This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.

This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomena both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of physics and chemistry and for those interested in stochastic dynamics. It provides, by means of examples and problems, a comprehensive and detailed explanation of the theory and its applications.

The problem of deriving irreversible thermodynamics from the re versible microscopic dynamics has been on the agenda of theoreti cal physics for a century and has produced more papers than can be digested by any single scientist. Why add to this too long list with yet another work? The goal is definitely not to give a gen eral review of previous work in this field. My ambition is rather to present an approach differing in some key aspects from the stan dard treatments, and to develop it as far as possible using rather simple mathematical tools (mainly inequalities of various kinds). However, in the course of this work I have used a large number of results and ideas from the existing literature, and the reference list contains contributions from many different lines of research. As a consequence the reader may find the arguments a bit difficult to follow without some previous exposure to this set of problems.

The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.

Leading research, perspectives, and analysis of dynamical systems and irreversibility Edited by Nobel Prize winner Ilya Prigogine and renowned authority Stuart A. Rice, the Advances in Chemical Physics series provides a forum for critical, authoritative evaluations in every area of the discipline. In a format that encourages the expression of individual points of view, experts in the field present comprehensive analyses of subjects of interest. Volume 122 collects papers from the XXI Solvay Conference on Physics, dedicated to the exploration of "Dynamical Systems and Irreversibility." Ioannis Antoniou, Deputy Director of the International Solvay Institutes for Physics and Chemistry, edits and assembles this cutting-edge research, including articles such as "Non-Markovian Effects in the Standard Map," "Harmonic Analysis of Unstable Systems," "Age and Age Fluctuations in an Unstable Quantum System," and discussion of many more subjects. Advances in Chemical Physics remains the premier venue for presentations of new findings in its field.

The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics. The book systematizes rigorous results obtained in this field in recent years, and it presents contemporary methods for the investigation of evolution equations of infinite-particle systems. The book is intended for experts in statistical physics, mathematical physics, and probability theory and for students of universities specialized in mathematics and physics.