Simple Brownian diffusion : an introduction to the standard theoretical models
 Responsibility
 Daniel T. Gillespie & Effrosyni Seitaridou.
 Edition
 First edition.
 Oxford ; New York : Oxford University Press, 2013.
 Copyright notice
 ©2013
 Physical description
 xiv, 273 pages : illustrations ; 25 cm
Access
Available online
Science Library (Li and Ma)
Stacks
Call number  Status 

QA274.75 .G55 2013  Unknown 
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Creators/Contributors
 Author/Creator
 Gillespie, Daniel T., author.
 Contributor
 Seitaridou, Effrosyni, author.
Contents/Summary
 Bibliography
 Includes bibliographical references and index.
 Contents

 1. The Fickian theory of diffusion  2. A review of random variable theory  3. Einstein's theory of diffusion  4. Implications and limitations of the Einstein theory of diffusion  5. The discretestochastic approach  6. Master equations and simulation algorithms for the discretestochastic approach  7. Continuous Markov process theory  8. Langevin's theory of diffusion  9. Implications of Langevin's theory  10. Diffusion in an external force field  11. The firstpassage time approach.
 (source: Nielsen Book Data)9780199664504 20160610
 Publisher's Summary
 Brownian diffusion is the motion of one or more solute molecules in a sea of very many, much smaller solvent molecules. Its importance today owes mainly to cellular chemistry, since Brownian diffusion is one of the ways in which key reactant molecules move about inside a living cell. This book focuses on the four simplest models of Brownian diffusion: the classical Fickian model, the Einstein model, the discretestochastic (celljumping) model, and the Langevin model. The authors carefully develop the theories underlying these models, assess their relative advantages, and clarify their conditions of applicability. Special attention is given to the stochastic simulation of diffusion, and to showing how simulation can complement theory and experiment. Two selfcontained tutorial chapters, one on the mathematics of random variables and the other on the mathematics of continuous Markov processes (stochastic differential equations), make the book accessible to researchers from a broad spectrum of technical backgrounds.
(source: Nielsen Book Data)9780199664504 20160610
Subjects
Bibliographic information
 Publication date
 2013
 Copyright date
 2013
 ISBN
 9780199664504 (hbk.)
 0199664501 (hbk.)