Brownian Motion Obstacles And Random Media

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Brownian Motion Obstacles And Random Media

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Author : Alain-Sol Sznitman
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Brownian Motion Obstacles And Random Media written by Alain-Sol Sznitman 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 2013-03-09 with Mathematics categories.

This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Ten Lectures On Random Media

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Author : Erwin Bolthausen
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06

Ten Lectures On Random Media written by Erwin Bolthausen 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 following notes grew out oflectures held during the DMV-Seminar on Random Media in November 1999 at the Mathematics Research Institute of Oberwolfach, and in February-March 2000 at the Ecole Normale Superieure in Paris. In both places the atmosphere was very friendly and stimulating. The positive response of the audience was encouragement enough to write up these notes. I hope they will carryover the enjoyment of the live lectures. I whole heartedly wish to thank Profs. Matthias Kreck and Jean-Franc;ois Le Gall who were respon sible for these two very enjoyable visits, Laurent Miclo for his comments on an earlier version of these notes, and last but not least Erwin Bolthausen who was my accomplice during the DMV-Seminar. A Brief Introduction The main theme of this series of lectures are "Random motions in random me dia". The subject gathers a variety of probabilistic models often originated from physical sciences such as solid state physics, physical chemistry, oceanography, biophysics . . . , in which typically some diffusion mechanism takes place in an inho mogeneous medium. Randomness appears at two levels. It comes in the description of the motion of the particle diffusing in the medium, this is a rather traditional point of view for probability theory; but it also comes in the very description of the medium in which the diffusion takes place.

Waves In Periodic And Random Media

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Author : Peter Kuchment
language : en
Publisher: American Mathematical Soc.
Release Date : 2003

Waves In Periodic And Random Media written by Peter Kuchment and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.

Science and engineering have been great sources of problems and inspiration for generations of mathematicians. This is probably true now more than ever as numerous challenges in science and technology are met by mathematicians. One of these challenges is understanding propagation of waves of different nature in systems of complex structure. This book contains the proceedings of the research conference, ``Waves in Periodic and Random Media''. Papers are devoted to a number of related themes, including spectral theory of periodic differential operators, Anderson localization and spectral theory of random operators, photonic crystals, waveguide theory, mesoscopic systems, and designer random surfaces. Contributions are written by prominent experts and are of interest to researchers and graduate students in mathematical physics.

The Parabolic Anderson Model

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Author : Wolfgang König
language : en
Publisher: Birkhäuser
Release Date : 2016-06-30

The Parabolic Anderson Model written by Wolfgang König and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-30 with Mathematics categories.

This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.

Directed Polymers In Random Environments

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Author : Francis Comets
language : en
Publisher: Springer
Release Date : 2017-01-26

Directed Polymers In Random Environments written by Francis Comets and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-26 with Mathematics categories.

Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon. The main questionis: What does the path of a random walk look like if rewards and penalties are spatially randomly distributed?This model, which provides a simplified version of stretched elastic chains pinned by random impurities, has attracted much research activity, but it (and its relatives) still holds many secrets, especially in high dimensions. It has non-gaussian scaling limits and it belongs to the so-called KPZ universality class when the space is one-dimensional. Adopting a Gibbsian approach, using general and powerful tools from probability theory, the discrete model is studied in full generality. Presenting the state-of-the art from different perspectives, and written in the form of a first course on the subject, this monograph is aimed at researchers in probability or statistical physics, but is also accessible to masters and Ph.D. students.

Entropy

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Author : Andreas Greven
language : en
Publisher: Princeton University Press
Release Date : 2014-09-08

Entropy written by Andreas Greven and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-08 with Mathematics categories.

The concept of entropy arose in the physical sciences during the nineteenth century, particularly in thermodynamics and statistical physics, as a measure of the equilibria and evolution of thermodynamic systems. Two main views developed: the macroscopic view formulated originally by Carnot, Clausius, Gibbs, Planck, and Caratheodory and the microscopic approach associated with Boltzmann and Maxwell. Since then both approaches have made possible deep insights into the nature and behavior of thermodynamic and other microscopically unpredictable processes. However, the mathematical tools used have later developed independently of their original physical background and have led to a plethora of methods and differing conventions. The aim of this book is to identify the unifying threads by providing surveys of the uses and concepts of entropy in diverse areas of mathematics and the physical sciences. Two major threads, emphasized throughout the book, are variational principles and Ljapunov functionals. The book starts by providing basic concepts and terminology, illustrated by examples from both the macroscopic and microscopic lines of thought. In-depth surveys covering the macroscopic, microscopic and probabilistic approaches follow. Part I gives a basic introduction from the views of thermodynamics and probability theory. Part II collects surveys that look at the macroscopic approach of continuum mechanics and physics. Part III deals with the microscopic approach exposing the role of entropy as a concept in probability theory, namely in the analysis of the large time behavior of stochastic processes and in the study of qualitative properties of models in statistical physics. Finally in Part IV applications in dynamical systems, ergodic and information theory are presented. The chapters were written to provide as cohesive an account as possible, making the book accessible to a wide range of graduate students and researchers. Any scientist dealing with systems that exhibit entropy will find the book an invaluable aid to their understanding.

Lectures On Probability Theory And Statistics

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Author : Simon Tavaré
language : en
Publisher: Springer
Release Date : 2004-01-30

Lectures On Probability Theory And Statistics written by Simon Tavaré and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-30 with Mathematics categories.

This volume contains lectures given at the 31st Probability Summer School in Saint-Flour (July 8-25, 2001). Simon Tavaré’s lectures serve as an introduction to the coalescent, and to inference for ancestral processes in population genetics. The stochastic computation methods described include rejection methods, importance sampling, Markov chain Monte Carlo, and approximate Bayesian methods. Ofer Zeitouni’s course on "Random Walks in Random Environment" presents systematically the tools that have been introduced to study the model. A fairly complete description of available results in dimension 1 is given. For higher dimension, the basic techniques and a discussion of some of the available results are provided. The contribution also includes an updated annotated bibliography and suggestions for further reading. Olivier Catoni's course appears separately.

Lectures On Probability Theory And Statistics

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Author : Erwin Bolthausen
language : en
Publisher: Springer
Release Date : 2004-06-04

Lectures On Probability Theory And Statistics written by Erwin Bolthausen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-04 with Mathematics categories.

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999. We thank the authors for all the hard work they accomplished. Their lectures are a work of reference in their domain. The School brought together 85 participants, 31 of whom gave a lecture concerning their research work. At the end of this volume you will find the list of participants and their papers. Finally, to facilitate research concerning previous schools we give here the number of the volume of "Lecture Notes" where they can be found: Lecture Notes in Mathematics 1975: n ° 539- 1971: n ° 307- 1973: n ° 390- 1974: n ° 480- 1979: n ° 876- 1976: n ° 598- 1977: n ° 678- 1978: n ° 774- 1980: n ° 929- 1981: n ° 976- 1982: n ° 1097- 1983: n ° 1117- 1988: n ° 1427- 1984: n ° 1180- 1985-1986 et 1987: n ° 1362- 1989: n ° 1464- 1990: n ° 1527- 1991: n ° 1541- 1992: n ° 1581- 1993: n ° 1608- 1994: n ° 1648- 1995: n ° 1690- 1996: n ° 1665- 1997: n ° 1717- 1998: n ° 1738- Lecture Notes in Statistics 1971: n ° 307- Table of Contents Part I Erwin Bolthausen: Large Deviations and Interacting Random Walks 1 On the construction of the three-dimensional polymer measure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2 Self-attracting random walks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3 One-dimensional pinning-depinning transitions. . . . . . . . . . . 105 References. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Interacting Stochastic Systems

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Author : Jean-Dominique Deuschel
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-01-12

Interacting Stochastic Systems written by Jean-Dominique Deuschel 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 2005-01-12 with Computers categories.

The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work. This yields a reference work on results and methods that will be useful to all who work between applied probability and the physical, economic, and life sciences.

Random Operators

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Author : Michael Aizenman
language : en
Publisher: American Mathematical Soc.
Release Date : 2015-12-11

Random Operators written by Michael Aizenman and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-11 with Functional analysis -- Miscellaneous applications of functional analysis -- Applications in quantum physics categories.

This book provides an introduction to the mathematical theory of disorder effects on quantum spectra and dynamics. Topics covered range from the basic theory of spectra and dynamics of self-adjoint operators through Anderson localization--presented here via the fractional moment method, up to recent results on resonant delocalization. The subject's multifaceted presentation is organized into seventeen chapters, each focused on either a specific mathematical topic or on a demonstration of the theory's relevance to physics, e.g., its implications for the quantum Hall effect. The mathematical chapters include general relations of quantum spectra and dynamics, ergodicity and its implications, methods for establishing spectral and dynamical localization regimes, applications and properties of the Green function, its relation to the eigenfunction correlator, fractional moments of Herglotz-Pick functions, the phase diagram for tree graph operators, resonant delocalization, the spectral statistics conjecture, and related results. The text incorporates notes from courses that were presented at the authors' respective institutions and attended by graduate students and postdoctoral researchers.