Dynamical Theories of Brownian Motion

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Author :
Publisher : Princeton University Press
ISBN 13 : 0691079501
Total Pages : 147 pages
Book Rating : 4.6/5 (91 download)

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Book Synopsis Dynamical Theories of Brownian Motion by : Edward Nelson

Download or read book Dynamical Theories of Brownian Motion written by Edward Nelson and published by Princeton University Press. This book was released on 1967-02-21 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.

New Algorithms for Macromolecular Simulation

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Publisher : Springer Science & Business Media
ISBN 13 : 3540316183
Total Pages : 364 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis New Algorithms for Macromolecular Simulation by : Benedict Leimkuhler

Download or read book New Algorithms for Macromolecular Simulation written by Benedict Leimkuhler and published by Springer Science & Business Media. This book was released on 2006-03-22 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Molecular simulation is a widely used tool in biology, chemistry, physics and engineering. This book contains a collection of articles by leading researchers who are developing new methods for molecular modelling and simulation. Topics addressed here include: multiscale formulations for biomolecular modelling, such as quantum-classical methods and advanced solvation techniques; protein folding methods and schemes for sampling complex landscapes; membrane simulations; free energy calculation; and techniques for improving ergodicity. The book is meant to be useful for practitioners in the simulation community and for those new to molecular simulation who require a broad introduction to the state of the art.

Statistical Structure of Quantum Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 3540449981
Total Pages : 166 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Statistical Structure of Quantum Theory by : Alexander S. Holevo

Download or read book Statistical Structure of Quantum Theory written by Alexander S. Holevo and published by Springer Science & Business Media. This book was released on 2003-07-01 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: New ideas on the mathematical foundations of quantum mechanics, related to the theory of quantum measurement, as well as the emergence of quantum optics, quantum electronics and optical communications have shown that the statistical structure of quantum mechanics deserves special investigation. In the meantime it has become a mature subject. In this book, the author, himself a leading researcher in this field, surveys the basic principles and results of the theory, concentrating on mathematically precise formulations. Special attention is given to the measurement dynamics. The presentation is pragmatic, concentrating on the ideas and their motivation. For detailed proofs, the readers, researchers and graduate students, are referred to the extensively documented literature.

Brownian Brownian Motion-I

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Author :
Publisher : American Mathematical Soc.
ISBN 13 : 082184282X
Total Pages : 208 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Brownian Brownian Motion-I by : Nikolai Chernov

Download or read book Brownian Brownian Motion-I written by Nikolai Chernov and published by American Mathematical Soc.. This book was released on 2009-03-06 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work the authors study a 2D version of this model, where the molecule is a heavy disk of mass $M \gg 1$ and the gas is represented by just one point particle of mass $m=1$, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of the particles is ensured by convex (scattering) walls of the container. The authors prove that the position and velocity of the disk, in an appropriate time scale, converge, as $M\to\infty$, to a Brownian motion (possibly, inhomogeneous); the scaling regime and the structure of the limit process depend on the initial conditions. The proofs are based on strong hyperbolicity of the underlying dynamics, fast decay of correlations in systems with elastic collisions (billiards), and methods of averaging theory.

Analytically Tractable Stochastic Stock Price Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3642312144
Total Pages : 371 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Analytically Tractable Stochastic Stock Price Models by : Archil Gulisashvili

Download or read book Analytically Tractable Stochastic Stock Price Models written by Archil Gulisashvili and published by Springer Science & Business Media. This book was released on 2012-09-04 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a stochastic process. For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility. One of the author's main goals is to provide sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions, and implied volatilities in various stochastic volatility models. The author also establishes sharp asymptotic formulas for the implied volatility at extreme strikes in general stochastic stock price models. The present volume is addressed to researchers and graduate students working in the area of financial mathematics, analysis, or probability theory. The reader is expected to be familiar with elements of classical analysis, stochastic analysis and probability theory.

Quantum Independent Increment Processes I

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Publisher : Springer Science & Business Media
ISBN 13 : 9783540244066
Total Pages : 324 pages
Book Rating : 4.2/5 (44 download)

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Book Synopsis Quantum Independent Increment Processes I by : David Applebaum

Download or read book Quantum Independent Increment Processes I written by David Applebaum and published by Springer Science & Business Media. This book was released on 2005-02-18 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is the first of two volumes containing the revised and completed notes lectures given at the school "Quantum Independent Increment Processes: Structure and Applications to Physics". This school was held at the Alfried-Krupp-Wissenschaftskolleg in Greifswald during the period March 9 – 22, 2003, and supported by the Volkswagen Foundation. The school gave an introduction to current research on quantum independent increment processes aimed at graduate students and non-specialists working in classical and quantum probability, operator algebras, and mathematical physics. The present first volume contains the following lectures: "Lévy Processes in Euclidean Spaces and Groups" by David Applebaum, "Locally Compact Quantum Groups" by Johan Kustermans, "Quantum Stochastic Analysis" by J. Martin Lindsay, and "Dilations, Cocycles and Product Systems" by B.V. Rajarama Bhat.

Investigations on the Theory of the Brownian Movement

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Author :
Publisher : Courier Corporation
ISBN 13 : 9780486603049
Total Pages : 148 pages
Book Rating : 4.6/5 (3 download)

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Book Synopsis Investigations on the Theory of the Brownian Movement by : Albert Einstein

Download or read book Investigations on the Theory of the Brownian Movement written by Albert Einstein and published by Courier Corporation. This book was released on 1956-01-01 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: Five early papers evolve theory that won Einstein a Nobel Prize: "Movement of Small Particles Suspended in a Stationary Liquid Demanded by the Molecular-Kinetic Theory of Heat"; "On the Theory of the Brownian Movement"; "A New Determination of Molecular Dimensions"; "Theoretical Observations on the Brownian Motion"; and "Elementary Theory of the Brownian Motion."

The Theory of Polymer Dynamics

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Publisher : Oxford University Press
ISBN 13 : 9780198520337
Total Pages : 420 pages
Book Rating : 4.5/5 (23 download)

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Book Synopsis The Theory of Polymer Dynamics by : Masao Doi

Download or read book The Theory of Polymer Dynamics written by Masao Doi and published by Oxford University Press. This book was released on 1988 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive account of the modern theory for the dynamical properties of polymer solutions. The theory has undergone dramatic evolution over the last two decades due to the introduction of new methods and concepts that have extended the frontier of theory from dilute solutions in which polymers move independently to concentrated solutions where many polymers converge. Among the properties examined are viscoelasticity, diffusion, dynamic light scattering, and electric birefringence. Nonlinear viscoelasticity is discussed in detail on the basis of molecular dynamical models. The book bridges the gap between classical theory and new developments, creating a consistent picture of polymer solution dynamics over the entire concentration range.

Advancing Theory for Kinetics and Dynamics of Complex, Many-Dimensional Systems

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118087828
Total Pages : 332 pages
Book Rating : 4.1/5 (18 download)

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Book Synopsis Advancing Theory for Kinetics and Dynamics of Complex, Many-Dimensional Systems by : Tamiki Komatsuzaki

Download or read book Advancing Theory for Kinetics and Dynamics of Complex, Many-Dimensional Systems written by Tamiki Komatsuzaki and published by John Wiley & Sons. This book was released on 2011-07-07 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This series provides the chemical physics field with a forum for critical, authoritative evaluations of advances in every area of the discipline. Volume 145 in the series continues to report recent advances with significant, up-to-date chapters by internationally recognized researchers.

Functional Analytic Techniques for Diffusion Processes

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Author :
Publisher : Springer Nature
ISBN 13 : 9811910995
Total Pages : 792 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Functional Analytic Techniques for Diffusion Processes by : Kazuaki Taira

Download or read book Functional Analytic Techniques for Diffusion Processes written by Kazuaki Taira and published by Springer Nature. This book was released on 2022-05-28 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems. The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability. The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes. For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. This work will be a major influence in a very broad field of study for a long time.

Dynamics, Ergodic Theory and Geometry

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Publisher : Cambridge University Press
ISBN 13 : 0521875412
Total Pages : 324 pages
Book Rating : 4.5/5 (218 download)

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Book Synopsis Dynamics, Ergodic Theory and Geometry by : Boris Hasselblatt

Download or read book Dynamics, Ergodic Theory and Geometry written by Boris Hasselblatt and published by Cambridge University Press. This book was released on 2007-09-24 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the subjects from the Clay Mathematics Institute/Mathematical Sciences Research Institute Workshop titled 'Recent Progress in Dynamics' in September and October 2004, this volume contains surveys and research articles by leading experts in several areas of dynamical systems that have experienced substantial progress. One of the major surveys is on symplectic geometry, which is closely related to classical mechanics and an exciting addition to modern geometry. The survey on local rigidity of group actions gives a broad and up-to-date account of another flourishing subject. Other papers cover hyperbolic, parabolic, and symbolic dynamics as well as ergodic theory. Students and researchers in dynamical systems, geometry, and related areas will find this book fascinating. The book also includes a fifty-page commented problem list that takes the reader beyond the areas covered by the surveys, to inspire and guide further research.

II: Fourier Analysis, Self-Adjointness

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Publisher : Elsevier
ISBN 13 : 9780125850025
Total Pages : 388 pages
Book Rating : 4.8/5 (5 download)

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Book Synopsis II: Fourier Analysis, Self-Adjointness by : Michael Reed

Download or read book II: Fourier Analysis, Self-Adjointness written by Michael Reed and published by Elsevier. This book was released on 1975 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: Band 2.

Ergodic Theory, Analysis, and Efficient Simulation of Dynamical Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 9783540412908
Total Pages : 840 pages
Book Rating : 4.4/5 (129 download)

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Book Synopsis Ergodic Theory, Analysis, and Efficient Simulation of Dynamical Systems by : Bernold Fiedler

Download or read book Ergodic Theory, Analysis, and Efficient Simulation of Dynamical Systems written by Bernold Fiedler and published by Springer Science & Business Media. This book was released on 2001 with total page 840 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes and highlights progress in Dynamical Systems achieved during six years of the German Priority Research Program "Ergotic Theory, Analysis, and Efficient Simulation of Dynamical Systems", funded by the Deutsche Forschungsgemeinschaft (DFG). The three fundamental topics of large time behavior, dimension, and measure are tackled with by a rich circle of uncompromisingly rigorous mathematical concepts. The range of applied issues comprises such diverse areas as crystallization and dendrite growth, the dynamo effect, efficient simulation of biomolecules, fluid dynamics and reacting flows, mechanical problems involving friction, population biology, the spread of infectious diseases, and quantum chaos. The surveys in the book are addressed to experts and non-experts in the mathematical community alike. In addition they intend to convey the significance of the results for applications fair into the neighboring disciplines of Science.

The Infamous Boundary

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Publisher : Springer Science & Business Media
ISBN 13 : 9780387947266
Total Pages : 336 pages
Book Rating : 4.9/5 (472 download)

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Book Synopsis The Infamous Boundary by : David Wick

Download or read book The Infamous Boundary written by David Wick and published by Springer Science & Business Media. This book was released on 1998-07-27 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Provides (an)...accurate portrait of the essence of the disputes, both epistemological and technical, that characterize contemporary inquiry. This book will profit any reader-physicist, mathematician, philosopher, or civilian-who wants a comprehensive and intelligible survey of this pesky episode in fundamental physical theory."-CHOICE "I have no hesitation in recommending this book to anyone interested in the history, philosophy or sociology of science, and it is worth adding to the library shelf on quantum theory."-PHYSICS WORLD

Lectures on Probability Theory and Statistics

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Publisher : Springer Science & Business Media
ISBN 13 : 3540403353
Total Pages : 294 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Lectures on Probability Theory and Statistics by : Sergio Albeverio

Download or read book Lectures on Probability Theory and Statistics written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2003-07-14 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.

Probability Theory and Applications

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Author :
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112314220
Total Pages : 820 pages
Book Rating : 4.1/5 (123 download)

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Book Synopsis Probability Theory and Applications by :

Download or read book Probability Theory and Applications written by and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Probability Theory and Applications".

Control and Dynamic Systems V55: Digital and Numeric Techniques and Their Application in Control Systems

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Publisher : Academic Press
ISBN 13 : 0323163165
Total Pages : 537 pages
Book Rating : 4.3/5 (231 download)

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Book Synopsis Control and Dynamic Systems V55: Digital and Numeric Techniques and Their Application in Control Systems by : C.T. Leonides

Download or read book Control and Dynamic Systems V55: Digital and Numeric Techniques and Their Application in Control Systems written by C.T. Leonides and published by Academic Press. This book was released on 2012-12-02 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory Applications, Volume 55: Digital and Numeric Techniques and their Applications in Control Systems, Part 1 of 2 covers advances in numerical and computational techniques for the design of modern complex control systems. This book presents a comprehensive treatment of the many issues that are dealt with in modern complex systems. It discusses the efficacy of significant techniques for robust control design; model reduction; adaptive estimation of discrete-time stochastic systems; parameter estimation; and loop transfer recovery. Students, research workers, and practising engineers will find this book invaluable.