthal University of Technology
From the table of contents: Entropy and Information; The ideal Boltzmann gas; Equilibrium; Thermodynamic Processes; The Language of Thermodynamics; The Language of Statistical Physics; Non-interacting Model Systems; Non-interacting particles.
by S.B. Santra - Indian Institute of Technology Guwahati
This text provides a firm grounding in the laws and principles of statistical mechanics and thermodynamics that are essential to the study of physics. It presents the subject in a clear manner, and is based on the up-to-date research in the field.
by David Tong - University of Cambridge
This is a graduate course on topics in non-equilibrium statistical mechanics, covering kinetic theory, stochastic processes and linear response. It is aimed at masters students and PhD students. The full set of lecture notes are around 100 pages.
by Daniel F. Styer - Oberlin College
This is a book about statistical mechanics at the advanced undergraduate level. It assumes a background in classical mechanics through the concept of phase space, in quantum mechanics through the Pauli exclusion principle, and multivariate calculus.