Book Description
This is an introduction to statistical mechanics, intended to be used either in an undergraduate physical chemistry course or by beginning graduate students with little undergraduate background in the subject. It assumes familiarity with thermodynamics, chemical kinetics, the kinetic theory of gases, quantum mechanics and spectroscopy, at the level at which these subjects are normally treated in undergraduate physical chemistry. Highly illustrated with numerous exercises and worked solutions, it provides a concise, up-to-date treatise of statistical mechanics and is ideally suited to use in one semester courses.
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Statistical mechanics is the theoretical apparatus used to study the properties of macroscopic systems - systems made up of many atoms or molecules - and relates those properties to the system's microscopic constitution. This book is an introduction to statistical mechanics, intended to be used either by advanced undergraduates or by beginning graduate students. The first chapter deals with statistical thermodynamics and aims to quickly derive the most commonly used formulas in the subject. The remainder of the book then illustrates the application of these formulas in traditional areas such as the ideal gas and less traditional areas such as the quantum ideal gas. Highly illustrated with numerous exercises and worked solutions, it provides a concise, up-to-date treatise of statistical mechanics ideal for use on an 8-12 lecture course.
Customer Reviews:
Excellent Introduction.......2006-09-01
While looking for a suitable textbook for a one-semester course on Statistical Mechanics, I found this little gem by Prof. Widom, a recognized authority in the field. It was a pleasure to read, clear, all the classical topics well explained, very understandable.
Several excellent textbook on the subject are available, but none conveys so much in so little space (THE SPACE you have available in an undergraduate lecture course), yet with no compromise on rigour or clarity. At the beginning, I was a little uneasy by the choice of skipping a discussion of the (difficult) foundations, jumping directly to the Boltzmann distribution as a starting point. Now I totally agree with it, it is the best for a first introduction, and if time is left (rarely) one can profitably add a discussion on fundations at the end of the course.
Book Description
Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling, permit an understanding of the global behavior of economic systems without first having to work out a detailed microscopic description of the system. This pioneering text explores the use of these concepts in the description of financial systems, the dynamic new specialty of econophysics. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully-developed turbulent fluids and apply them to financial time series. They also present a new stochastic model that displays several of the statistical properties observed in empirical data. Physicists will find the application of statistical physics concepts to economic systems fascinating. Economists and other financial professionals will benefit from the book's empirical analysis methods and well-formulated theoretical tools that will allow them to describe systems composed of a huge number of interacting subsystems.
Customer Reviews:
Excellent Introduction.......2004-12-01
This book is an excellent introduction to financial analitics for Physicists and also for others. Though a little out dated, but what can you expect from such a fast changing subject?
This is not the first book I have read in this subject, but it is my favorite right now. I could have saved myself a lot of trouble if this would have been the first.
Nevertheless, it should be considered as an intial reference point and not as to expect it to contain all the details. After all it only has 148 pages.
target audience not defined.......2003-09-22
I find the book rather poorly written in the aspect of providing links between statistical physics and its application in economics. As a physicist with a background in stochastic processes, I was looking for an introduction to their applications to economic analysis, complete with examples and discussion of the methods' limitations. The book was somewhat disappointing in this respect. Quite often, in many chapters, the necessary math is explained, then some aspects of how it is manefest in economical data are presented and then the chapter ends, leaving the reader wonder what the specific cases may be and if it is practical to use those methods at all. Above all, there is very little discussion as to what the results actually mean, in economical terms.
I believe the book may be helpful for reseachers active in this field but I would not recommend it as a first introduction to econophysics. For economists, the math may be rather difficult to go through as some of the fundamental concepts are not defined consistently. For physicists with no previous exposure to econophysics, I would prefer to see more economics.
Not bad, considering..........2002-08-13
The book is not bad considering the total lack of existence of intelligible literature in this supposedly vast field.
The content is really a collection of quickie crib-sheets on a sundry of topics with nominally common theme: Finance.
A lot of the actually useful stuff is the author's previously published papers on price-return distributions.
Aside from his own previously published work, he has a good tutorial on the GARCH scheme though with precious little follow up reading resources for delving in deeper (or even sideways).
This book is priced far too high given its content and depth.
Look for a used copy, and do not count on the author to answer questions by email.
First in the new field.......2002-06-05
I found several parts of this book useful while preparing lectures for an introductory econophysics course in Fall, 2001. The discussions of convolutions of distributions, Levy distributions and scaling are well-written and easy to follow. In the brief discussion of the St. Petersburg Paradox I missed a critical discussion of expected utility, which was invented by Bernoullli to 'resolve' that paradox. Spurred by von Neumann and Morgenstern, neo-classical economics relies on the idea of expected utility, which seems empirically to be wrong. The chapter on time correlations is also very readable (although Wiener processes are not 1/f^2 noise!). ARCH and GARCH methods are discussed, saving the student from the pain of reading badly-written papers by mathematically-minded economists, but the chapters on options are too brief with nothing new. The best introduction to options is still the original Black-Scholes paper (excepting their erroneous claim that CAPM and the delta-hedge strategy produce option pricing pdes that agree with each other). Also, it would have been nice to have seen a discussion of CAPM. The discussion of algorithmic complexity left me cold (see my earlier books and papers on nonlinear dynamics), and I would like to have seen a critical discussion of the EMH. These criticisms are ok, though, the gaps leave something for the rest of us to work on.
Physicists Land On Planet Economics.......2001-06-11
SINCE the last decade, physicists have been trying to cope with the issues traditionally approached by economics using their own tools and methodologies. This research has been dubbed 'econophysics'. One reason why this incursion should be welcomed is the failure of mainstream economics to recognise financial systems as complex systems. Take mainstream international finance, for instance. In the most respectable workhorse model--so-called 'new open economy macroeconomics model'--foreign exchange rates always reach some sort of stable equilibrium. To put it bluntly, this means that currencies do not exhibit complex behaviour.
However, financial markets do demonstrate several of the properties that characterise complex systems. What is more, they are highly complex, open systems in which many subunits interact nonlinearly in the presence of feedback and stable governing rules. Earlier attempts to find chaos in financial data, for instance, have been disappointing exactly because the phenomenon is likely to emerge in systems which are only moderately complex. Although it cannot be ruled out that financial markets follow chaotic dynamics, econophysics assumes that asset price dynamics are stochastic processes.
A fundamental commitment of the mainline model of international finance is to theory itself, and not to data. Modelling is devoted to equipping the discipline with an underlying rational behaviour at the individual level. Yet this is at odds with the fact that financial markets are prone to collective 'irrational exuberance'. Instead, econophysics attemps to build up stochastic models that encompass essential features observed in the financial data. Now that the time evolution of many financial markets is continually monitored, it is possible to test the accuracy and predictive power of the developed models using available data. One common objection to such a practice is that it is impossible to perform large-scale experiments in economics that could falsify any given theory. The authors note that this limitation is not specific to economics, but also affects such well developed areas of physics as astrophysics, atmospheric physics, and geophysics. By analogy with the activity in these more established areas, we are able to test and falsify any theories associated with the current available sets of financial data.
Complex systems can sometimes behave in remarkable simple ways. These are reflected in power law distributions and scaling. The authors illustrate these concepts and others, and apply them to the financial time series. The book is thus useful not only for physicists but also for economists and people in the financial world. Some familiarity with probability theory or statistical physics is required, though. Economists dissatisfied with the mainline approach of their discipline will find the book opportune. The others might end up welcoming econophysics as well. After all, economists implicitly see physics as nature's economics. What is then wrong with physicists thinking of economics as social physics?
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Introduction to the Replica Theory of Disordered Statistical Systems (Collection Alea-Saclay: Monographs and Texts in Statistical Physics)
Viktor Dotsenko
Manufacturer: Cambridge University Press
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ASIN: 0521773407 |
Book Description
This text describes the statistical mechanics of classical spin systems with quenched disorder. The first part covers the physics of spin-glass states using results obtained within the framework of the mean field theory of spin glasses. The second part is devoted to the theory of critical phenomena in the presence of weak quenched disorder. This includes a systematic derivation of the traditional renormalization group theory. In the third part Dotsenko describes other types of disordered systems, relating them to new results at the frontiers of modern research. The book is suitable for graduate students and researchers in the field of statistical mechanics of disordered systems.
Product Description
The physics of glassy materials and disordered solids presents students with an area of study much more challenging than the physics of crystalline solids. Written by two recognized experts in the field, this highly readable book tackles the subject with the student firmly in mind, beginning with a pedagogical introduction to important concepts such as percolation, fractals, spin glasses, and glasses. Making use of these concepts, the authors show that such systems share many common aspects that can be described within the framework of statistical mechanics. The book is also an essential standard text for researchers on amorphous materials, equally accessible for theorists and experimentalists.
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An Introduction to Chaos in Nonequilibrium Statistical Mechanics
J. R. Dorfman , and
Robert Dorfman
Manufacturer: Cambridge University Press
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Chaos, Scattering and Statistical Mechanics (Cambridge Nonlinear Science Series)
ASIN: 0521655897 |
Book Description
This book provides an introduction to nonequilibrium statistical mechanics applied to ideas in chaotic dynamics. The author illustrates how techniques in statistical mechanics can be used to calculate quantities that are essential to understanding the chaotic behavior of fluid systems. Beginning with important background information, the volume goes on to introduce basic concepts of dynamical systems theory through simple examples before explaining advanced topics such as SRB and Gibbs measures. It will be of great interest to graduate students and researchers in condensed matter physics, nonlinear science, theoretical physics, mathematics, and theoretical chemistry.
Book Description
This concise introduction to the key concepts and tools of modern statistical mechanics is self-contained. Combining analytical and numerical techniques, it also covers advanced topics such as non-relativistic quantum field theory. After introducing classical analytical techniques, the authors present important numerical methods and a diverse range of applications. Quantum statistical mechanics is then analyzed and applied to topics in astrophysics and cosmology. Combining the authors' many years' experience of teaching courses in this area, this textbook is ideal for advanced students in physics, chemistry and mathematics.
Product Description
This book provides a rapid overview of the basic methods and concepts in mechanics for beginning Ph.D. students and advanced undergraduates in applied mathematics or related fields. It is based on a graduate course given in 2006-07 at the Courant Institute of Mathematical Sciences. Among other topics, the book introduces Newton's law, action principles, Hamilton-Jacobi theory, geometric wave theory, analytical and numerical statistical mechanics, discrete and continuous quantum mechanics, and quantum path-integral methods. The focus is on fundamental mathematical methods that provide connections between seemingly unrelated subjects. An example is Hamilton-Jacobi theory, which appears in the calculus of variations, in Fermat's principle of classical mechanics, and in the geometric theory of dispersive wavetrains. The material is developed in a sequence of simple examples and the book can be used in a one-semester class on classical, statistical, and quantum mechanics. Some familiarity with differential equations is required but otherwise the book is self-contained. In particular, no previous knowledge of physics is assumed. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
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- Concise theory, straight to examples and applications
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Introduction to Statistical Physics
Silvio Salinas
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover
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ASIN: 0387951199 |
Book Description
Intended for beginning graduate students or advanced undergraduates, this text covers the statistical basis of thermodynamics, including examples from solid-state physics. It also treats some topics of more recent interest such as phase transitions and non-equilibrium phenomena. The presentation introducesmodern concepts, such as the thermodynamic limit and equivalence of Gibbs ensembles, and uses simple models (ideal gas, Einstein solid, simple paramagnet) and many examples to make the mathematical ideas clear. Frequently used mathematical methods are discussed in detail and reviews in an appendix. The book begins with a review of statistical methods and classical thermodynamics, making it suitable for students from a variety of backgrounds. Statistical mechanics is formulated in the microcanonical ensemble; some simple arguments and many examples are used to construct th canonical and grand-canonical ensembles. The discussion of quantum statistical mechanics includes Bose and Fermi ideal gases, the Bose-Einstein condensation, blackbody radiation, phonons and magnons. The van der Waals and Curoe-Weiss phenomenological models are used to illustrate the classical theories of phase transitions and critical phenomena; modern developments are intorducted with discussions of the Ising model, scaling theory, and renormalization-group ideas. The book concludes withy two chapters on nonequilibrium phenomena: one using Boltzmann's kinetic approach, and the other based on stochastic methods. Exercises at the end of each chapter are an integral part of the course, clarifying and extending topics discussed in the text. Hints and solutions can be found on the author's web site.
Customer Reviews:
Concise theory, straight to examples and applications.......2002-04-24
This was my undergraduate textbook at Univ. Fed. do Ceara,
Brazil, though the version used was the portuguese one by a
different publisher (I have compared both and they seem to
be pretty much the same). Salinas is an influential and
respected professional at Univ. Sao Paulo and is currently
one of the leading physicits in Brazil. His book was heavily
influenced by classic treatments such as Reif, Callen and Huang,
as he himself recognizes. However, apart from dedicating
six chapters on modern topics ranging from phonons and magnons
to nonequilibrium methods, its clear-cut structure, conciseness
and selected examples makes it unique and I strongly recommend
it to any serious undergraduate or graduate course. It should be
noted that it has a very pragmatic perspective, adopting usually
very simple and economic derivations before going straight to
examples and applications. For those that prefer a more
discursive approach I would advise to have Reif's book nearby
in order to clarify some passages. Another important feature I
found in this book was the well balanced selection of exercices,
allowing one to solve all of them on the basis of the theories
presented alone. In summary, I think it was a gift from Springer
to us in publishing Salina's original text and only hope other
colleagues can appreciate it.
Average customer rating:
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Statistical Physics of Spin Glasses and Information Processing: An Introduction (International Series of Monographs on Physics, No 111)
Hidetoshi Nishimori
Manufacturer: Oxford University Press, USA
ProductGroup: Book
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ASIN: 0198509413 |
Book Description
Spin glasses are magnetic materials. Statistical mechanics, a subfield of physics, has been a powerful tool to theoretically analyse various unique properties of spin glasses. A number of new analytical techniques have been developed to establish a theory of spin glasses. Surprisingly, these techniques have turned out to offer new tools and viewpoints for the understanding of information processing problems, including neural networks, error-correcting codes, image restoration, and optimization problems. This book is one of the first publications of the past ten years that provide a broad overview of this interdisciplinary field. Most of the book is written in a self-contained manner, assuming only a general knowledge of statistical mechanics and basic probability theory. It provides the reader with a sound introduction to the field and to the analytical techniques necessary to follow its most recent developments.
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Mathematica as a Tool: An Introduction with Practical Examples
Stephan Kaufmann
Manufacturer: Birkhäuser Basel
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Binding: Paperback
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ASIN: 3764350318 |
Book Description
The software program Mathematica combines symbolic and numerical calculations, plots, graphics programming, list calculations and structured documentation into a unified, interactive environment. It is therefore an ideal tool for engineers, scientists and applied mathematicians. This book gives an introduction into the program and shows with practical examples how even more complex problems can be solved with just a few commands. The first part gives an overview of the main commands of Mathematica. It is followed by a study of the detailed syntax and the evaluation process. This knowledge is the basis for programming in Mathematica, which constitutes the third part of the book.
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