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  • Search: person:"Gambár, Katalin"
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Chapman–Kolgomorov equation 1 Euler–Lagrange equation 1 Field theory of thermodynamics 1 Fokker–Planck equation 1 Hamilton formalism 1 Liouville equation 1 Markov process 1 Onsager's regression 1 Regression of fluctuations 1
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Article 3
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Gambár, Katalin 3 Márkus, Ferenc 3 Rı́o, J. Antonio del 1 Vázquez, Federico 1
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Physica A: Statistical Mechanics and its Applications 3
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RePEc 3
Showing 1 - 3 of 3
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Onsager's regression and the field theory of parabolic transport processes
Gambár, Katalin; Márkus, Ferenc - In: Physica A: Statistical Mechanics and its Applications 320 (2003) C, pp. 193-203
On the basis of a Hamiltonian and canonical formalism of simple parabolic transport processes the action for short time intervals can be calculated. In the knowledge of action, we can examine the stochastic behavior of these processes and we conclude that these are Markovian in the space of...
Persistent link: https://www.econbiz.de/10011059086
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Q-boson system below the critical temperature
Márkus, Ferenc; Gambár, Katalin - In: Physica A: Statistical Mechanics and its Applications 293 (2001) 3, pp. 533-539
In this paper, we apply the q-algebra for a weakly interacting boson system. We find a physical example, a possible meaning and form for the q parameter of the algebra and we show its connection to the Tsallis parameter. We examine the behavior of this deformed boson gas below the critical...
Persistent link: https://www.econbiz.de/10011057788
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Classical field theory and stochastic properties of hyperbolic equations of dissipative processes
Márkus, Ferenc; Gambár, Katalin; Vázquez, Federico; … - In: Physica A: Statistical Mechanics and its Applications 268 (1999) 3, pp. 482-498
The set of damped hyperbolic transport equations is one of the wide class of equations for the description of dissipative physical processes. Deeper understanding into the structure of these physical phenomena can be obtained with the help of the Hamiltonian formalism. In the present paper, we...
Persistent link: https://www.econbiz.de/10011061460
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