Stochastic Exponential Growth and Lattice Gases

Download Stochastic Exponential Growth and Lattice Gases PDF Online Free

Author :
Publisher : Springer Nature
ISBN 13 : 3031111435
Total Pages : 138 pages
Book Rating : 4.0/5 (311 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Exponential Growth and Lattice Gases by : Dan Pirjol

Download or read book Stochastic Exponential Growth and Lattice Gases written by Dan Pirjol and published by Springer Nature. This book was released on 2022-09-01 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models. The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book. The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models.

Cellular Automaton Modeling of Biological Pattern Formation

Download Cellular Automaton Modeling of Biological Pattern Formation PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0817644156
Total Pages : 331 pages
Book Rating : 4.8/5 (176 download)

DOWNLOAD NOW!


Book Synopsis Cellular Automaton Modeling of Biological Pattern Formation by : Andreas Deutsch

Download or read book Cellular Automaton Modeling of Biological Pattern Formation written by Andreas Deutsch and published by Springer Science & Business Media. This book was released on 2007-12-26 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on a challenging application field of cellular automata: pattern formation in biological systems, such as the growth of microorganisms, dynamics of cellular tissue and tumors, and formation of pigment cell patterns. These phenomena, resulting from complex cellular interactions, cannot be deduced solely from experimental analysis, but can be more easily examined using mathematical models, in particular, cellular automaton models. While there are various books treating cellular automaton modeling, this interdisciplinary work is the first one covering biological applications. The book is aimed at researchers, practitioners, and students in applied mathematics, mathematical biology, computational physics, bioengineering, and computer science interested in a cellular automaton approach to biological modeling.

Stochastic Processes in Astrophysics

Download Stochastic Processes in Astrophysics PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.X/5 (2 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Processes in Astrophysics by : J. Robert Buchler

Download or read book Stochastic Processes in Astrophysics written by J. Robert Buchler and published by . This book was released on 1993 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Energy Research Abstracts

Download Energy Research Abstracts PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 1332 pages
Book Rating : 4.U/5 (183 download)

DOWNLOAD NOW!


Book Synopsis Energy Research Abstracts by :

Download or read book Energy Research Abstracts written by and published by . This book was released on 1989 with total page 1332 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Diffusion and Defect Data

Download Diffusion and Defect Data PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 968 pages
Book Rating : 4.E/5 ( download)

DOWNLOAD NOW!


Book Synopsis Diffusion and Defect Data by :

Download or read book Diffusion and Defect Data written by and published by . This book was released on 1990 with total page 968 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Lattice-Gas Cellular Automata and Lattice Boltzmann Models

Download Lattice-Gas Cellular Automata and Lattice Boltzmann Models PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3540465863
Total Pages : 320 pages
Book Rating : 4.5/5 (44 download)

DOWNLOAD NOW!


Book Synopsis Lattice-Gas Cellular Automata and Lattice Boltzmann Models by : Dieter A. Wolf-Gladrow

Download or read book Lattice-Gas Cellular Automata and Lattice Boltzmann Models written by Dieter A. Wolf-Gladrow and published by Springer. This book was released on 2004-10-19 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lattice-gas cellular automata (LGCA) and lattice Boltzmann models (LBM) are relatively new and promising methods for the numerical solution of nonlinear partial differential equations. The book provides an introduction for graduate students and researchers. Working knowledge of calculus is required and experience in PDEs and fluid dynamics is recommended. Some peculiarities of cellular automata are outlined in Chapter 2. The properties of various LGCA and special coding techniques are discussed in Chapter 3. Concepts from statistical mechanics (Chapter 4) provide the necessary theoretical background for LGCA and LBM. The properties of lattice Boltzmann models and a method for their construction are presented in Chapter 5.

The Random-Cluster Model

Download The Random-Cluster Model PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3540328912
Total Pages : 392 pages
Book Rating : 4.5/5 (43 download)

DOWNLOAD NOW!


Book Synopsis The Random-Cluster Model by : Geoffrey R. Grimmett

Download or read book The Random-Cluster Model written by Geoffrey R. Grimmett and published by Springer Science & Business Media. This book was released on 2006-12-13 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The random-cluster model has emerged as a key tool in the mathematical study of ferromagnetism. It may be viewed as an extension of percolation to include Ising and Potts models, and its analysis is a mix of arguments from probability and geometry. The Random-Cluster Model contains accounts of the subcritical and supercritical phases, together with clear statements of important open problems. The book includes treatment of the first-order (discontinuous) phase transition.

Stochastic Spatial Processes

Download Stochastic Spatial Processes PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3540470530
Total Pages : 320 pages
Book Rating : 4.5/5 (44 download)

DOWNLOAD NOW!


Book Synopsis Stochastic Spatial Processes by : Petre Tautu

Download or read book Stochastic Spatial Processes written by Petre Tautu and published by Springer. This book was released on 2006-11-14 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984

Polygons, Polyominoes and Polycubes

Download Polygons, Polyominoes and Polycubes PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1402099266
Total Pages : 500 pages
Book Rating : 4.4/5 (2 download)

DOWNLOAD NOW!


Book Synopsis Polygons, Polyominoes and Polycubes by : A. J. Guttmann

Download or read book Polygons, Polyominoes and Polycubes written by A. J. Guttmann and published by Springer Science & Business Media. This book was released on 2009-05-18 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of counting the number of self-avoiding polygons on a square grid, - therbytheirperimeterortheirenclosedarea,is aproblemthatis soeasytostate that, at ?rst sight, it seems surprising that it hasn’t been solved. It is however perhaps the simplest member of a large class of such problems that have resisted all attempts at their exact solution. These are all problems that are easy to state and look as if they should be solvable. They include percolation, in its various forms, the Ising model of ferromagnetism, polyomino enumeration, Potts models and many others. These models are of intrinsic interest to mathematicians and mathematical physicists, but can also be applied to many other areas, including economics, the social sciences, the biological sciences and even to traf?c models. It is the widespread applicab- ity of these models to interesting phenomena that makes them so deserving of our attention. Here however we restrict our attention to the mathematical aspects. Here we are concerned with collecting together most of what is known about polygons, and the closely related problems of polyominoes. We describe what is known, taking care to distinguish between what has been proved, and what is c- tainlytrue,but has notbeenproved. Theearlierchaptersfocusonwhatis knownand on why the problems have not been solved, culminating in a proof of unsolvability, in a certain sense. The next chapters describe a range of numerical and theoretical methods and tools for extracting as much information about the problem as possible, in some cases permittingexactconjecturesto be made.

Essentials of Stochastic Processes

Download Essentials of Stochastic Processes PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319456148
Total Pages : 282 pages
Book Rating : 4.3/5 (194 download)

DOWNLOAD NOW!


Book Synopsis Essentials of Stochastic Processes by : Richard Durrett

Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.

Mathematical Reviews

Download Mathematical Reviews PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 1852 pages
Book Rating : 4.X/5 (6 download)

DOWNLOAD NOW!


Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1852 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nuclear Science Abstracts

Download Nuclear Science Abstracts PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 516 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!


Book Synopsis Nuclear Science Abstracts by :

Download or read book Nuclear Science Abstracts written by and published by . This book was released on 1973 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dissertation Abstracts International

Download Dissertation Abstracts International PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 820 pages
Book Rating : 4.3/5 (91 download)

DOWNLOAD NOW!


Book Synopsis Dissertation Abstracts International by :

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2004 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probabilistic Cellular Automata

Download Probabilistic Cellular Automata PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319655582
Total Pages : 350 pages
Book Rating : 4.3/5 (196 download)

DOWNLOAD NOW!


Book Synopsis Probabilistic Cellular Automata by : Pierre-Yves Louis

Download or read book Probabilistic Cellular Automata written by Pierre-Yves Louis and published by Springer. This book was released on 2018-02-21 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science. PCA are extensions of the well-known Cellular Automata models of complex systems, characterized by random updating rules. Thanks to their probabilistic component, PCA offer flexible computing tools for complex numerical constructions, and realistic simulation tools for phenomena driven by interactions among a large number of neighboring structures. PCA are currently being used in various fields, ranging from pure probability to the social sciences and including a wealth of scientific and technological applications. This situation has produced a highly diversified pool of theoreticians, developers and practitioners whose interaction is highly desirable but can be hampered by differences in jargon and focus. This book – just as the workshop on which it is based – is an attempt to overcome these difference and foster interest among newcomers and interaction between practitioners from different fields. It is not intended as a treatise, but rather as a gentle introduction to the role and relevance of PCA technology, illustrated with a number of applications in probability, statistical mechanics, computer science, the natural sciences and dynamical systems. As such, it will be of interest to students and non-specialists looking to enter the field and to explore its challenges and open issues.

Probability Theory and Stochastic Processes with Applications (Second Edition)

Download Probability Theory and Stochastic Processes with Applications (Second Edition) PDF Online Free

Author :
Publisher : World Scientific Publishing Company
ISBN 13 : 9789813109490
Total Pages : 500 pages
Book Rating : 4.1/5 (94 download)

DOWNLOAD NOW!


Book Synopsis Probability Theory and Stochastic Processes with Applications (Second Edition) by : Oliver Knill

Download or read book Probability Theory and Stochastic Processes with Applications (Second Edition) written by Oliver Knill and published by World Scientific Publishing Company. This book was released on 2017-01-31 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.

Probability on Graphs

Download Probability on Graphs PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1108542999
Total Pages : 279 pages
Book Rating : 4.1/5 (85 download)

DOWNLOAD NOW!


Book Synopsis Probability on Graphs by : Geoffrey Grimmett

Download or read book Probability on Graphs written by Geoffrey Grimmett and published by Cambridge University Press. This book was released on 2018-01-25 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. This new edition features accounts of major recent progress, including the exact value of the connective constant of the hexagonal lattice, and the critical point of the random-cluster model on the square lattice. The choice of topics is strongly motivated by modern applications, and focuses on areas that merit further research. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.

Emergent Nature: Patterns, Growth And Scaling In The Sciences

Download Emergent Nature: Patterns, Growth And Scaling In The Sciences PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 9814488879
Total Pages : 458 pages
Book Rating : 4.8/5 (144 download)

DOWNLOAD NOW!


Book Synopsis Emergent Nature: Patterns, Growth And Scaling In The Sciences by : Miroslav M Novak

Download or read book Emergent Nature: Patterns, Growth And Scaling In The Sciences written by Miroslav M Novak and published by World Scientific. This book was released on 2002-02-04 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, based on presentations made at the international conference Fractals 2002, is of interest to everyone in the general field of nonlinear dynamics. The abundance of papers from numerous disciplines makes it exciting reading and provides a unifying thread through the topics, such as ray tracing, structure of peptides, modeling fractal surfaces, cancer growth, macaque monkey cortical neurons, occurrence of earthquakes, and patterns of the World Wide Web.