Abstract

Historical Background and Introductory Concepts Methods for Solving Langevin and Fokker-Planck Equations Matrix Continued Fractions Escape Rate Theory Linear and Nonlinear Response Theory Brownian Motion of a Free Particle and a Harmonic Oscillator Rotational Brownian Motion about a Fixed Axis in a Periodic Potential Brownian Motion in a Tilted Periodic Potential: Application to the Josephson Tunnelling Junction and Ring Lasers Brownian Motion in a Double-Well Potential Isotropic and Anisotropic Rotational Brownian Motion in Space in the Presence of an External Potential with Applications to Dielectric and Kerr Effect Relaxation in Fluids and Liquid Crystals Brownian Motion of Classical Spins with Applications to Superparamagnetism Magnetic Stochastic Resonance Dynamic Hysteresis Switching Field Surfaces Inertial Langevin Equations with Applications to Orientational Relaxation in Liquids Itinerant Oscillator Model Anomalous Diffusion Continuous Time Random Walks Methods for the Solution of Fractional Fokker-Planck Equations.

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