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Author : Francis X. Diebold
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.3/5 ( download)
Download or read book Random Walks Versus Fractional Integration written by Francis X. Diebold and published by . This book was released on 1988 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Clive William John Granger
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (192 download)
Download or read book Random Walks Versus Fractional Integration written by Clive William John Granger and published by . This book was released on 1988 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Dumitru Baleanu
Publisher : World Scientific
ISBN 13 : 9814355216
Total Pages : 426 pages
Book Rating : 4.8/5 (143 download)
Download or read book Fractional Calculus written by Dumitru Baleanu and published by World Scientific. This book was released on 2012 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of fractional calculus and its applications (that is, convolution-type pseudo-differential operators including integrals and derivatives of any arbitrary real or complex order) has gained considerable popularity and importance during the past three decades or so, mainly due to its applications in diverse fields of science and engineering. These operators have been used to model problems with anomalous dynamics, however, they also are an effective tool as filters and controllers, and they can be applied to write complicated functions in terms of fractional integrals or derivatives of elementary functions, and so on. This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models. All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book was written with a trade-off in mind between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. Numerical code is also provided.
Author : Oliver C. Ibe
Publisher : John Wiley & Sons
ISBN 13 : 1118618092
Total Pages : 280 pages
Book Rating : 4.1/5 (186 download)
Download or read book Elements of Random Walk and Diffusion Processes written by Oliver C. Ibe and published by John Wiley & Sons. This book was released on 2013-09-23 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes. With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features: Basic concepts in probability, an overview of stochastic and fractional processes, and elements of graph theory Numerous practical applications of random walk across various disciplines, including how to model stock prices and gambling, describe the statistical properties of genetic drift, and simplify the random movement of molecules in liquids and gases Examples of the real-world applicability of random walk such as node movement and node failure in wireless networking, the size of the Web in computer science, and polymers in physics Plentiful examples and exercises throughout that illustrate the solution of many practical problems Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.
Author : Juan J Trujillo
Publisher : World Scientific
ISBN 13 : 9813140054
Total Pages : 477 pages
Book Rating : 4.8/5 (131 download)
Download or read book Fractional Calculus: Models And Numerical Methods (Second Edition) written by Juan J Trujillo and published by World Scientific. This book was released on 2016-09-15 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models.All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice.The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.
Author : B. Raj
Publisher : Springer Science & Business Media
ISBN 13 : 9401578192
Total Pages : 207 pages
Book Rating : 4.4/5 (15 download)
Download or read book Advances in Econometrics and Modelling written by B. Raj and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: During 1985-86, the acquisition editor for the humanities and social sciences division of Kluwer Academic Publishers in the Netherlands visited the University of Horida (where I was also visiting while on sabbatical leave from Wilfrid Laurier University as the McKethan-Matherly Senior Research Fellow) to discuss publishing plans of the faculty. He expressed a keen interest in publishing the proceedings of the conference of the Canadian Econometric Study Group (CESG) that was to be held the following year at WLU. This volume is the end product of his interest, endurance, and persistence. But for his persistence I would have given up on th~ project Most of the papers (though not all) included in this volume are based on presentations at CESG conferences. In some cases scholars were invited to contribute to this volume where their research complimented those presented at these conferences even though they were not conference participants. Since papers selected for presentation at the CESG conferences are generally the finished product of scholarly research and often under submission to refereed journals, it was not possible to publish the conference proceedings in their entirety. Accordingly it was decided, in consultation with the publisher, to invite a select list of authors to submit significant extensions of the papers they presented at the CESG conferences for inclusion in this volume. The editor wishes to express gratitude to all those authors who submitted their papers for evaluation by anonymous referees and for making revisions to conform to our editorial process.
Author : Francesco Mainardi
Publisher : MDPI
ISBN 13 : 3038972061
Total Pages : 209 pages
Book Rating : 4.0/5 (389 download)
Download or read book Fractional Calculus: Theory and Applications written by Francesco Mainardi and published by MDPI. This book was released on 2018-09-20 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Fractional Calculus: Theory and Applications" that was published in Mathematics
Author : Johannes Elschner
Publisher : Birkhäuser
ISBN 13 : 3034882769
Total Pages : 530 pages
Book Rating : 4.0/5 (348 download)
Download or read book Problems and Methods in Mathematical Physics written by Johannes Elschner and published by Birkhäuser. This book was released on 2012-12-06 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the proceedings of the 11th Conference on Problems and Methods in Mathematical Physics (11th TMP), held in Chemnitz, March 25-28, 1999. The conference was dedicated to the memory of Siegfried Prössdorf, who made important contributions to the theory and numerical analysis of operator equations and their applications in mathematical physics and mechanics. The main part of the book comprises original research papers. The topics are ranging from integral and pseudodifferential equations, boundary value problems, operator theory, boundary element and wavelet methods, approximation theory and inverse problems to various concrete problems and applications in physics and engineering, and reflect Prössdorf's broad spectrum of research activities. The volume also contains articles describing the life and mathematical achievements of Siegfried Prössdorf and includes a list of his publications. The book is addressed to a wide audience in the mathematical and engineering sciences.
Author : Serguei Popov
Publisher : Cambridge University Press
ISBN 13 : 1108472451
Total Pages : 224 pages
Book Rating : 4.1/5 (84 download)
Download or read book Two-Dimensional Random Walk written by Serguei Popov and published by Cambridge University Press. This book was released on 2021-03-18 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
Author : Vasily E. Tarasov
Publisher : Springer Science & Business Media
ISBN 13 : 3642140033
Total Pages : 504 pages
Book Rating : 4.6/5 (421 download)
Download or read book Fractional Dynamics written by Vasily E. Tarasov and published by Springer Science & Business Media. This book was released on 2011-01-04 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media" presents applications of fractional calculus, integral and differential equations of non-integer orders in describing systems with long-time memory, non-local spatial and fractal properties. Mathematical models of fractal media and distributions, generalized dynamical systems and discrete maps, non-local statistical mechanics and kinetics, dynamics of open quantum systems, the hydrodynamics and electrodynamics of complex media with non-local properties and memory are considered. This book is intended to meet the needs of scientists and graduate students in physics, mechanics and applied mathematics who are interested in electrodynamics, statistical and condensed matter physics, quantum dynamics, complex media theories and kinetics, discrete maps and lattice models, and nonlinear dynamics and chaos. Dr. Vasily E. Tarasov is a Senior Research Associate at Nuclear Physics Institute of Moscow State University and an Associate Professor at Applied Mathematics and Physics Department of Moscow Aviation Institute.
Author : Ninghu Su
Publisher : CRC Press
ISBN 13 : 1351032410
Total Pages : 340 pages
Book Rating : 4.3/5 (51 download)
Download or read book Fractional Calculus for Hydrology, Soil Science and Geomechanics written by Ninghu Su and published by CRC Press. This book was released on 2020-11-02 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an unique integrated treatise, on the concepts of fractional calculus as models with applications in hydrology, soil science and geomechanics. The models are primarily fractional partial differential equations (fPDEs), and in limited cases, fractional differential equations (fDEs). It develops and applies relevant fPDEs and fDEs mainly to water flow and solute transport in porous media and overland, and in some cases, to concurrent flow and energy transfer. It is an integrated resource with theory and applications for those interested in hydrology, hydraulics and fluid mechanics. The self-contained book summaries the fundamentals for porous media and essential mathematics with extensive references supporting the development of the model and applications.
Author : H.K. Moffatt
Publisher : Springer Science & Business Media
ISBN 13 : 9401735506
Total Pages : 597 pages
Book Rating : 4.4/5 (17 download)
Download or read book Topological Aspects of the Dynamics of Fluids and Plasmas written by H.K. Moffatt and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers arising out of the program of the Institute for Theoretical Physics (ITP) of the University of California at Santa Bar bara, August-December 1991, on the subject "Topological Fluid Dynamics". The first group of papers cover the lectures on Knot Theory, Relaxation un der Topological Constraints, Kinematics of Stretching, and Fast Dynamo Theory presented at the initial Pedagogical Workshop of the program. The remaining papers were presented at the subsequent NATO Advanced Re search Workshop or were written during the course of the program. We wish to acknowledge the support of the NATO Science Committee in making this workshop possible. The scope of "Topological Fluid Dynamics" was defined by an earlier Symposium of the International Union of Theoretical and Applied Mechan ics (IUTAM) held in Cambridge, England in August, 1989, the Proceedings of which were published (Eds. H.K. Moffatt and A. Tsinober) by Cambridge University Press in 1990. The proposal to hold an ITP program on this sub ject emerged from that Symposium, and we are grateful to John Greene and Charlie Kennel at whose encouragement the original proposal was formu lated. Topological fluid dynamics covers a range of problems, particularly those involving vortex tubes and/or magnetic flux tubes in nearly ideal fluids, for which topological structures can be identified and to some extent quantified.
Author : J. Klafter
Publisher : Oxford University Press
ISBN 13 : 0199234868
Total Pages : 161 pages
Book Rating : 4.1/5 (992 download)
Download or read book First Steps in Random Walks written by J. Klafter and published by Oxford University Press. This book was released on 2011-08-18 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology and other disciplines. The book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.
Author : Alexander Iomin
Publisher : World Scientific
ISBN 13 : 9813273453
Total Pages : 246 pages
Book Rating : 4.8/5 (132 download)
Download or read book Fractional Dynamics In Comb-like Structures written by Alexander Iomin and published by World Scientific. This book was released on 2018-08-28 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random walks often provide the underlying mesoscopic mechanism for transport phenomena in physics, chemistry and biology. In particular, anomalous transport in branched structures has attracted considerable attention. Combs are simple caricatures of various types of natural branched structures that belong to the category of loopless graphs. The comb model was introduced to understand anomalous transport in percolation clusters. Comb-like models have been widely adopted to describe kinetic processes in various experimental applications in medical physics and biophysics, chemistry of polymers, semiconductors, and many other interdisciplinary applications.The authors present a random walk description of the transport in specific comb geometries, ranging from simple random walks on comb structures, which provide a geometrical explanation of anomalous diffusion, to more complex types of random walks, such as non-Markovian continuous-time random walks. The simplicity of comb models allows to perform a rigorous analysis and to obtain exact analytical results for various types of random walks and reaction-transport processes.
Author : Robert L Dewar
Publisher : World Scientific
ISBN 13 : 981446757X
Total Pages : 399 pages
Book Rating : 4.8/5 (144 download)
Download or read book Complex Physical, Biophysical And Econophysical Systems - Proceedings Of The 22nd Canberra International Physics Summer School written by Robert L Dewar and published by World Scientific. This book was released on 2010-03-09 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book arose from a conference organized under the auspices of the Australian Research Council's Complex Open Systems Research Network (which has become the most prominent for complex systems in the world — just Google “complex systems network”), the ANU Centre for Complex Systems, and the Asia-Pacific Center for Theoretical Physics. The book is unique in the scope of its coverage of applications of complex systems science: Extraterrestrial — astrophysical, solar and space plasmas; Earth System — climate, ecosystems; Human systems — brain dynamics, social networks, financial statistics, advanced technologies.It also presents up-to-date discussions of new theoretical approaches, in particular those based on entropy and entropy production maximization, a field still under development but with much promise for providing a much-needed unifying principle for complex systems science.The authors are at the forefront of their fields, and organized their chapters to effectively bring out common features of complex systems. A comprehensive and common lexicon of keywords has been used to unify indexing, thus making the book an invaluable introduction to anyone seeking an overview of complex systems science.
Author : Cheng F. Lee
Publisher : Center for PBBEFR & Ainosco Press
ISBN 13 : 9866286762
Total Pages : pages
Book Rating : 4.8/5 (662 download)
Download or read book Advances in Investment Analysis and Portfolio Management (New Series) Vol．10 written by Cheng F. Lee and published by Center for PBBEFR & Ainosco Press. This book was released on 2020-12-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.
Author : Ivan Dimov
Publisher : Springer
ISBN 13 : 3642415156
Total Pages : 583 pages
Book Rating : 4.6/5 (424 download)
Download or read book Numerical Analysis and Its Applications written by Ivan Dimov and published by Springer. This book was released on 2013-10-01 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes thoroughly revised selected papers of the 5th International Conference on Numerical Analysis and Its Applications, NAA 2012, held in Lozenetz, Bulgaria, in June 2012. The 65 revised papers presented were carefully reviewed and selected from various submissions. The papers cover a broad area of topics of interest such as numerical approximation and computational geometry; numerical linear algebra and numerical solution of transcendental equation; numerical methods for differential equations; numerical stochastics, numerical modeling; and high performance scientific computing.
