Brownian motion - the incessant motion of small particles suspended in a fluid - is an important topic in statistical physics and physical chemistry. This book studies its origin in molecular scale fluctuations, its description in terms of random process theory and also in terms of statistical mechanics. A number of new applications of these descriptions to physical and chemical processes, as well as statistical mechanical derivations and the mathematical background are discussed in detail. Graduate students, lecturers, and researchers in statistical physics and physical chemistry will find this an interesting and useful reference work.
1. Historical Background 2. Probability Theory 3. Stochastic Processes 4. Einstein-Smoluchowski Theory 5. Stochastic Differential Equations and Integrals 6. Functional Integrals 7. Some Important Special Cases 8. The Smoluchowski Equation 9. Random Walk 10. Statistical Mechanics 11. Stochastic Equations from a Statistical Mechanical Viewpoint 12. Two Exactly Treatable Models 13. Brownian Motion and Noise 14. Diffusion Phenomena 15. Rotational Diffusion 16. Polymer Solutions 17. Interacting Brownian Particles 18. Dynamics, Fractals, and Chaos A. The Applicability of Stokes' Law B. Functional Calculus C. An Operator Identity D. Euler Angles E. The Oseen Tensor F. Mutual Diffusion and Self-Diffusion References Index