Stochastic Processes in Physics and Engineering

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The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively.

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Today it provides a huge arsenal of methods suitable for analyzing the influence of noise on a wide range of systems. The credit for acquiring all the deep insights and powerful methods is due ma- ly to a handful of physicists and mathematicians: Einstein, Smoluchowski, Langevin, Wiener, Stratonovich, etc.


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Hence it is no surprise that until - cently the bulk of basic and applied stochastic research was devoted to purely mathematical and physical questions. However, in the last decade we have witnessed an enormous growth of results achieved in other sciences - especially chemistry and biology - based on applying methods of stochastic processes. One reason for this stochastics boom may be that the realization that noise plays a constructive rather than the expected deteriorating role has spread to communities beyond physics.

Stochastic Processes in Physics and Chemistry

Besides their aesthetic appeal these noise-induced, noise-supported or noise-enhanced effects sometimes offer an explanation for so far open pr- lems information transmission in the nervous system and information p- cessing in the brain, processes at the cell level, enzymatic reactions, etc. They may also pave the way to novel technological applications noise-- hanced reaction rates, noise-induced transport and separation on the na- scale, etc.

Key words to be mentioned in this context are stochastic r- onance, Brownian motors or ratchets, and noise-supported phenomena in excitable systems. JavaScript is currently disabled, this site works much better if you enable JavaScript in your browser. Physics Complexity.


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Lecture Notes in Physics Free Preview. All the powers of traditional science have entered into a holy alliance to exorcise this specter: puristic theoreticians and traditionalistic experimentalists, editors and referees of prestigious journals, philosophers of science and mathematicians. Where is a pioneering computer simulation that has not been decried as unreliable by its opponents in power?

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