A Guide to First Passage Processes

Author: Sidney Redner
Publisher: Cambridge University Press
ISBN: 0521652480
Format: PDF, ePub
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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, Mobi
Download Now
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, Kindle
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, ePub, Mobi
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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

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.

Advances in Disordered Systems Random Processes and Some Applications

Author: Pierluigi Contucci
Publisher: Cambridge University Press
ISBN: 1316867420
Format: PDF, ePub, Docs
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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.

Natural Disasters When Will They Reach Me

Author: Isuri Wijesundera
Publisher: Springer
ISBN: 9811011133
Format: PDF
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The expected time of impact, also known as the mean first passage time (MFPT) to reach failure, is a critical metric in the management of natural disasters. The complexity of the dynamics governing natural disasters lead to stochastic behaviour. This book shows that state transitions of many such systems translate into random walks on their respective state spaces, biased and shaped by environmental inhomogeneity. Thus the probabilistic treatment of those random walks gives valuable insights of expected behaviour. A comprehensive case study of predicting cyclone induced flood is followed by a discussion of generic methods that predict MFPT addressing directional bias. This is followed by discussing MFPT prediction methods in systems showing network inhomogeneity. All presented methods are illustrated using real datasets of natural disasters. The book ends with a short discussion of possible future research areas introducing the problem of predicting MFPT for bush-fire propagation.

Computer Aided Systems Theory EUROCAST 2011

Author: Roberto Moreno-Díaz
Publisher: Springer
ISBN: 3642275494
Format: PDF, Kindle
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The two-volume proceedings, LNCS 6927 and LNCS 6928, constitute the papers presented at the 13th International Conference on Computer Aided Systems Theory, EUROCAST 2011, held in February 2011 in Las Palmas de Gran Canaria, Spain. The total of 160 papers presented were carefully reviewed and selected for inclusion in the books. The contributions are organized in topical sections on concepts and formal tools; software applications; computation and simulation in modelling biological systems; intelligent information processing; heurist problem solving; computer aided systems optimization; model-based system design, simulation, and verification; computer vision and image processing; modelling and control of mechatronic systems; biomimetic software systems; computer-based methods for clinical and academic medicine; modeling and design of complex digital systems; mobile and autonomous transportation systems; traffic behaviour, modelling and optimization; mobile computing platforms and technologies; and engineering systems applications.

Stochastic Processes in Physics and Chemistry

Author: N.G. Van Kampen
Publisher: Elsevier
ISBN: 9780080475363
Format: PDF
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The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum Optics (Springer, Berlin 1991) D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992) W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004) * Comprehensive coverage of fluctuations and stochastic methods for describing them * A must for students and researchers in applied mathematics, physics and physical chemistry