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Levy Processes Integral Equations Statistical Physics Connections And Interactions
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Book Synopsis Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions by : Lev A. Sakhnovich
Download or read book Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions written by Lev A. Sakhnovich and published by Springer Science & Business Media. This book was released on 2012-07-18 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a number of famous works, M. Kac showed that various methods of probability theory can be fruitfully applied to important problems of analysis. The interconnection between probability and analysis also plays a central role in the present book. However, our approach is mainly based on the application of analysis methods (the method of operator identities, integral equations theory, dual systems, integrable equations) to probability theory (Levy processes, M. Kac's problems, the principle of imperceptibility of the boundary, signal theory). The essential part of the book is dedicated to problems of statistical physics (classical and quantum cases). We consider the corresponding statistical problems (Gibbs-type formulas, non-extensive statistical mechanics, Boltzmann equation) from the game point of view (the game between energy and entropy). One chapter is dedicated to the construction of special examples instead of existence theorems (D. Larson's theorem, Ringrose's hypothesis, the Kadison-Singer and Gohberg-Krein questions). We also investigate the Bezoutiant operator. In this context, we do not make the assumption that the Bezoutiant operator is normally solvable, allowing us to investigate the special classes of the entire functions.
Book Synopsis Levy Processes, Integral Equations, Statistical Physics by : Springer
Download or read book Levy Processes, Integral Equations, Statistical Physics written by Springer and published by . This book was released on 2012-08-31 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes by : Daniel Alpay
Download or read book Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes written by Daniel Alpay and published by Birkhäuser. This book was released on 2015-04-30 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Lev Sakhnovich, who made fundamental contributions in operator theory and related topics. Besides bibliographic material, it includes a number of selected papers related to Lev Sakhnovich's research interests. The papers are related to operator identities, moment problems, random matrices and linear stochastic systems.
Book Synopsis Integral Equations with Difference Kernels on Finite Intervals by : Lev A. Sakhnovich
Download or read book Integral Equations with Difference Kernels on Finite Intervals written by Lev A. Sakhnovich and published by Birkhäuser. This book was released on 2015-05-05 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on solving integral equations with difference kernels on finite intervals. The corresponding problem on the semiaxis was previously solved by N. Wiener–E. Hopf and by M.G. Krein. The problem on finite intervals, though significantly more difficult, may be solved using our method of operator identities. This method is also actively employed in inverse spectral problems, operator factorization and nonlinear integral equations. Applications of the obtained results to optimal synthesis, light scattering, diffraction, and hydrodynamics problems are discussed in this book, which also describes how the theory of operators with difference kernels is applied to stable processes and used to solve the famous M. Kac problems on stable processes. In this second edition these results are extensively generalized and include the case of all Levy processes. We present the convolution expression for the well-known Ito formula of the generator operator, a convolution expression that has proven to be fruitful. Furthermore we have added a new chapter on triangular representation, which is closely connected with previous results and includes a new important class of operators with non-trivial invariant subspaces. Numerous formulations and proofs have now been improved, and the bibliography has been updated to reflect more recent additions to the body of literature.
Book Synopsis Inverse Problems and Nonlinear Evolution Equations by : Alexander L. Sakhnovich
Download or read book Inverse Problems and Nonlinear Evolution Equations written by Alexander L. Sakhnovich and published by Walter de Gruyter. This book was released on 2013-07-31 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on the method of operator identities and related theory of S-nodes, both developed by Lev Sakhnovich. The notion of the transfer matrix function generated by the S-node plays an essential role. The authors present fundamental solutions of various important systems of differential equations using the transfer matrix function, that is, either directly in the form of the transfer matrix function or via the representation in this form of the corresponding Darboux matrix, when Bäcklund–Darboux transformations and explicit solutions are considered. The transfer matrix function representation of the fundamental solution yields solution of an inverse problem, namely, the problem to recover system from its Weyl function. Weyl theories of selfadjoint and skew-selfadjoint Dirac systems, related canonical systems, discrete Dirac systems, system auxiliary to the N-wave equation and a system rationally depending on the spectral parameter are obtained in this way. The results on direct and inverse problems are applied in turn to the study of the initial-boundary value problems for integrable (nonlinear) wave equations via inverse spectral transformation method. Evolution of the Weyl function and solution of the initial-boundary value problem in a semi-strip are derived for many important nonlinear equations. Some uniqueness and global existence results are also proved in detail using evolution formulas. The reading of the book requires only some basic knowledge of linear algebra, calculus and operator theory from the standard university courses.
Book Synopsis Contemporary Research in Elliptic PDEs and Related Topics by : Serena Dipierro
Download or read book Contemporary Research in Elliptic PDEs and Related Topics written by Serena Dipierro and published by Springer. This book was released on 2019-07-12 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects contributions from the speakers at an INdAM Intensive period held at the University of Bari in 2017. The contributions cover several aspects of partial differential equations whose development in recent years has experienced major breakthroughs in terms of both theory and applications. The topics covered include nonlocal equations, elliptic equations and systems, fully nonlinear equations, nonlinear parabolic equations, overdetermined boundary value problems, maximum principles, geometric analysis, control theory, mean field games, and bio-mathematics. The authors are trailblazers in these topics and present their work in a way that is exhaustive and clearly accessible to PhD students and early career researcher. As such, the book offers an excellent introduction to a variety of fundamental topics of contemporary investigation and inspires novel and high-quality research.
Book Synopsis Nonequilibrium Statistical Physics by : Noëlle Pottier
Download or read book Nonequilibrium Statistical Physics written by Noëlle Pottier and published by Oxford University Press. This book was released on 2009-09-18 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: While systems at equilibrium are treated in a unified manner through the partition function formalism, the statistical physics of out-of-equilibrium systems covers a large variety of situations that are often without apparent connection. This book proposes a unified perspective on the whole set of systems near equilibrium: it brings out the profound unity of the laws which govern them and gathers together a large number of results usually fragmented in the literature. The reader will find in this book a pedagogical account of the fundamental results: physical origins of irreversibility, fluctuation-dissipation theorem, Boltzmann equation, linear response, Onsager relations, transport phenomena, Langevin and Fokker-Planck equations. The book's comprehensive organization makes it valuable both as a textbook about irreversible phenomena and as a reference book for researchers.
Book Synopsis Methods of Statistical Physics by : Aleksandr Ilʹich Akhiezer
Download or read book Methods of Statistical Physics written by Aleksandr Ilʹich Akhiezer and published by Pergamon. This book was released on 1981 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods of Statistical Physics is an exposition of the tools of statistical mechanics, which evaluates the kinetic equations of classical and quantized systems. The book also analyzes the equations of macroscopic physics, such as the equations of hydrodynamics for normal and superfluid liquids and macroscopic electrodynamics. The text gives particular attention to the study of quantum systems. This study begins with a discussion of problems of quantum statistics with a detailed description of the basics of quantum mechanics along with the theory of measurement. An analysis of the asymptotic be.
Book Synopsis Lévy Processes and Stochastic Calculus by : David Applebaum
Download or read book Lévy Processes and Stochastic Calculus written by David Applebaum and published by Cambridge University Press. This book was released on 2009-04-30 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.
Book Synopsis Schrödinger Diffusion Processes by : Robert Aebi
Download or read book Schrödinger Diffusion Processes written by Robert Aebi and published by Birkhäuser. This book was released on 2011-10-04 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times. What is the "most probable" state of the cloud at intermediate times? The present book provides a general yet comprehensive discourse on Schrödinger's question. Key roles in this investigation are played by conditional diffusion processes, pairs of non-linear integral equations and interacting particles systems. The introductory first chapter gives some historical background, presents the main ideas in a rather simple discrete setting and reveals the meaning of intermediate prediction to quantum mechanics. In order to answer Schrödinger's question, the book takes three distinct approaches, dealt with in separate chapters: transformation by means of a multiplicative functional, projection by means of relative entropy, and variation of a functional associated to pairs of non-linear integral equations. The book presumes a graduate level of knowledge in mathematics or physics and represents a relevant and demanding application of today's advanced probability theory.
Book Synopsis XI Symposium on Probability and Stochastic Processes by : Ramsés H. Mena
Download or read book XI Symposium on Probability and Stochastic Processes written by Ramsés H. Mena and published by Birkhäuser. This book was released on 2015-07-17 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
Book Synopsis Fractal Geometry and Stochastics V by : Christoph Bandt
Download or read book Fractal Geometry and Stochastics V written by Christoph Bandt and published by Birkhäuser. This book was released on 2015-07-08 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects significant contributions from the fifth conference on Fractal Geometry and Stochastics held in Tabarz, Germany, in March 2014. The book is divided into five topical sections: geometric measure theory, self-similar fractals and recurrent structures, analysis and algebra on fractals, multifractal theory, and random constructions. Each part starts with a state-of-the-art survey followed by papers covering a specific aspect of the topic. The authors are leading world experts and present their topics comprehensibly and attractively. Both newcomers and specialists in the field will benefit from this book.
Book Synopsis Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) by : Kalmykov Yuri P
Download or read book Langevin Equation, The: With Applications To Stochastic Problems In Physics, Chemistry And Electrical Engineering (Fourth Edition) written by Kalmykov Yuri P and published by World Scientific. This book was released on 2017-03-22 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Lévy Matters V by : Lars Nørvang Andersen
Download or read book Lévy Matters V written by Lars Nørvang Andersen and published by Springer. This book was released on 2015-10-24 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process.
Book Synopsis Spatial Branching Processes, Random Snakes and Partial Differential Equations by : Jean-Francois Le Gall
Download or read book Spatial Branching Processes, Random Snakes and Partial Differential Equations written by Jean-Francois Le Gall and published by Birkhäuser. This book was released on 2012-12-06 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces several remarkable new probabilistic objects that combine spatial motion with a continuous branching phenomenon and are closely related to certain semilinear partial differential equations (PDE). The Brownian snake approach is used to give a powerful representation of superprocesses and also to investigate connections between superprocesses and PDEs. These are notable because almost every important probabilistic question corresponds to a significant analytic problem.
Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert
Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2009 with total page 1626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.
Book Synopsis Abstracts of Papers Presented to the American Mathematical Society by : American Mathematical Society
Download or read book Abstracts of Papers Presented to the American Mathematical Society written by American Mathematical Society and published by . This book was released on 2001 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt:
