Anomalous Stochastics

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Stochastic Foundations In Movement Ecology

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Author : Vicenç Méndez
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-18

Stochastic Foundations In Movement Ecology written by Vicenç Méndez and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-18 with Science categories.

This book presents the fundamental theory for non-standard diffusion problems in movement ecology. Lévy processes and anomalous diffusion have shown to be both powerful and useful tools for qualitatively and quantitatively describing a wide variety of spatial population ecological phenomena and dynamics, such as invasion fronts and search strategies. Adopting a self-contained, textbook-style approach, the authors provide the elements of statistical physics and stochastic processes on which the modeling of movement ecology is based and systematically introduce the physical characterization of ecological processes at the microscopic, mesoscopic and macroscopic levels. The explicit definition of these levels and their interrelations is particularly suitable to coping with the broad spectrum of space and time scales involved in bio-ecological problems. Including numerous exercises (with solutions), this text is aimed at graduate students and newcomers in this field at the interface of theoretical ecology, mathematical biology and physics.

Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering Fourth Edition

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Author : William T Coffey
language : en
Publisher: World Scientific
Release Date : 2017-03-22

Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering Fourth Edition written by William T Coffey and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-22 with Science categories.

Our original objective in writing this book was to demonstrate how the concept of the equation of motion of a Brownian particle — the Langevin equation or Newtonian-like evolution equation of the random phase space variables describing the motion — first formulated by Langevin in 1908 — so making him inter alia the founder of the subject of stochastic differential equations, may be extended to solve the nonlinear problems arising from the Brownian motion in a potential. Such problems appear under various guises in many diverse applications in physics, chemistry, biology, electrical engineering, etc. However, they have been invariably treated (following the original approach of Einstein and Smoluchowski) via the Fokker-Planck equation for the evolution of the probability density function in phase space. Thus the more simple direct dynamical approach of Langevin which we use and extend here, has been virtually ignored as far as the Brownian motion in a potential is concerned. In addition two other considerations have driven us to write this new edition of The Langevin Equation. First, more than five years have elapsed since the publication of the third edition and following many suggestions and comments of our colleagues and other interested readers, it became increasingly evident to us that the book should be revised in order to give a better presentation of the contents. In particular, several chapters appearing in the third edition have been rewritten so as to provide a more direct appeal to the particular community involved and at the same time to emphasize via a synergetic approach how seemingly unrelated physical problems all involving random noise may be described using virtually identical mathematical methods. Secondly, in that period many new and exciting developments have occurred in the application of the Langevin equation to Brownian motion. Consequently, in order to accommodate all these, a very large amount of new material has been added so as to present a comprehensive overview of the subject.

Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering 3rd Edition

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Author : Yuri P Kalmykov
language : en
Publisher: World Scientific
Release Date : 2012-07-31

Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering 3rd Edition written by Yuri P Kalmykov and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-31 with Science categories.

This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, etc. The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

Stochastic Climate Theory

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Author : Serguei G. Dobrovolski
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11

Stochastic Climate Theory written by Serguei G. Dobrovolski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Science categories.

The author describes the stochastic (probabilistic) approach to the study of changes in the climate system. Climatic data and theoretical considerations suggest that a large part of climatic variation/variability has a random nature and can be analyzed using the theory of stochastic processes. This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories: from the theory of random processes (based on the results of Kolmogorov and Yaglom) and Hasselmann's "stochastic climate model theory" to recently obtained results.

Introduction To Stochastic Processes And Nonequilibrium Statistical Physics An Revised Edition

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Author : Horacio Sergio Wio
language : en
Publisher: World Scientific Publishing Company
Release Date : 2012-09-05

Introduction To Stochastic Processes And Nonequilibrium Statistical Physics An Revised Edition written by Horacio Sergio Wio and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-05 with Science categories.

This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed.This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.

Stochastic Models For Fractional Calculus

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Author : Mark M. Meerschaert
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-10-21

Stochastic Models For Fractional Calculus written by Mark M. Meerschaert and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-21 with Mathematics categories.

Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. In this book, we will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. It covers basic limit theorems for random variables and random vectors with heavy tails. This includes regular variation, triangular arrays, infinitely divisible laws, random walks, and stochastic process convergence in the Skorokhod topology. The basic ideas of fractional calculus and anomalous diffusion are closely connected with heavy tail limit theorems. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering. The goal of this book is to prepare graduate students in probability for research in the area of fractional calculus, anomalous diffusion, and heavy tails. Many interesting problems in this area remain open. This book will guide the motivated reader to understand the essential background needed to read and unerstand current research papers, and to gain the insights and techniques needed to begin making their own contributions to this rapidly growing field.

The Langevin Equation

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Author : William Coffey
language : en
Publisher: World Scientific
Release Date : 2012

The Langevin Equation written by William Coffey and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.

This volume is the third edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the translational and rotational Brownian motion of particles and spins in a potential highlighting modern applications in physics, chemistry, electrical engineering, and so on. In order to improve the presentation, to accommodate all the new developments, and to appeal to the specialized interests of the various communities involved, the book has been extensively rewritten and a very large amount of new material has been added. This has been done in order to present a comprehensive overview of the subject emphasizing via a synergetic approach that seemingly unrelated physical problems involving random noise may be described using virtually identical mathematical methods in the spirit of the founders of the subject, viz., Einstein, Langevin, Smoluchowski, Kramers, The book has been written in such a way that all the material should be accessible both to an advanced researcher and a beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of scattered research papers and review articles.

Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering 2nd Edition

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Author : William T Coffey
language : en
Publisher: World Scientific
Release Date : 2004-03-03

Langevin Equation The With Applications To Stochastic Problems In Physics Chemistry And Electrical Engineering 2nd Edition written by William T Coffey and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-03 with Science categories.

This volume is the second edition of the first-ever elementary book on the Langevin equation method for the solution of problems involving the Brownian motion in a potential, with emphasis on modern applications in the natural sciences, electrical engineering and so on. It has been substantially enlarged to cover in a succinct manner a number of new topics, such as anomalous diffusion, continuous time random walks, stochastic resonance etc, which are of major current interest in view of the large number of disparate physical systems exhibiting these phenomena. The book has been written in such a way that all the material should be accessible to an advanced undergraduate or beginning graduate student. It draws together, in a coherent fashion, a variety of results which have hitherto been available only in the form of research papers or scattered review articles.

Stochastic Climate Models

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Author : Peter Imkeller
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06

Stochastic Climate Models written by Peter Imkeller and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

The proceedings of the summer 1999 Chorin workshop on stochastic climate models captures well the spirit of enthusiasm of the workshop participants engaged in research in this exciting field. It is amazing that nearly 25 years after the formal theory of natural climate variability generated by quasi-white-noise weather forcing was developed, and almost 35 years after J . M. Mitchell first suggested this mechanism as the origin of sea-surf ace-temperature fluctuations and climate variability, there have arisen so many fresh perspectives and new applications of the theory. The workshop has succeeded admirably in high lighting these new aspects while clarifying the position of stochastic climate modelling within the general framework of climate research and mathematical modelling. The organizers can be congratulated in bringing together leading researchers covering a wide range of scientific expertise, from mathematicians concerned with the derivation of stochastic models from first principles, to app lied climate modellers trying to understand the dynamics of the complex climate system. Following the first burst of stochastic modelling papers in the decade from the mid-seventies to the mid-eighties, in which the viability of the concept was demonstrated using relatively simple conceptual models, there was a lull of work in this field. One awaited the development of more sophisticated climate models with which one could carry out realistic quantitative analyses of the implications of stochastic forcing for the global climate system. Now that these models have become widely available, it is natural that one is witnessing a resurgence of stochastic modelling investigations.

Anomaly Detection In Random Heterogeneous Media

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Author : Martin Simon
language : en
Publisher: Springer
Release Date : 2015-07-23

Anomaly Detection In Random Heterogeneous Media written by Martin Simon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-23 with Mathematics categories.

This monograph is concerned with the analysis and numerical solution of a stochastic inverse anomaly detection problem in electrical impedance tomography (EIT). Martin Simon studies the problem of detecting a parameterized anomaly in an isotropic, stationary and ergodic conductivity random field whose realizations are rapidly oscillating. For this purpose, he derives Feynman-Kac formulae to rigorously justify stochastic homogenization in the case of the underlying stochastic boundary value problem. The author combines techniques from the theory of partial differential equations and functional analysis with probabilistic ideas, paving the way to new mathematical theorems which may be fruitfully used in the treatment of the problem at hand. Moreover, the author proposes an efficient numerical method in the framework of Bayesian inversion for the practical solution of the stochastic inverse anomaly detection problem.