Historical Background / 1: |
Robert Brown / 1.1: |
Between Brown and Einstein / 1.2: |
Albert Einstein / 1.3: |
Marian von Smoluchowski / 1.4: |
Molecular Reality / 1.5: |
The Scope of this Book / 1.6: |
Probability Theory / 2: |
Probability / 2.1: |
Conditional Probability and Independence / 2.2: |
Random Variables and Probability Distributions / 2.3: |
Expectations and Particular Distributions / 2.4: |
Characteristic Function; Sums of Random Variables / 2.5: |
Conclusion / 2.6: |
Stochastic Processes / 3: |
Distribution Functions / 3.1: |
Classification of Stochastic Processes / 3.3: |
The Fokker-Planck Equation / 3.4: |
Some Special Processes / 3.5: |
Calculus of Stochastic Processes / 3.6: |
Fourier Analysis of Random Processes / 3.7: |
White Noise / 3.8: |
Einstein-Smoluchowski Theory / 3.9: |
What is Brownian Motion? / 4.1: |
Smoluchowski's Theory / 4.2: |
Smoluchowski Theory Continued / 4.3: |
Einstein's Theory / 4.4: |
Diffusion Coefficient and Friction Constant / 4.5: |
The Langevin Theory / 4.6: |
Stochastic Differential Equations and Integrals / 5: |
The Langevin Equation Revisited / 5.1: |
Stochastic Differential Equations / 5.2: |
Which Rule Should Be Used? / 5.3: |
Some Examples / 5.4: |
Functional Integrals / 6: |
The Wiener Integral / 6.1: |
Wiener Measure / 6.3: |
The Feynman-Kac Formula / 6.4: |
Feynman Path Integrals / 6.5: |
Evaluation of Wiener Integrals / 6.6: |
Applications of Functional Integrals / 6.7: |
Some Important Special Cases / 7: |
Several Cases of Interest / 7.1: |
The Free Particle / 7.2: |
The Distribution of Displacements / 7.3: |
The Harmonically Bound Particle / 7.4: |
A Particle in a Constant Force Field / 7.5: |
The Uniaxial Rotor / 7.6: |
An Equation for the Distribution of Displacements / 7.7: |
Discussion / 7.8: |
The Smoluchowski Equation / 8: |
The Kramers-Klein Equation / 8.1: |
Elimination of Fast Variables / 8.2: |
The Smoluchowski Equation Continued / 8.4: |
Passage over Potential Barriers / 8.5: |
Concluding Remarks / 8.6: |
Random Walk / 9: |
The Random Walk / 9.1: |
The One-Dimensional Pearson Walk / 9.2: |
The Biased Random Walk / 9.3: |
The Persistent Walk / 9.4: |
Boundaries and First Passage Times / 9.5: |
Random Remarks on Random Walks / 9.6: |
Statistical Mechanics / 10: |
Molecular Distribution Functions / 10.1: |
The Liouville Equation / 10.2: |
Projection Operators--The Zwanzig Equation / 10.3: |
Projection Operators--The Mori Equation / 10.4: |
Stochastic Equations from a Statistical Mechanical Viewpoint / 10.5: |
The Langevin Equation A Heuristic View / 11.1: |
The Fokker-Planck Equation--A Heuristic View / 11.2: |
What is Wrong with these Derivations? / 11.3: |
Eliminating Fast Processes / 11.4: |
The Distribution Function / 11.5: |
Two Exactly Treatable Models / 11.6: |
Two Illustrative Examples / 12.1: |
Brownian Motion in a Dilute Gas / 12.2: |
The Particle Bound to a Lattice / 12.3: |
The One-Dimensional Case / 12.5: |
Brownian Motion and Noise / 12.6: |
Limits on Measurement / 13.1: |
Oscillations of a Fiber / 13.2: |
A Pneumatic Example / 13.3: |
Electrical Systems / 13.4: |
Diffusion Phenomena / 13.5: |
Brownian Motion in Configuration Space / 14.1: |
Diffusion Controlled Reactions / 14.2: |
The Effect of Forces / 14.3: |
The Coagulation of Colloids / 14.4: |
Taylor Diffusion / 14.5: |
Rotational Diffusion / 15: |
Fluorescence Depolarization / 15.1: |
Non-Spherical Brownian Particles / 15.3: |
Polymer Solutions / 15.4: |
A Model for Dilute Solutions of Polymers / 16.1: |
Hydrodynamic Interaction / 16.2: |
The Equation of Motion / 16.3: |
Diffusion and Intrinsic Viscosity / 16.4: |
Historical Remarks and Additional Reading / 16.5: |
Interacting Brownian Particles / 17: |
Effects of Concentration / 17.1: |
The Multiparticle Smoluchowski Equation / 17.2: |
The Diffusion Coefficient / 17.4: |
The Viscosity / 17.5: |
Dynamics, Fractals, and Chaos / 17.6: |
Brownian Dynamics / 18.1: |
Brownian Paths as Fractals / 18.2: |
Brownian Motion and Chaos / 18.3: |
The Applicability of Stokes' Law / 18.4: |
Functional Calculus / B: |
An Operator Identity / C: |
Euler Angles / D: |
The Oseen Tensor / E: |
Mutual Diffusion and Self-Diffusion / F: |
Mutual Diffusion / F.1: |
Self-Diffusion / F.2: |
Relation between D[subscript m] and D[subscript s] / F.3: |
References |
Index |
Historical Background / 1: |
Robert Brown / 1.1: |
Between Brown and Einstein / 1.2: |
Albert Einstein / 1.3: |
Marian von Smoluchowski / 1.4: |
Molecular Reality / 1.5: |