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Random Walk And The Heat Equation
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Book Synopsis Random Walk and the Heat Equation by : Gregory F. Lawler
Download or read book Random Walk and the Heat Equation written by Gregory F. Lawler and published by American Mathematical Soc.. This book was released on 2010-11-22 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Book Synopsis The Parabolic Anderson Model by : Wolfgang König
Download or read book The Parabolic Anderson Model written by Wolfgang König and published by Birkhäuser. This book was released on 2016-06-30 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Random Walks and Heat Kernels on Graphs by : M. T. Barlow
Download or read book Random Walks and Heat Kernels on Graphs written by M. T. Barlow and published by Cambridge University Press. This book was released on 2017-02-23 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Useful but hard-to-find results enrich this introduction to the analytic study of random walks on infinite graphs.
Book Synopsis Stochastic Tools in Mathematics and Science by : Alexandre J Chorin
Download or read book Stochastic Tools in Mathematics and Science written by Alexandre J Chorin and published by Springer Science & Business Media. This book was released on 2005-11-29 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
Book Synopsis Partial Differential Equations of Applied Mathematics by : Erich Zauderer
Download or read book Partial Differential Equations of Applied Mathematics written by Erich Zauderer and published by Wiley-Interscience. This book was released on 1998-08-04 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The only comprehensive guide to modeling, characterizing, and solving partial differential equations This classic text by Erich Zauderer provides a comprehensive account of partial differential equations and their applications. Dr. Zauderer develops mathematical models that give rise to partial differential equations and describes classical and modern solution techniques. With an emphasis on practical applications, he makes liberal use of real-world examples, explores both linear and nonlinear problems, and provides approximate as well as exact solutions. He also describes approximation methods for simplifying complicated solutions and for solving linear and nonlinear problems not readily solved by standard methods. The book begins with a demonstration of how the three basic types of equations (parabolic, hyperbolic, and elliptic) can be derived from random walk models. It continues in a less statistical vein to cover an exceptionally broad range of topics, including stabilities, singularities, transform methods, the use of Green's functions, and perturbation and asymptotic treatments. Features that set Partial Differential Equations of Applied Mathematics, Second Edition above all other texts in the field include: Coverage of random walk problems, discontinuous and singular solutions, and perturbation and asymptotic methods More than 800 practice exercises, many of which are fully worked out Numerous up-to-date examples from engineering and the physical sciences Partial Differential Equations of Applied Mathematics, Second Edition is a superior advanced-undergraduate to graduate-level text for students in engineering, the sciences, and applied mathematics. The title is also a valuable working resource for professionals in these fields. Dr. Zauderer received his doctorate in mathematics from the New York University-Courant Institute. Prior to joining the staff of Polytechnic University, he was a Senior Weitzmann Fellow of the Weitzmann Institute of Science in Rehovot, Israel.
Book Synopsis Random Walks and Diffusion by : Open University Course Team
Download or read book Random Walks and Diffusion written by Open University Course Team and published by . This book was released on 2009-10-21 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This block explores the diffusion equation which is most commonly encountered in discussions of the flow of heat and of molecules moving in liquids, but diffusion equations arise from many different areas of applied mathematics. As well as considering the solutions of diffusion equations in detail, we also discuss the microscopic mechanism underlying the diffusion equation, namely that particles of matter or heat move erratically. This involves a discussion of elementary probability and statistics, which are used to develop a description of random walk processes and of the central limit theorem. These concepts are used to show that if particles follow random walk trajectories, their density obeys the diffusion equation.
Book Synopsis Partial Differential Equations in Action by : Sandro Salsa
Download or read book Partial Differential Equations in Action written by Sandro Salsa and published by Springer. This book was released on 2015-04-24 with total page 701 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear boundary and initial-boundary value problems.
Book Synopsis Transformations of Materials by : Dimitri D Vvedensky
Download or read book Transformations of Materials written by Dimitri D Vvedensky and published by Morgan & Claypool Publishers. This book was released on 2019-09-30 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Phase transformations are among the most intriguing and technologically useful phenomena in materials, particularly with regard to controlling microstructure. After a review of thermodynamics, this book has chapters on Brownian motion and the diffusion equation, diffusion in solids based on transition-state theory, spinodal decomposition, nucleation and growth, instabilities in solidification, and diffusionless transformations. Each chapter includes exercises whose solutions are available in a separate manual. This book is based on the notes from a graduate course taught in the Centre for Doctoral Training in the Theory and Simulation of Materials. The course was attended by students with undergraduate degrees in physics, mathematics, chemistry, materials science, and engineering. The notes from this course, and this book, were written to accommodate these diverse backgrounds.
Download or read book The Heat Equation written by D. V. Widder and published by Academic Press. This book was released on 1976-01-22 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Heat Equation
Book Synopsis Finite Difference Computing with PDEs by : Hans Petter Langtangen
Download or read book Finite Difference Computing with PDEs written by Hans Petter Langtangen and published by Springer. This book was released on 2017-06-21 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is open access under a CC BY 4.0 license. This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology.
Book Synopsis Random Walks on Boundary for Solving PDEs by : Karl K. Sabelfeld
Download or read book Random Walks on Boundary for Solving PDEs written by Karl K. Sabelfeld and published by Walter de Gruyter. This book was released on 2013-07-05 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph presents new probabilistic representations for classical boundary value problems of mathematical physics and is the first book devoted to the walk on boundary algorithms. Compared to the well-known Wiener and diffusion path integrals, the trajectories of random walks in this publication are simlated on the boundary of the domain as Markov chains generated by the kernels of the boundary integral equations equivalent to the original boundary value problem. The book opens with an introduction for solving the interior and exterior boundary values for the Laplace and heat equations, which is followed by applying this method to all main boundary value problems of the potential and elasticity theories.
Book Synopsis Stochastic Processes and Applications by : Grigorios A. Pavliotis
Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Book Synopsis Partial Differential Equations by : Walter A. Strauss
Download or read book Partial Differential Equations written by Walter A. Strauss and published by John Wiley & Sons. This book was released on 2007-12-21 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.
Book Synopsis A Minicourse on Stochastic Partial Differential Equations by : Robert C. Dalang
Download or read book A Minicourse on Stochastic Partial Differential Equations written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2009 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Book Synopsis Introduction to Heat Potential Theory by : N. A. Watson
Download or read book Introduction to Heat Potential Theory written by N. A. Watson and published by American Mathematical Soc.. This book was released on 2012 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first to be devoted entirely to the potential theory of the heat equation, and thus deals with time dependent potential theory. Its purpose is to give a logical, mathematically precise introduction to a subject where previously many proofs were not written in detail, due to their similarity with those of the potential theory of Laplace's equation. The approach to subtemperatures is a recent one, based on the Poisson integral representation of temperatures on a circular cylinder. Characterizations of subtemperatures in terms of heat balls and modified heat balls are proved, and thermal capacity is studied in detail. The generalized Dirichlet problem on arbitrary open sets is given a treatment that reflects its distinctive nature for an equation of parabolic type. Also included is some new material on caloric measure for arbitrary open sets. Each chapter concludes with bibliographical notes and open questions. The reader should have a good background in the calculus of functions of several variables, in the limiting processes and inequalities of analysis, in measure theory, and in general topology for Chapter 9.
Book Synopsis Nonlocal Diffusion Problems by : Fuensanta Andreu-Vaillo
Download or read book Nonlocal Diffusion Problems written by Fuensanta Andreu-Vaillo and published by American Mathematical Soc.. This book was released on 2010 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlocal diffusion problems arise in a wide variety of applications, including biology, image processing, particle systems, coagulation models, and mathematical finance. These types of problems are also of great interest for their purely mathematical content. This book presents recent results on nonlocal evolution equations with different boundary conditions, starting with the linear theory and moving to nonlinear cases, including two nonlocal models for the evolution of sandpiles. Both existence and uniqueness of solutions are considered, as well as their asymptotic behaviour. Moreover, the authors present results concerning limits of solutions of the nonlocal equations as a rescaling parameter tends to zero. With these limit procedures the most frequently used diffusion models are recovered: the heat equation, the $p$-Laplacian evolution equation, the porous media equation, the total variation flow, a convection-diffusion equation and the local models for the evolution of sandpiles due to Aronsson-Evans-Wu and Prigozhin. Readers are assumed to be familiar with the basic concepts and techniques of functional analysis and partial differential equations. The text is otherwise self-contained, with the exposition emphasizing an intuitive understanding and results given with full proofs. It is suitable for graduate students or researchers. The authors cover a subject that has received a great deal of attention in recent years. The book is intended as a reference tool for a general audience in analysis and PDEs, including mathematicians, engineers, physicists, biologists, and others interested in nonlocal diffusion problems.
Book Synopsis Mathematical Biology by : James D. Murray
Download or read book Mathematical Biology written by James D. Murray and published by Springer Science & Business Media. This book was released on 2007-06-12 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Biology is a richly illustrated textbook in an exciting and fast growing field. Providing an in-depth look at the practical use of math modeling, it features exercises throughout that are drawn from a variety of bioscientific disciplines - population biology, developmental biology, physiology, epidemiology, and evolution, among others. It maintains a consistent level throughout so that graduate students can use it to gain a foothold into this dynamic research area.
