A Guide to First Passage Processes

Author: Sidney Redner
Publisher: Cambridge University Press
ISBN: 0521652480
Format: PDF, ePub, Docs
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The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.

A Guide to First Passage Processes

Author: Sidney Redner
Publisher: Cambridge University Press
ISBN: 0521652480
Format: PDF, ePub
Download Now
The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.

First Passage Phenomena and Their Applications

Author: Ralf Metzler
Publisher: World Scientific
ISBN: 9814590304
Format: PDF, Docs
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The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic. Contents:Arrival Statistics and Exploration Properties of Mortal Walkers (S B Yuste, E Abad and K Lindenberg)First Passage of a Randomly Accelerated Particle (T W Burkhardt)First Passage Problems in Anomalous Diffusion (A Rosso and A Zoia)First-Passage Times of Intermittent Random Walks (O Bénichou and R Voituriez)First-Passage Phenomena on Finite Inhomogeneous Networks (E Agliari and D Cassi)Effective Spectral Dimension in Scale-Free Networks (S Hwang, D-S Lee and B Kahng)First-Passage Statistics for Random Walks in Bounded Domains (R Voituriez and O Bénichou)First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction Phenomena (J-H Jeon, A V Chechkin and R Metzler)Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains (T G Mattos, C Mejía-Monasterio, R Metzler, G Oshanin and G Schehr)Exact Record and Order Statists of Random Walk via First-Passage Ideas (G Schehr and S N Majumdar)First Passage in a Conical Geometry and Ordering of Brownian Particles (E Ben-Naim and P L Krapivsky)First Passage Time Problems in Biophysical Jump Processes with Fast Kinetics (P C Bressloff and J M Newby)First Passage Problems in Biology (T Chou and M R D'Orsogna)The Effect of Detection Mechanisms on Spatial Search and Foraging (D Campos and V Méndez)Search in Random Media with Lévy Flights (E Gelenbe and O H Abdelrahman)Exit Strategies: Visual Search and the Quitting Time Problem (T S Horowitz)Statistical Physics of Evolutionary Trajectories on Fitness Landscapes (M Manhart and A V Morozov)Some Applications of First-Passage Ideas to Finance (R Chicheportiche and J-P Bouchaud)First-Passage and Extremes in Socio-Economic Systems (J Masoliver and J Perelló)Transport and the First-Passage Time Problem with Application to Cold Atoms in Optical Traps (E Barkai and D A Kessler)The Excursion Set Theory in Cosmology (M Maggiore and A Riottoo)Self-Organized Escape Processes of Linear Chains in Nonlinear Potentials (T Gross, D Hennig and L Schimansky-Geier)Efficient Monte Carlo Methods for Simulating Diffusion-Reaction Processes in Complex Systems (D S Grebenkov) Readership: Researchers in stochastic processes, statistical physics, and mathematical physics. Key Features:Comprehensive update of the classical book by Sidney RednerApplications to wide-ranging and active fields of researchWell-known authors in the fieldKeywords:First Passage;Stochastic Processes;Diffusion;Biophysics;Non-Equilibrium Statistical Mechanics;Complex Systems;Econophysics

Random Processes

Author: Masoliver Jaume
Publisher: World Scientific
ISBN: 9813225335
Format: PDF
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Random processes are one of the most powerful tools in the study and understanding of countless phenomena in natural and social sciences. The book is a complete medium-level introduction to the subject. The book is written in a clear and pedagogical manner but with enough rigor and scope that can appeal to both students and researchers. This book is addressed to advanced students and professional researchers in many branches of science where level crossings and extremes appear but with some particular emphasis on some applications in socio-economic systems.

Advances in Disordered Systems Random Processes and Some Applications

Author: Pierluigi Contucci
Publisher: Cambridge University Press
ISBN: 1316867420
Format: PDF
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This book offers a unified perspective on the study of complex systems for scholars of various disciplines, including mathematics, physics, computer science, biology, economics and social science. The contributions, written by leading scientists, cover a broad set of topics, including new approaches to data science, the connection between scaling limits and conformal field theories, and new ideas on the Legendre duality approach in statistical mechanics of disordered systems. The volume moreover explores results on extreme values of correlated random variables and their connection with the Riemann zeta functions, the relation between diffusion phenomena and complex systems, and the Brownian web, which appears as the universal scaling limit of several probabilistic models. Written for researchers from a broad range of scientific fields, this text examines a selection of recent developments in complex systems from a rigorous perspective.

The Physics of Living Processes

Author: Thomas Andrew Waigh
Publisher: John Wiley & Sons
ISBN: 1118698274
Format: PDF, Mobi
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This full-colour undergraduate textbook, based on a two semestercourse, presents the fundamentals of biological physics,introducing essential modern topics that include cells, polymers,polyelectrolytes, membranes, liquid crystals, phase transitions,self-assembly, photonics, fluid mechanics, motility, chemicalkinetics, enzyme kinetics, systems biology, nerves, physiology, thesenses, and the brain. The comprehensive coverage, featuring in-depth explanations ofrecent rapid developments, demonstrates this to be one of the mostdiverse of modern scientific disciplines. The Physics of Living Processes: A Mesoscopic Approach iscomprised of five principal sections: • Building Blocks • Soft Condensed Matter Techniques in Biology • Experimental Techniques • Systems Biology • Spikes, Brains and the Senses The unique focus is predominantly on the mesoscale —structures on length scales between those of atoms and themacroscopic behaviour of whole organisms. The connections betweenmolecules and their emergent biological phenomena provide a novelintegrated perspective on biological physics, making this animportant text across a variety of scientific disciplines includingbiophysics, physics, physical chemistry, chemical engineering andbioengineering. An extensive set of worked tutorial questions are included,which will equip the reader with a range of new physical tools toapproach problems in the life sciences from medicine,pharmaceutical science and agriculture.

A Kinetic View of Statistical Physics

Author: Pavel L. Krapivsky
Publisher: Cambridge University Press
ISBN: 1139493345
Format: PDF, Kindle
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Aimed at graduate students, this book explores some of the core phenomena in non-equilibrium statistical physics. It focuses on the development and application of theoretical methods to help students develop their problem-solving skills. The book begins with microscopic transport processes: diffusion, collision-driven phenomena, and exclusion. It then presents the kinetics of aggregation, fragmentation and adsorption, where the basic phenomenology and solution techniques are emphasized. The following chapters cover kinetic spin systems, both from a discrete and a continuum perspective, the role of disorder in non-equilibrium processes, hysteresis from the non-equilibrium perspective, the kinetics of chemical reactions, and the properties of complex networks. The book contains 200 exercises to test students' understanding of the subject. A link to a website hosted by the authors, containing supplementary material including solutions to some of the exercises, can be found at www.cambridge.org/9780521851039.

International Conference on Theoretical Physics

Author: Daniel Iagolnitzer
Publisher: Springer Science & Business Media
ISBN: 9783764324339
Format: PDF, ePub, Mobi
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Theoretical physics is a vast set of subjects, ideas and methods, with wide and unexpected applications to many interdisciplinary problems. But no general international conference had tried to review in depth this huge and burgeoning field since the Trieste conference in 1968. The International Conference on Theoretical Physics, TH-2002, which took place at the Unesco building, Paris, from July 22 to 27, 2002, addressed this challenge.The reader will find in this book all invited and received contributions to the conference. After the general lectures of Nobel prize winners Anderson and Yang, the contributions by experts cover all aspects of modern theoretical physics ranging from particle physics, string theory, cosmology, statistical and condensed matter physics to dynamical systems and quantum chaos, the physics/biology interface, information theory and quantum computing.