Nonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating and random appearing data are most likely driven by random or deterministic dynamic forces. It joins the chorus of voices recommending 'getting to know your data' as an essential preliminary evidentiary step in modelling. Time series are often highly fluctuating with a random appearance. Observed volatility is commonly attributed to exogenous random shocks to stable real-world systems. However, breakthroughs in nonlinear dynamics raise another possibility: highly complex dynamics can emerge endogenously from astoundingly parsimonious deterministic nonlinear models. Nonlinear Time Series Analysis (NLTS) is a collection of empirical tools designed to aid practitioners detect whether stochastic or deterministic dynamics most likely drive observed complexity. Practitioners become 'data detectives' accumulating hard empirical evidence supporting their modelling approach. This book is targeted to professionals and graduate students in engineering and the biophysical and social sciences. Its major objectives are to help non-mathematicians - with limited knowledge of nonlinear dynamics - to become operational in NLTS; and in this way to pave the way for NLTS to be adopted in the conventional empirical toolbox and core coursework of the targeted disciplines. Consistent with modern trends in university instruction, the book makes readers active learners with hands-on computer experiments in R code directing them through NLTS methods and helping them understand the underlying logic (please see www.marco.bittelli.com). The computer code is explained in detail so that readers can adjust it for use in their own work. The book also provides readers with an explicit framework - condensed from sound empirical practices recommended in the literature - that details a step-by-step procedure for applying NLTS in real-world data diagnostics.

Addressing the question how to "sum" a power series in one variable when it diverges, that is, how to attach to it analytic functions, the volume gives answers by presenting and comparing the various theories of k-summability and multisummability. These theories apply in particular to all solutions of ordinary differential equations. The volume includes applications, examples and revisits, from a cohomological point of view, the group of tangent-to-identity germs of diffeomorphisms of C studied in volume 1. With a view to applying the theories to solutions of differential equations, a detailed survey of linear ordinary differential equations is provided, which includes Gevrey asymptotic expansions, Newton polygons, index theorems and Sibuya's proof of the meromorphic classification theorem that characterizes the Stokes phenomenon for linear differential equations. This volume is the second in a series of three, entitled Divergent Series, Summability and Resurgence. It is aimed at graduate students and researchers in mathematics and theoretical physics who are interested in divergent series, Although closely related to the other two volumes, it can be read independently.

This monograph, "Non-linear Cooperative Effects in Open Quantum Systems: Entanglement and Second Order Coherence" is dedicated to the large auditory of specialists interested in the modern approaches in quantum open systems, cooperative phenomena between excited atoms and the field of the non-linear interaction. Special attention is dedicated to the problems of non-linear interaction with vacuum fields and thermostat with finite temperature, but quantum aspects of laser generation of light in non-linear interaction with finite numbers of cavity modes remain the center of attention. In many situations, the limit to the traditional cooperative phenomena of open quantum systems and thermodynamics are taken into consideration. As the book contains the class of non-linear effects of generations of the particle in such cooperative phenomena, the author's aim was to describe squeezed problems and affect entanglement between the generation photons and phonons in cooperative processes. The new phenomenon of cooperative emission in the single- and two-quantum processes are carefully described for large audiences of specialists in the field of quantum optics and condensed matter physics, chemistry and biology.

This primer offers readers an introduction to the central concepts that form our modern understanding of complex and emergent behavior, together with detailed coverage of accompanying mathematical methods. All calculations are presented step by step and are easy to follow. This new fourth edition has been fully reorganized and includes new chapters, figures and exercises. The core aspects of modern complex system sciences are presented in the first chapters, covering network theory, dynamical systems, bifurcation and catastrophe theory, chaos and adaptive processes, together with the principle of self-organization in reaction-diffusion systems and social animals. Modern information theoretical principles are treated in further chapters, together with the concept of self-organized criticality, gene regulation networks, hypercycles and coevolutionary avalanches, synchronization phenomena, absorbing phase transitions and the cognitive system approach to the brain. Technical course prerequisites are the standard mathematical tools for an advanced undergraduate course in the natural sciences or engineering. Each chapter includes exercises and suggestions for further reading, and the solutions to all exercises are provided in the last chapter. From the reviews of previous editions: This is a very interesting introductory book written for a broad audience of graduate students in natural sciences and engineering. It can be equally well used both for teac hing and self-education. Very well structured and every topic is illustrated with simple and motivating examples. This is a true guidebook to the world of complex nonlinear phenomena. (Ilya Pavlyukevich, Zentralblatt MATH, Vol. 1146, 2008) Claudius Gros' Complex and Adaptive Dynamical Systems: A Primer is a welcome addition to the literature. A particular strength of the book is its emphasis on analytical techniques for studying complex systems. (David P. Feldman, Physics Today, July, 2009).

The best parts of physics are the last topics that our students ever see. These are the exciting new frontiers of nonlinear and complex systems that are at the forefront of university research and are the basis of many high-tech businesses. Topics such as traffic on the World Wide Web, the spread of epidemics through globally-mobile populations, or the synchronization of global economies are governed by universal principles just as profound as Newton's laws. Nonetheless, the conventional university physics curriculum reserves most of these topics for advanced graduate study. Two justifications are given for this situation: first, that the mathematical tools needed to understand these topics are beyond the skill set of undergraduate students, and second, that these are speciality topics with no common theme and little overlap. Introduction to Modern Dynamics dispels these myths. The structure of this book combines the three main topics of modern dynamics - chaos theory, dynamics on complex networks, and general relativity - into a coherent framework. By taking a geometric view of physics, concentrating on the time evolution of physical systems as trajectories through abstract spaces, these topics share a common and simple mathematical language through which any student can gain a unified physical intuition. Given the growing importance of complex dynamical systems in many areas of science and technology, this text provides students with an up-to-date foundation for their future careers.

The best parts of physics are the last topics that our students ever see. These are the exciting new frontiers of nonlinear and complex systems that are at the forefront of university research and are the basis of many high-tech businesses. Topics such as traffic on the World Wide Web, the spread of epidemics through globally-mobile populations, or the synchronization of global economies are governed by universal principles just as profound as Newton's laws. Nonetheless, the conventional university physics curriculum reserves most of these topics for advanced graduate study. Two justifications are given for this situation: first, that the mathematical tools needed to understand these topics are beyond the skill set of undergraduate students, and second, that these are speciality topics with no common theme and little overlap. Introduction to Modern Dynamics dispels these myths. The structure of this book combines the three main topics of modern dynamics - chaos theory, dynamics on complex networks, and general relativity - into a coherent framework. By taking a geometric view of physics, concentrating on the time evolution of physical systems as trajectories through abstract spaces, these topics share a common and simple mathematical language through which any student can gain a unified physical intuition. Given the growing importance of complex dynamical systems in many areas of science and technology, this text provides students with an up-to-date foundation for their future careers.

This introduction to applied nonlinear dynamics and chaos places emphasis on teaching the techniques and ideas that will enable students to take specific dynamical systems and obtain some quantitative information about their behavior. The new edition has been updated and extended throughout, and contains a detailed glossary of terms.

From the reviews:

"Will serve as one of the most eminent introductions to the geometric theory of dynamical systems." --Monatshefte f r Mathematik

This book presents the derivation of the fluctuation theorems with divergent entropy production and their application to fundamental problems in statistical physics. It explores the two basic aspects of the fluctuation theorems: i) Applicability in extreme situations with divergent entropy production, concluding that the fluctuation theorems remain valid under the notion of absolute irreversibility, and ii) utility in the investigation of classical enigmas in the framework of statistical physics, i.e., Gibbs and Loschmidt paradoxes. The book offers readers an overview of the research in fundamental statistical physics. Firstly it briefly but skillfully reviews the modern development of fluctuation theorems to found the key theme of the book. Secondly it concisely discusses historical issues of statistical physics in chronological order, along with the key literature in the field. They help readers easily follow the key developments in the fundamental research of statistical physics.

How did Pierre Fatou and Gaston Julia create what we now call Complex Dynamics, in the context of the early twentieth century and especially of the First World War? The book is based partly on new, unpublished sources. Who were Pierre Fatou, Gaston Julia, Paul Montel? New biographical information is given on the little known mathematician that was Pierre Fatou. How did the injury of Julia during WW1 influence mathematical life in France? From the reviews of the French version: "Audin's book is ! filled with marvelous biographical information and analysis, dealing not just with the men mentioned in the book's title but a large number of other players, too ! [It] addresses itself to scholars for whom the history of mathematics has a particular resonance and especially to mathematicians active, or even with merely an interest, in complex dynamics. ! presents it all to the reader in a very appealing form." (Michael Berg, The Mathematical Association of America, October, 2009)

This volume is part of collection of contributions devoted to analytical and experimental techniques of dynamical systems, presented at the 15th International Conference "Dynamical Systems: Theory and Applications", held in Lodz, Poland on December 2-5, 2019. The wide selection of material has been divided into three volumes, each focusing on a different field of applications of dynamical systems. The broadly outlined focus of both the conference and these books includes bifurcations and chaos in dynamical systems, asymptotic methods in nonlinear dynamics, dynamics in life sciences and bioengineering, original numerical methods of vibration analysis, control in dynamical systems, optimization problems in applied sciences, stability of dynamical systems, experimental and industrial studies, vibrations of lumped and continuous systems, non-smooth systems, engineering systems and differential equations, mathematical approaches to dynamical systems, and mechatronics.

This book is comprised of the latest research into CSS methods, uses, and results, as presented at the 2020 annual conference of the Computational Social Science Society of the Americas (CSSSA). Computational social science (CSS) is the science that investigates social and behavioral dynamics through social simulation, social network analysis, and social media analysis. The CSSSA is a professional society that aims to advance the field of computational social science in all areas, including basic and applied orientations, by holding conferences and workshops, promoting standards of scientific excellence in research and teaching, and publishing research findings and results. The above-mentioned conference was held virtually, October 8 - 11, 2020. What follows is a diverse representation of new results and approaches to using the tools of CSS and agent-based modeling (ABM) in exploring complex phenomena across many different domains. Readers will therefore not only have the results of these specific projects upon which to build, along with a wealth of case-study examples that can serve as meaningful exemplars for new research projects and activities, they will also gain a greater appreciation for the broad scope of CSS.

This volume is part of collection of contributions devoted to analytical and experimental techniques of dynamical systems, presented at the 15th International Conference "Dynamical Systems: Theory and Applications", held in Lodz, Poland on December 2-5, 2019. The wide selection of material has been divided into three volumes, each focusing on a different field of applications of dynamical systems. The broadly outlined focus of both the conference and these books includes bifurcations and chaos in dynamical systems, asymptotic methods in nonlinear dynamics, dynamics in life sciences and bioengineering, original numerical methods of vibration analysis, control in dynamical systems, optimization problems in applied sciences, stability of dynamical systems, experimental and industrial studies, vibrations of lumped and continuous systems, non-smooth systems, engineering systems and differential equations, mathematical approaches to dynamical systems, and mechatronics.

This textbook serves as an introduction to nonlinear dynamics and fractals for physiological modeling. Examples and demonstrations from current research in cardiopulmonary engineering and neuro-systems engineering are provided, as well as lab and computer exercises that encourage readers to apply the course material. This is an ideal textbook for graduate students in biomedical engineering departments, researchers who analyze physiological data, and researchers interested in physiological modeling.

Available for the first time in English, this two-volume course on theoretical and applied mechanics has been honed over decades by leading scientists and teachers, and is a primary teaching resource for engineering and maths students at St. Petersburg University. The course addresses classical branches of theoretical mechanics (Vol. 1), along with a wide range of advanced topics, special problems and applications (Vol. 2). Among the special applications addressed in this second volume are: stability of motion, nonlinear oscillations, dynamics and statics of the Stewart platform, mechanics under random forces, elements of control theory, relations between nonholonomic mechanics and the control theory, vibration and autobalancing of rotor systems, physical theory of impact, statics and dynamics of a thin rod. This textbook is aimed at students in mathematics and mechanics and at post-graduates and researchers in analytical mechanics.

This book discusses recent research on the stability of various neural networks with constrained signals. It investigates stability problems for delayed dynamical systems where the main purpose of the research is to reduce the conservativeness of the stability criteria. The book mainly focuses on the qualitative stability analysis of continuous-time as well as discrete-time neural networks with delays by presenting the theoretical development and real-life applications in these research areas. The discussed stability concept is in the sense of Lyapunov, and, naturally, the proof method is based on the Lyapunov stability theory. The present book will serve as a guide to enable the reader in pursuing the study of further topics in greater depth and is a valuable reference for young researcher and scientists.

This concise and up-to-date textbook provides an accessible introduction to the core concepts of nonlinear dynamics as well as its existing and potential applications. The book is aimed at students and researchers in all the diverse fields in which nonlinear phenomena are important. Since most tasks in nonlinear dynamics cannot be treated analytically, skills in using numerical simulations are crucial for analyzing these phenomena. The text therefore addresses in detail appropriate computational methods as well as identifying the pitfalls of numerical simulations. It includes numerous executable code snippets referring to open source Julia software packages. Each chapter includes a selection of exercises with which students can test and deepen their skills.

This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space. The focus is on the ergodic properties of such chains, i.e., on their long-term statistical behaviour. Among the main topics are existence and uniqueness of invariant probability measures, irreducibility, recurrence, regularizing properties for Markov kernels, and convergence to equilibrium. These concepts are investigated with tools such as Lyapunov functions, petite and small sets, Doeblin and accessible points, coupling, as well as key notions from classical ergodic theory. The theory is illustrated through several recurring classes of examples, e.g., random contractions, randomly switched vector fields, and stochastic differential equations, the latter providing a bridge to continuous-time Markov processes. The book can serve as the core for a semester- or year-long graduate course in probability theory with an emphasis on Markov chains or random dynamics. Some of the material is also well suited for an ergodic theory course. Readers should have taken an introductory course on probability theory, based on measure theory. While there is a chapter devoted to chains on a countable state space, a certain familiarity with Markov chains on a finite state space is also recommended.

Owing to the increased accuracy requirements in fields such as astrometry and geodesy the general theory of relativity must be taken into account for any mission requiring highly accurate orbit information and for practically all observation and measurement techniques. This book highlights the confluence of Applied Mathematics, Physics and Space Science as seen from Einstein's general theory of relativity and aims to bridge the gap between theoretical and applied domains. The book investigates three distinct areas of general relativity: Exact solutions of the Einstein field equations of gravitation. Dynamics of near-Earth objects and solar system bodies. Relativistic orbitography. This book is an updated and expanded version of the author's PhD thesis which was awarded the International Astronomical Union PhD prize in Division A: Fundamental Astronomy. Included is a new introduction aimed at graduate students of General Relativity and extended discussions and results on topics in post-Newtonian dynamics and general relativistic spacecraft propagation.

This book provides a comprehensive introduction to the mathematical theory of nonlinear problems described by singular elliptic equations. There are carefully analyzed logistic type equations with boundary blow-up solutions and generalized Lane-Emden-Fowler equations or Gierer-Meinhardt systems with singular nonlinearity in anisotropic media. These nonlinear problems appear as mathematical models in various branches of Physics, Mechanics, Genetics, Economics, Engineering, and they are also relevant in Quantum Physics and Differential Geometry.
One of the main purposes of this volume is to deduce decay rates for general classes of solutions in terms of estimates of particular problems. Much of the material included in this volume is devoted to the asymptotic analysis of solutions and to the qualitative study of related bifurcation problems. Numerical approximations illustrate many abstract results of this volume. A systematic description of the most relevant singular phenomena described in these lecture notes includes existence (or nonexistence) of solutions, unicity or multiplicity properties, bifurcation and asymptotic analysis, and optimal regularity.
The method of presentation should appeal to readers with different backgrounds in functional analysis and nonlinear partial differential equations. All chapters include detailed heuristic arguments providing thorough motivation of the study developed later on in the text, in relationship with concrete processes arising in applied sciences. The book includes an extensive bibliography and a rich index, thus allowing for quick orientation among the vast collection of literature on the mathematical theory of nonlinear singularphenomena

This monograph provides a comprehensive exploration of new tools for modelling, analysis, and control of networked dynamical systems. Expanding on the authors' previous work, this volume highlights how local exchange of information and cooperation among neighboring agents can lead to emergent global behaviors in a given networked dynamical system. Divided into four sections, the first part of the book begins with some preliminaries and the general networked dynamical model that is used throughout the rest of the book. The second part focuses on synchronization of networked dynamical systems, synchronization with non-expansive dynamics, periodic solutions of networked dynamical systems, and modulus consensus of cooperative-antagonistic networks. In the third section, the authors solve control problems with input constraint, large delays, and heterogeneous dynamics. The final section of the book is devoted to applications, studying control problems of spacecraft formation flying, multi-robot rendezvous, and energy resource coordination of power networks. Modelling, Analysis, and Control of Networked Dynamical Systems will appeal to researchers and graduate students interested in control theory and its applications, particularly those working in networked control systems, multi-agent systems, and cyber-physical systems. This volume can also be used in advanced undergraduate and graduate courses on networked control systems and multi-agent systems.

This brief provides unified methods for the stabilization of some fractional evolution systems, nicely complementing existing literature on fractional calculus. The volume is divided into three chapters, the first of which considers the stabilization for some abstract evolution equations with a fractional damping, the second of which validates the abstract results of chapter 1 on concrete examples, and the third of which studies the stabilization of fractional evolution systems with memory.

This book, following the three published volumes of the book, provides the main purpose to collect research papers and review papers to provide an overview of the main issues, results, and open questions in the cutting-edge research on the fields of modeling, optimization, and dynamics and their applications to biology, economy, energy, industry, physics, psychology and finance. Assuming the scientific relevance of the presenting innovative applications as well as merging issues in these areas, the purpose of this book is to collect papers of the world experts in mathematics, economics, and other applied sciences that is seminal to the future research developments. The majority of the papers presented in this book is authored by the participants in The Joint Meeting 6th International Conference on Dynamics, Games, and Science - DGSVI - JOLATE and in the 21st ICABR Conference. The scientific scope of the conferences is focused on the fields of modeling, optimization, and dynamics and their applications to biology, economy, energy, industry, physics, psychology, and finance. Assuming the scientific relevance of the presenting innovative applications as well as merging issues in these areas, the purpose of the conference is to bring together some of the world experts in mathematics, economics, and other applied sciences that reinforce ongoing projects and establish future works and collaborations.

This book collects select papers presented at the International Workshop and Conference on Topology & Applications, held in Kochi, India, from 9-11 December 2018. The book discusses topics on topological dynamical systems and topological data analysis. Topics are ranging from general topology, algebraic topology, differential topology, fuzzy topology, topological dynamical systems, topological groups, linear dynamics, dynamics of operator network topology, iterated function systems and applications of topology. All contributing authors are eminent academicians, scientists, researchers and scholars in their respective fields, hailing from around the world. The book is a valuable resource for researchers, scientists and engineers from both academia and industry.

This monograph uses braids to explore dynamics on surfaces, with an eye towards applications to mixing in fluids. The text uses the particular example of taffy pulling devices to represent pseudo-Anosov maps in practice. In addition, its final chapters also briefly discuss current applications in the emerging field of analyzing braids created from trajectory data. While written with beginning graduate students, advanced undergraduates, or practicing applied mathematicians in mind, the book is also suitable for pure mathematicians seeking real-world examples. Readers can benefit from some knowledge of homotopy and homology groups, but these concepts are briefly reviewed. Some familiarity with Matlab is also helpful for the computational examples.

Available for the first time in English, this two-volume course on theoretical and applied mechanics has been honed over decades by leading scientists and teachers, and is a primary teaching resource for engineering and maths students at St. Petersburg University. The course addresses classical branches of theoretical mechanics (Vol. 1), along with a wide range of advanced topics, special problems and applications (Vol. 2). This first volume of the textbook contains the parts "Kinematics" and "Dynamics". The part "Kinematics" presents in detail the theory of curvilinear coordinates which is actively used in the part "Dynamics", in particular, in the theory of constrained motion and variational principles in mechanics. For describing the motion of a system of particles, the notion of a Hertz representative point is used, and the notion of a tangent space is applied to investigate the motion of arbitrary mechanical systems. In the final chapters Hamilton-Jacobi theory is applied for the integration of equations of motion, and the elements of special relativity theory are presented.This textbook is aimed at students in mathematics and mechanics and at post-graduates and researchers in analytical mechanics.