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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 elucida...
This introduction to multiscale methods gives you a broad overview of the methods’ many uses and applications. The book begins by setting the theoretical foundations of the methods and then moves on to develop models and prove theorems. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable you to build your own skills and put them into practice. Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter.With the exception of Chapter One, all chapters are supplemented with exercises.
Frank Wilczek is one of the foremost theoretical physicists of the past half-century. He has made several fundamental contributions that shape our understanding of high energy physics, cosmology, condensed matter physics, and statistical physics. In all these fields his many discoveries continue to play a key role in shaping the direction of modern theoretical physics.Among Wilczek's major achievements is the discovery of asymptotic freedom, which predicts and explains the ultraviolet behavior of non-abelian gauge theories. The axion, which he co-discovered and named, has emerged as the prevalent candidate for explaining the origin of dark matter in the Universe. His invention of color-flavo...
This is a collection of topical survey articles by researchers in the fields of applied analysis and probability theory, working on the mathematical description of growth phenomena. Particular emphasis is given to the interplay of the usually separate fields of applied analysis and probability theory.
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
The main part of this book describes the first semester of the existence of a successful and now highly popular program for elementary school students at the Berkeley Math Circle. The topics discussed in the book introduce the participants to the basics of many important areas of modern mathematics, including logic, symmetry, probability theory, knot theory, cryptography, fractals, and number theory. Each chapter in the first part of this book consists of two parts. It starts with generously illustrated sets of problems and hands-on activities. This part is addressed to young readers who can try to solve problems on their own or to discuss them with adults. The second part of each chapter is...
Moscow has a rich tradition of successful math circles, to the extent that many other circles are modeled on them. This book presents materials used during the course of one year in a math circle organized by mathematics faculty at Moscow State University, and also used at the mathematics magnet school known as Moscow School Number 57. Each problem set has a similar structure: it combines review material with a new topic, offering problems in a range of difficulty levels. This time-tested pattern has proved its effectiveness in engaging all students and helping them master new material while building on earlier knowledge. The introduction describes in detail how the math circles at Moscow St...
Early middle school is a great time for children to start their mathematical circle education. This time is a period of curiosity and openness to learning. The thinking habits and study skills acquired by children at this age stay with them for a lifetime. Mathematical circles, with their question-driven approach and emphasis on creative problem-solving, have been rapidly gaining popularity in the United States. The circles expose children to the type of mathematics that stimulates development of logical thinking, creativity, analytical abilities and mathematical reasoning. These skills, while scarcely touched upon at school, are in high demand in the modern world. This book contains everyth...
Most materials used in contemporary life and industry are heterogeneous (composites) and multicomponent, possessing a rich and complex internal structure. This internal structure, or microstructure, plays a key role in understanding and controlling the continuum behavior, or macroscopic, of a wide variety of materials. The modeling process is a critical tool for scientists and engineers studying the analysis and experimentation for the micromechanics and behavior of these materials. "Heterogeneous Media" is a critical, in-depth edited survey of the major topics surrounding the modeling and analysis of problems in micromechanics of multicomponent systems, including conceptual and practical as...
This volume is mainly concerned with a systematic development of the theory of plasmas, the authority being firmly rooted in the pioneering work of Landau. Corresponding results are also given for partially ionized plasmas, relativistic plasmas, degenerate or non-ideal plasmas and solid state plasmas.