Download or read book Levy Flights and Related Topics in Physics written by Michael F. Shlesinger and published by . This book was released on 2014-01-15 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book L vy Flights and Related Topics in Physics written by Michael F. Shlesinger and published by Springer. This book was released on 1995-07-24 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: P. Lévy's work on random walks with infinite moments, developed more than half a century ago, has now been fully appreciated as a foundation of probabilistic aspects of fractals and chaos as well as scale-invariant processes. This is the first book for physicists devoted to Lévy processes. It includes thorough review articles on applications in fluid and gas dynamics, in dynamical systems including anomalous diffusion and in statistical mechanics. Various articles approach mathematical problems and finally the volume addresses problems in theoretical biology. The book is introduced by a personal recollection of P. Lévy written by B. Mandelbrot.
Download or read book Anomalous Transport written by Rainer Klages and published by John Wiley & Sons. This book was released on 2008-09-02 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: This multi-author reference work provides a unique introduction to the currently emerging, highly interdisciplinary field of those transport processes that cannot be described by using standard methods of statistical mechanics. It comprehensively summarizes topics ranging from mathematical foundations of anomalous dynamics to the most recent experiments in this field. In so doing, this monograph extracts and emphasizes common principles and methods from many different disciplines while providing up-to-date coverage of this new field of research, considering such diverse applications as plasma physics, glassy material, cell science, and socio-economic aspects. The book will be of interest to both theorists and experimentalists in nonlinear dynamics, statistical physics and stochastic processes. It also forms an ideal starting point for graduate students moving into this area. 18 chapters written by internationally recognized experts in this field provide in-depth introductions to fundamental aspects of anomalous transport.
Download or read book L vy Processes and Stochastic Calculus written by David Applebaum and published by Cambridge University Press. This book was released on 2004-07-05 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description
Download or read book An Introduction to Stochastic Dynamics written by Jinqiao Duan and published by Cambridge University Press. This book was released on 2015-04-13 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Download or read book L vy Processes written by Ole E Barndorff-Nielsen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
Download or read book The Application of Econophysics written by Hideki Takayasu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econophysics is a newborn field of science bridging economics and physics. A special feature of this new science is the data analysis of high-precision market data. In economics arbitrage opportunity is strictly denied; however, by observing high-precision data we can prove the existence of arbitrage opportunity. Also, financial technology neglects the possibility of market prediction; however, in this book you can find many examples of predicted events. There are other surprising findings. This volume is the proceedings of a workshop on "application of econophysics" at which leading international researchers discussed their most recent results.
Download or read book The Physics of Chaos in Hamiltonian Systems written by George M. Zaslavsky and published by Imperial College Press. This book was released on 2007 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to familiarize the reader with the essential properties of the chaotic dynamics of Hamiltonian systems by avoiding specialized mathematical tools, thus making it easily accessible to a broader audience of researchers and students. Unique material on the most intriguing and fascinating topics of unsolved and current problems in contemporary chaos theory is presented. The coverage includes: separatrix chaos; properties and a description of systems with non-ergodic dynamics; the distribution of Poincar(r) recurrences and their role in transport theory; dynamical models of the MaxwellOCOs Demon, the occurrence of persistent fluctuations, and a detailed discussion of their role in the problem underlying the foundation of statistical physics; the emergence of stochastic webs in phase space and their link to space tiling with periodic (crystal type) and aperiodic (quasi-crystal type) symmetries. This second edition expands on pseudochaotic dynamics with weak mixing and the new phenomenon of fractional kinetics, which is crucial to the transport properties of chaotic motion. The book is ideally suited to all those who are actively working on the problems of dynamical chaos as well as to those looking for new inspiration in this area. It introduces the physicist to the world of Hamiltonian chaos and the mathematician to actual physical problems.The material can also be used by graduate students."
Download or read book Physics Of Chaos In Hamiltonian Systems The 2nd Edition written by George Zaslavsky and published by World Scientific. This book was released on 2007-05-21 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to familiarize the reader with the essential properties of the chaotic dynamics of Hamiltonian systems by avoiding specialized mathematical tools, thus making it easily accessible to a broader audience of researchers and students. Unique material on the most intriguing and fascinating topics of unsolved and current problems in contemporary chaos theory is presented. The coverage includes: separatrix chaos; properties and a description of systems with non-ergodic dynamics; the distribution of Poincaré recurrences and their role in transport theory; dynamical models of the Maxwell's Demon, the occurrence of persistent fluctuations, and a detailed discussion of their role in the problem underlying the foundation of statistical physics; the emergence of stochastic webs in phase space and their link to space tiling with periodic (crystal type) and aperiodic (quasi-crystal type) symmetries.This second edition expands on pseudochaotic dynamics with weak mixing and the new phenomenon of fractional kinetics, which is crucial to the transport properties of chaotic motion.The book is ideally suited to all those who are actively working on the problems of dynamical chaos as well as to those looking for new inspiration in this area. It introduces the physicist to the world of Hamiltonian chaos and the mathematician to actual physical problems.The material can also be used by graduate students./a
Download or read book Processes with Long Range Correlations written by Govindan Rangarajan and published by Springer. This book was released on 2008-01-11 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Processes with long range correlations occur in a wide variety of fields ranging from physics and biology to economics and finance. This book, suitable for both graduate students and specialists, brings the reader up to date on this rapidly developing field. A distinguished group of experts have been brought together to provide a comprehensive and well-balanced account of basic notions and recent developments. The book is divided into two parts. The first part deals with theoretical developments in the area. The second part comprises chapters dealing primarily with three major areas of application: anomalous diffusion, economics and finance, and biology (especially neuroscience).
Download or read book Theory of Financial Risk and Derivative Pricing written by Jean-Philippe Bouchaud and published by Cambridge University Press. This book was released on 2003-12-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Download or read book An Unbounded Experience In Random Walks With Applications written by Michael F Shlesinger and published by World Scientific. This book was released on 2021-06-29 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises the author's account of the development of novel results in random walk theory and its applications during the fractal and chaos revolutions. The early history of probability is presented in an engaging manner, and peppered with pitfalls and paradoxes. Readers will find the introduction of Paul Lévy's work via Mandelbrot's Lévy flights which are featured uniquely as Weierstrass and Riemann random walks.Generalizations to coupled memories, internal states and fractal time are introduced at the level for graduate students. Mathematical developments are explained including Green's functions, inverse Mellin transforms, Jacobians, and matrix methods. Applications are made to anomalous diffusion and conductivity in amorphous semiconductors and supercooled liquids. The glass transition is discussed especially for pressure effects.All along the way, personal stories are recounted and special appreciations are made to Elliott Montroll and Harvey Scher for their ever-expanding influence on the field of non-equilibrium anomalous processes that now are found in topics including disordered materials, water table processes, animal foraging, blinking quantum dots, rotating flows, optical lattices, dynamical strange attractors and strange kinetics.
Download or read book Chaos Kinetics and Nonlinear Dynamics in Fluids and Plasmas written by Sadruddin Benkadda and published by Springer Science & Business Media. This book was released on 1998-07-16 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last few years it has become apparent that fluid turbulence shares many common features with plasma turbulence, such as coherent structures and self-organization phenomena, passive scalar transport and anomalous diffusion. This book gathers very high level, current papers on these subjects. It is intended for scientists and researchers, lecturers and graduate students because of the review style of the papers.
Download or read book Developments in Mathematical and Experimental Physics written by Alfredo Macias and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: The FIRST MEXICAN MEETING ON MATHEMATICAL AND EXPERI MENTAL PHYSICS was held at EL COLEGIO NACIONAL in Mexico City, Mexico, from September 10 to 14, 2001. This event consisted of the LEOPOLDO GARciA-COLIN SCHERER Medal Lecture, delivered by Prof. Nicholas G. van Kampen, a series of plenary talks by Leopoldo Garcia CoHn, GUnter Nimtz, Luis F. Rodriguez, Ruoon Barrera, and Donald Saari, and of three parallel symposia, namely, Cosmology and Gravita tion, Statistical Physics and Beyond, and Hydrodynamics and Dynam ical Systems. The response from the Physics community was enthusi astic, with over 200 participants and around 80 speakers, from all over the world: USA, Canada, Mexico, Germany, France, Holland, United Kingdom, Switzerland, Spain, and Hungary. The main aim of the conference is to provide a scenario to Mexican researchers on the topics of Mathematical and Experimental Physics in order to keep them in contact with work going on in other parts of the world and at the same time to motivate and support the young and mid career researchers from our country. To achieve this goal, we decided to invite as lecturers the most distinguished experts in the subjects of the conference and to give the opportunity to young scientist to communi cate the results of their work. The plan is to celebrate this international endeavor every three years.
Download or read book Statistical Thermodynamics And Stochastic Theory Of Nonequilibrium Systems written by Ebeling Werner and published by World Scientific Publishing Company. This book was released on 2005-09-23 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles.
Download or read book Emergent Nature Patterns Growth And Scaling In The Sciences written by Miroslav M Novak and published by World Scientific. This book was released on 2002-02-04 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, based on presentations made at the international conference Fractals 2002, is of interest to everyone in the general field of nonlinear dynamics. The abundance of papers from numerous disciplines makes it exciting reading and provides a unifying thread through the topics, such as ray tracing, structure of peptides, modeling fractal surfaces, cancer growth, macaque monkey cortical neurons, occurrence of earthquakes, and patterns of the World Wide Web.
Download or read book Forces Growth and Form in Soft Condensed Matter At the Interface Between Physics and Biology written by Arne Skjeltorp and published by Springer Science & Business Media. This book was released on 2004-08-24 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book reviews the current experimental and theoretical knowledge of the synergism between modern physics, soft condensed matter and biology, presenting a thorough discussion of the relative role of the various fundamental interactions in such systems: electrostatic, hydrophobic, steric, conformational, van der Waals, etc. These competing interactions influence the form and topology of soft and biological matter, like polymers and proteins, leading to hierarchical structures in self-assembling systems and folding patterns sometimes described in terms of chirality, braids and knots. Finally, the competing interactions influence various bioprocesses like genetic regulation and biological evolution taking place in systems like biopolymers, macromolecules and cell membranes. The authors include theoretical physicists, soft condensed matter experimentalists, biological physicists, and molecular biologists - all leaders in their respective fields. Aside from the need to gain new, fundamental insights, the subject area is also of great importance for many applications, in that self-assembly and hierarchical assembly are important features to achieve functionality on multiple length scales. Applications range from the nanoscopic (e.g., biomolecular material and copolymeric mesophases) to the microscopic (all organic microelectronics) to the macroscopic (high-performance structural composites).
