Download or read book Stochastic Calculus and Differential Equations for Physics and Finance written by Joseph L. McCauley and published by Cambridge University Press. This book was released on 2013-02-21 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Download or read book From Markov Chains To Non equilibrium Particle Systems 2nd Edition written by Mu-fa Chen and published by World Scientific. This book was released on 2004-03-23 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.
Download or read book Mathematical Models of Chemical Reactions written by Péter Érdi and published by Manchester University Press. This book was released on 1989 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability and Phase Transition written by G.R. Grimmett and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.
Download or read book Nonlinear Phenomena in Chemical Dynamics written by C. Vidal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: An international conference. titled Nonlinear Phenomena in Chemical Dynamics was held in Bordeaux on September 7-11, 1981. The present volume contains the text of lectures and abstracts of posters presented during the meeting. This conference is part of a series of scientific multidisciplinary meetings in which chemistry is involved at various levels. Amongst the most recent ones let us mention Aachen 1979, Bielefeld 1979, New York 1979, Elmau 1981. In addition, this meeting is a direct extension of the first one that took place in Bordeaux in 1978 on the topic "Far from equilibrium: instabilities and structures," at the conclusions of which we could write (cf. Far fram Equilibrium, Springer Series in Synergetics, Vol. 3): "The three key words, far fram equilibriUm, instabilities and structuPes, best illustrate the new concepts which emerge from the description of the dynamics of various systems relevant to many different research areas. " The present proceedings show how much these remarks have remained true, even though substantial progress has been achieved during the three last years. To get a ,deeper experimental knowledge of open reacting systems, to model and simulate reaction-diffusion systems, to develop the mathematical theory of dynamical sys tems, these are the main direction~ in current investigations.
Download or read book Fractional Diffusion and Wave Equations written by Yong Zhou and published by Springer Nature. This book was released on with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Physics of Stochastic Processes written by Reinhard Mahnke and published by John Wiley & Sons. This book was released on 2009-08-04 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations. In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels. Solutions manual available for lecturers on www.wiley-vch.de
Download or read book Noise Induced Transitions written by W. Horsthemke and published by Springer Science & Business Media. This book was released on 2006-09-12 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of phase transitions is among the most fascinating fields in physics. Originally limited to transition phenomena in equilibrium systems, this field has outgrown its classical confines during the last two decades. The behavior of far from equilibrium systems has received more and more attention and has been an extremely active and productive subject of research for physicists, chemists and biologists. Their studies have brought about a more unified vision of the laws which govern self-organization processes of physico-chemical and biological sys tems. A major achievement has been the extension of the notion of phase transi tion to instabilities which occur only in open nonlinear systems. The notion of phase transition has been proven fruitful in apphcation to nonequilibrium ins- bihties known for about eight decades, like certain hydrodynamic instabilities, as well as in the case of the more recently discovered instabilities in quantum optical systems such as the laser, in chemical systems such as the Belousov-Zhabotinskii reaction and in biological systems. Even outside the realm of natural sciences, this notion is now used in economics and sociology. In this monograph we show that the notion of phase transition can be extend ed even further. It apphes also to a new class of transition phenomena which occur only in nonequilibrium systems subjected to a randomly fluctuating en vironment.
Download or read book Advances in Applied Analysis written by Sergei V. Rogosin and published by Springer Science & Business Media. This book was released on 2012-08-21 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains survey papers based on the lectures presented at the 3rd International Winter School “Modern Problems of Mathematics and Mechanics” held in January 2010 at the Belarusian State University, Minsk. These lectures are devoted to different problems of modern analysis and its applications. An extended presentation of modern problems of applied analysis will enable the reader to get familiar with new approaches of mostly interdisciplinary character. The results discussed are application oriented and present new insight into applied problems of growing importance such as applications to composite materials, anomalous diffusion, and fluid dynamics.
Download or read book Physics Briefs written by and published by . This book was released on 1993 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Modern Aspects of Diffusion Controlled Reactions written by E. Kotomin and published by Elsevier. This book was released on 1996-10-24 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with the effects of reactant spatial correlations arising in the course of basic bimolecular reactions describing defect recombination, energy transfer and exciton annihilation in condensed matter. These effects lead to the kinetics considered abnormal from the standard chemical kinetics point of view. Numerous bimolecular reaction regimes and conditions are analysed in detail. Special attention is paid to the development and numerous applications of a novel, many-point density (MPD) formalism, which is based on Kirkwood's superposition approximation used for decoupling three-particle correlation functions.The book demonstrates that incorporation of the reaction-induced spatial correlations of similar reactants (e.g., vacancy-vacancy) leads to the development of an essentially non-Poisson spectrum of reactant density fluctuations. This can completely change the kinetics at longer times since it no longer obeys the law of mass action. The language of the correlation lengths and critical exponents similar to physics of critical phenomena is used instead. A relation between MPD theory and synergistics is discussed. The validity of the theorem giving a critical complexity for the two-step reactions exhibiting self-organization phenomena is questioned. Theoretical results are illustrated by numerous experimental data.
Download or read book Lectures on Probability Theory and Statistics written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2005-11-03 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains two of the three lectures that were given at the 33rd Probability Summer School in Saint-Flour (July 6-23, 2003). Amir Dembo’s course is devoted to recent studies of the fractal nature of random sets, focusing on some fine properties of the sample path of random walk and Brownian motion. In particular, the cover time for Markov chains, the dimension of discrete limsup random fractals, the multi-scale truncated second moment and the Ciesielski-Taylor identities are explored. Tadahisa Funaki’s course reviews recent developments of the mathematical theory on stochastic interface models, mostly on the so-called \nabla \varphi interface model. The results are formulated as classical limit theorems in probability theory, and the text serves with good applications of basic probability techniques.
Download or read book Fourth Granada Lectures in Computational Physics written by Pedro L. Garrido and published by Springer. This book was released on 2013-12-20 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: The methods developed to deal with the computational aspects of physi cal problems are useful in an increasing number of situations, from chem istry, biology and geology to engineering, communications and economics. In fact, computational physics has evolved into a trans-disciplinary field now concerned with the creative use of computers in scientific research. More over, computational methods often help students to develop a deeper under standing of key concepts, and enhance their problem-solving abilities. There fore, computational physics is recognized as having an important educational value, and educators face the task of outlining appropriate curricula to take advantage of these unique features. This is an important motivation for the publication of the contents of the Seminar on Computational Physics which is held in Granada every two years. The seminar aims at bringing together small groups of students and active researchers on different aspects of computational physics. It is part of the doctoral programme of the University of Granada. The proceedings of the previous editions were published as II Granada Lectures in Computational Physics (World Scientific, Singapore 1993) and Third Granada Lectures in Computational Physics (Lecture Notes in Physics, vol. 448, Springer, Berlin 1995) by the same editors. The present book contains the invited lecture notes and a very brief account of contributions by participants at the 4th Granada Seminar on Computational Physics (Granada, Spain, 9-14 September 1996).
Download or read book Anomalous Transport Applications Mathematical Perspectives and Big Data written by Ralf Metzler and published by Frontiers Media SA. This book was released on 2021-01-08 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Random Walks Critical Phenomena and Triviality in Quantum Field Theory written by Roberto Fernandez and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simple random walks - or equivalently, sums of independent random vari ables - have long been a standard topic of probability theory and mathemat ical physics. In the 1950s, non-Markovian random-walk models, such as the self-avoiding walk,were introduced into theoretical polymer physics, and gradu ally came to serve as a paradigm for the general theory of critical phenomena. In the past decade, random-walk expansions have evolved into an important tool for the rigorous analysis of critical phenomena in classical spin systems and of the continuum limit in quantum field theory. Among the results obtained by random-walk methods are the proof of triviality of the cp4 quantum field theo ryin space-time dimension d (::::) 4, and the proof of mean-field critical behavior for cp4 and Ising models in space dimension d (::::) 4. The principal goal of the present monograph is to present a detailed review of these developments. It is supplemented by a brief excursion to the theory of random surfaces and various applications thereof. This book has grown out of research carried out by the authors mainly from 1982 until the middle of 1985. Our original intention was to write a research paper. However, the writing of such a paper turned out to be a very slow process, partly because of our geographical separation, partly because each of us was involved in other projects that may have appeared more urgent.
Download or read book Revue Roumaine de Physique written by and published by . This book was released on 1984 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonlinear Markov Processes and Kinetic Equations written by Vassili N. Kolokoltsov and published by Cambridge University Press. This book was released on 2010-07-15 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology.
