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Stochastic processes in physics and chemistry
TLDR
In this article, the authors introduce the Fokker-planck equation, the Langevin approach, and the diffusion type of the master equation, as well as the statistics of jump events.Abstract:
Preface to the first edition. Preface to the second edition. Abbreviated references. I. Stochastic variables. II. Random events. III. Stochastic processes. IV. Markov processes. V. The master equation. VI. One-step processes. VII. Chemical reactions. VIII. The Fokker-Planck equation. IX. The Langevin approach. X. The expansion of the master equation. XI. The diffusion type. XII. First-passage problems. XIII. Unstable systems. XIV. Fluctuations in continuous systems. XV. The statistics of jump events. XVI. Stochastic differential equations. XVII. Stochastic behavior of quantum systems.read more
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The random walk's guide to anomalous diffusion: a fractional dynamics approach
Ralf Metzler,Joseph Klafter +1 more
TL;DR: Fractional kinetic equations of the diffusion, diffusion-advection, and Fokker-Planck type are presented as a useful approach for the description of transport dynamics in complex systems which are governed by anomalous diffusion and non-exponential relaxation patterns.
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Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications
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Stochastic thermodynamics, fluctuation theorems and molecular machines
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Modeling and simulation of genetic regulatory systems: a literature review.
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