Probability theory, Kolmogorov equations

Not only is the master equation more convenient for mathematical operations than the original Chapman-Kolmogorov equation, it also has a more direct physical interpretation. The quantities W(y y ) At or Wnn> At are the probabilities for a transition during a short time At. They can therefore be computed, for a given system, by means of any available approximation method that is valid for short times. The best known one is time-dependent perturbation theory, leading to Fermi s Golden Rule f)... 

Chapter 4 is devoted to the description of stochastic mathematical modelling and the methods used to solve these models such as analytical, asymptotic or numerical methods. The evolution of processes is then analyzed by using different concepts, theories and methods. The concept of Markov chains or of complete connected chains, probability balance, the similarity between the Fokker-Plank-Kolmogorov equation and the property transport equation, and the stochastic differential equation systems are presented as the basic elements of stochastic process modelling. Mathematical models of the application of continuous and discrete polystochastic processes to chemical engineering processes are discussed. They include liquid and gas flow in a column with a mobile packed bed, mechanical stirring of a liquid in a tank, solid motion in a liquid fluidized bed, species movement and transfer in a porous media. Deep bed filtration and heat exchanger dynamics are also analyzed. 

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