Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition by Ryogo Kubo (PDF)

Description

Statistical Physics II introduces nonequilibrium theories of statistical mechanics from the viewpoint of the fluctuation-disipation theorem. Emphasis is placed on the relaxation from nonequilibrium to equilibrium states, the response of a system to an external disturbance, and general problems involved in deriving a macroscopic physical process from more basic underlying processes. Fundamental concepts and methods are stressed, rather than the numerous individual applications.

User’s Reviews

Editorial Reviews: From the Back Cover Statistical Physics II introduces nonequilibrium theories of statistical mechanics from the viewpoint of the fluctuation-dissipation theorem. Emphasis is placed on relaxation from nonequilibrium to equilibrium states, the response of a system to an external disturbance, and general problems involved in deriving a macroscopic physical process from more basic underlying processes. Fundamental concepts and methods are stressed, rather than the numerous individual applications.

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐excellent book … a classic

⭐This text provides a good, readable introduction to Markov processes, including Fokker-Planck equations, from the standpoint of typical physical examples. A weakness is that (by only mentioning and not developing Ito calculus) the book does not make it clear to the reader that most stochastic processes are nonstationary. This is important: today, we are interested in far from equilibrium dynamics, much less so in dynamics near equilibrium where the fluctuation-dissipation theorem holds. On the other hand, the standard financial math texts (Baxter and Rennie, Steele, …) do us no service in this direction either. The book goes beyond the older reference by Wax, which is still a very good introduction to Markov processes. In any case, no existing reference treats the general case of a space-time-dependent diffusion coefficient adequately, the case of most interest for the dynamics of financial markets. Now for details of the weak spots.There are two mistakes on pages 65-68. The discussion is based on the sde dx=-R(x)dt+D(x,t)^1/2dB(t) where B(t) is a Wiener process. First, it is claimed that the random force D(x,t)^1/2dB is Gaussian with a white spectrum. In general, the random force is not even stationary unless D is independent of x. The unstated assumption is that the random force is always stationary, so that with R(x)<0 there is an approach to equilibrium. When the diffusion coefficient depends on x (or more generally on (x,t)) then there is no approach to equilibrium for the case of unbounded x even with R<0, as the lognormal model of standard finance theory so vividly shows. Second, even if an equilibrium solution of the corresponding Fokker-Planck equation 'exists', it cannot be reached dynamically when the force is nonstationary. Again, the lognormal model illustrates this point. Arguments (typical in economics) that an equilibrium solution 'exists' are meaningless are useless if the dynamics can't approach that solution. ⭐Not found. ⭐Not found.

Keywords

Free Download Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition in PDF format
Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition PDF Free Download
Download Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition 1991 PDF Free
Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition 1991 PDF Free Download
Download Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition PDF
Free Download Ebook Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer Series in Solid-State Sciences, 31) 2nd Edition