Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists. Highlights: Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest. Structures mathematics for an engineering audience, with emphasis on engineering applications. New in the Second Edition: Much of the material has been rearranged and revised for pedagogical reasons. The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems. The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals. Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.

The aim of this work is to bridge the gap between the well-known Newtonian mechanics and the studies on chaos, ordinarily reserved to experts. Several topics are treated: Lagrangian, Hamiltonian and Jacobi formalisms, studies of integrable and quasi-integrable systems. The chapter devoted to chaos also enables a simple presentation of the KAM theorem. All the important notions are recalled in summaries of the lectures. They are illustrated by many original problems, stemming from real-life situations, the solutions of which are worked out in great detail for the benefit of the reader. This book will be of interest to undergraduate students as well as others whose work involves mechanics, physics and engineering in general.

Targeted at mathematicians having at least a basic familiarity with classical bifurcation theory, this monograph provides a systematic classification and analysis of bifurcations without parameters in dynamical systems. Although the methods and concepts are briefly introduced, a prior knowledge of center-manifold reductions and normal-form calculations will help the reader to appreciate the presentation. Bifurcations without parameters occur along manifolds of equilibria, at points where normal hyperbolicity of the manifold is violated. The general theory, illustrated by many applications, aims at a geometric understanding of the local dynamics near the bifurcation points.

Modern science has abstracted, as compensation for establishing rigorousness, the complexity of the real world, and has inclined toward oversimpli?ed ?ctitious n- ratives; as a result, a disjunction has emerged between the wisdom of science and reality. Re?ecting on this, we see the need for science to recover reality; can it reveal new avenues for thought and investigation of the complexity? The study of science is the pursuit of clarity and distinctness. Physics,after Galilei placed it in the realm of mathematics, has been trying to establish clearness by mathematical logic. While physics and mathematics, respectively, have different intellectual incentives, they have intersected in history on countless occasions and have woven a ?awless system of wisdom. The core of rigorous science is always made of mathematical logic; the laws of science cannot be represented without the language of mathematics. Conversely, it is undoubtedly dif?cult to stimulate ma- ematical intellect without a reference to the interests of science that are directed to the real world. However, various criticisms have been raised against the discourses of sciences that explain the events of the real world as if they are "governed" by mathematical laws. Sciences, being combined with technologies, have permeated, in the form of technical rationalism, the domain of life, politics, and even the psychological world. The criticisms accuse seemingly logical scienti?c narratives of being responsible for widespread destruction and emergence of crises, unprecedented suffering of hum- ity.

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

This monograph lays down the foundations of the theory of complex Kleinian groups, a newly born area of mathematics whose origin traces back to the work of Riemann, Poincare, Picard and many others. Kleinian groups are, classically, discrete groups of conformal automorphisms of the Riemann sphere, and these can be regarded too as being groups of holomorphic automorphisms of the complex projective line CP1. When going into higher dimensions, there is a dichotomy: Should we look at conformal automorphisms of the n-sphere?, or should we look at holomorphic automorphisms of higher dimensional complex projective spaces? These two theories are different in higher dimensions. In the first case we are talking about groups of isometries of real hyperbolic spaces, an area of mathematics with a long-standing tradition. In the second case we are talking about an area of mathematics that still is in its childhood, and this is the focus of study in this monograph. This brings together several important areas of mathematics, as for instance classical Kleinian group actions, complex hyperbolic geometry, chrystallographic groups and the uniformization problem for complex manifolds.

Within our knowledge, the series of the International Conference on Cognitive Neurodynamics (ICCN) is the only conference series dedicating to cognitive neurodynamics. This volume is the proceedings of the 2nd International Conference on Cognitive Neurodynamics held in 2009, which reviews the progress in this field since the 1st ICCN -2007. The topics include: Neural coding and realistic neural network dynamics, Neural population dynamics, Firing Oscillations and Patterns in Neuronal Networks, Brain imaging, EEG, MEG, Sensory and Motor Dynamics, Global cognitive function, Multi-scalar Neurodynamics - from Physiology to Systems Theory, Neural computing, Emerging Technologies for Brain Computer Interfaces, Neural dynamics of brain disorders.

This volume comprises the communications presented at the ETC 11, the EUROMECH European Turbulence conference held in 2007 in Porto.

The scientific committee has chosen the contributions out of the following topics: Acoustics of turbulent flows; Atmospheric turbulence; Control of turbulent flows; Geophysical and astrophysical turbulence; Instability and transition; Intermittency and scaling; Large eddy simulation and related techniques; MHD turbulence; Reacting and compressible turbulence; Transport and mixing; Turbulence in multiphase and non-Newtonian flows; Vortex dynamics and structure formation; Wall bounded flows.

Path following in combination with boundary value problem solvers has emerged as a continuing and strong influence in the development of dynamical systems theory and its application. It is widely acknowledged that the software package AUTO - developed by Eusebius J. Doedel about thirty years ago and further expanded and developed ever since - plays a central role in the brief history of numerical continuation. This book has been compiled on the occasion of Sebius Doedel's 60th birthday. Bringing together for the first time a large amount of material in a single, accessible source, it is hoped that the book will become the natural entry point for researchers in diverse disciplines who wish to learn what numerical continuation techniques can achieve. The book opens with a foreword by Herbert B. Keller and lecture notes by Sebius Doedel himself that introduce the basic concepts of numerical bifurcation analysis. The other chapters by leading experts discuss continuation for various types of systems and objects and showcase examples of how numerical bifurcation analysis can be used in concrete applications. Topics that are treated include: interactive continuation tools, higher-dimensional continuation, the computation of invariant manifolds, and continuation techniques for slow-fast systems, for symmetric Hamiltonian systems, for spatially extended systems and for systems with delay. Three chapters review physical applications: the dynamics of a SQUID, global bifurcations in laser systems, and dynamics and bifurcations in electronic circuits.

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.

The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple and Mathematica, facilitates a deeper understanding of the subject. Among a big number of CAS, we choose the two systems, Maple and Mathematica, that are used worldwide by students, research mathematicians, scientists, and engineers. As in the our previous books, we propose the idea to use in parallel both systems, Maple and Mathematica, since in many research problems frequently it is required to compare independent results obtained by using different computer algebra systems, Maple and/or Mathematica, at all stages of the solution process. One of the main points (related to CAS) is based on the implementation of a whole solution method (e.g. starting from an analytical derivation of exact governing equations, constructing discretizations and analytical formulas of a numerical method, performing numerical procedure, obtaining various visualizations, and comparing the numerical solution obtained with other types of solutions considered in the book, e.g. with asymptotic solution).

This book is devoted to modeling of multi-level complex systems, a challenging domain for engineers, researchers and entrepreneurs, confronted with the transition from learning and adaptability to evolvability and autonomy for technologies, devices and problem solving methods. Chapter 1 introduces the multi-scale and multi-level systems and highlights their presence in different domains of science and technology. Methodologies as, random systems, non-Archimedean analysis, category theory and specific techniques as model categorification and integrative closure, are presented in chapter 2. Chapters 3 and 4 describe polystochastic models, PSM, and their developments. Categorical formulation of integrative closure offers the general PSM framework which serves as a flexible guideline for a large variety of multi-level modeling problems. Focusing on chemical engineering, pharmaceutical and environmental case studies, the chapters 5 to 8 analyze mixing, turbulent dispersion and entropy production for multi-scale systems. Taking inspiration from systems sciences, chapters 9 to 11 highlight multi-level modeling potentialities in formal concept analysis, existential graphs and evolvable designs of experiments. Case studies refer to separation flow-sheets, pharmaceutical pipeline, drug design and development, reliability management systems, security and failure analysis. Perspectives and integrative points of view are discussed in chapter 12. Autonomous and viable systems, multi-agents, organic and autonomic computing, multi-level informational systems, are revealed as promising domains for future applications. Written for: engineers, researchers, entrepreneurs and students in chemical, pharmaceutical, environmental and systems sciences engineering, and for applied mathematicians.

Due to inherent limitations in human sensing organs, most data collected for various purposes contain uncertainties. Even at the rare occasions when accurate data are available, the truthful predictions derived on the data tend to create chaotic consequences. So, to effectively process and make sense out of available data, we need methods to deal with uncertainty inherently existing inside the data. The intent of this monograph is to explore the fundamental theory, methods, and techniques of practical application of grey systems theory, initiated by Professor Deng Julong in 1982. This volume presents most of the recent advances of the theory accomplished by scholars from around the world. From studying this book, the reader will not only acquire an overall knowledge of this new theory but also be able to follow the most current research activities. All examples presented are based on practical applications of the theory when urgent real-life problems had to be addressed. Last but not the least, this book concludes with three appendices. The first one compares grey systems theory and interval analysis while revealing the fact that interval analysis is a part of grey mathematics. The second appendix presents an array of different approaches of studying uncertainties. And, the last appendix shows how uncertainties appear using general systems approach.

This collection covers a wide range of topics of infinite dimensional dynamical systems generated by parabolic partial differential equations, hyperbolic partial differential equations, solitary equations, lattice differential equations, delay differential equations, and stochastic differential equations. Infinite dimensional dynamical systems are generated by evolutionary equations describing the evolutions in time of systems whose status must be depicted in infinite dimensional phase spaces. Studying the long-term behaviors of such systems is important in our understanding of their spatiotemporal pattern formation and global continuation, and has been among major sources of motivation and applications of new developments of nonlinear analysis and other mathematical theories. Theories of the infinite dimensional dynamical systems have also found more and more important applications in physical, chemical, and life sciences. This book collects 19 papers from 48 invited lecturers to the International Conference on Infinite Dimensional Dynamical Systems held at York University, Toronto, in September of 2008. As the conference was dedicated to Professor George Sell from University of Minnesota on the occasion of his 70th birthday, this collection reflects the pioneering work and influence of Professor Sell in a few core areas of dynamical systems, including non-autonomous dynamical systems, skew-product flows, invariant manifolds theory, infinite dimensional dynamical systems, approximation dynamics, and fluid flows.

At?rstsight,thisbookisaboutfacerecognitioninthebrain.Itsmorelasting value, however,lies in the paradigmatic way in which this particular problem is treated. From the basic ideas that are worked out here in concrete detail, it is a naturaland simple next step to at leastimagine, if not realizein model form, much more generalstructures and processes,thus helping to bridge the still tremendous chasm between mind and brain. It is the purpose of this foreword to point out these generic traits. For centuries, thinking about the brain has been dominated by the most complexmechanisticdevicesofthetime,clockwork,communicatinghydraulic tubesor,today,thecomputer.Thecomputer,takenasincarnationoftheU- versal Turing Machine, can implement any conceivable process, so that also a functional brain can surely be simulated on it, an idea that, beginning in the ?fties of the last century, has been seducing scientists to create "art- cial intelligence" in the computer. As a result we now have an information technology that displays many functional capabilities formerly regarded as the exclusive domain of the mind. As fascinating as this is, doting on "int- ligent machines" is systematically diverting our attention awayfrom the true problems of understanding the working of the brain.

This book presents recent developments and results found by participants of the Third International Conference on the Dynamics of Information Systems, which took place at the University of Florida, Gainesville FL, USA on February 16-18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and universities to exchange knowledge and results in a broad range of topics relevant to the theory and practice of the dynamics of information systems. Dynamics of Information plays an increasingly critical role in our society. The influence of information on social, biological, genetic, and military systems must be better understood to achieve large advances in the capability and understanding of these systems. Applications are widespread and include: research in evolutionary theory, optimization of information workflow, military applications, climate networks, collision work, and much more. Dynamics of Information plays an increasingly critical role in our society. The influence of information on social, biological, genetic, and military systems must be better understood to achieve large advances in the capability and understanding of these systems. Applications are widespread and include: research in evolutionary theory, optimization of information workflow, military applications, climate networks, collision work, and much more.

The guiding light of this monograph is a question easy to understand but difficult to answer: {What is the shape of the universe? In other words, how do we measure the shortest distance between two points of the physical space? Should we follow a straight line, as on a flat table, fly along a circle, as between Paris and New York, or take some other path, and if so, what would that path look like? If you accept that the model proposed here, which assumes a gravitational law extended to a universe of constant curvature, is a good approximation of the physical reality (and I will later outline a few arguments in this direction), then we can answer the above question for distances comparable to those of our solar system. More precisely, this monograph provides a mathematical proof that, for distances of the order of 10 AU, space is Euclidean. This result is, of course, not surprising for such small cosmic scales. Physicists take the flatness of space for granted in regions of that size. But it is good to finally have a mathematical confirmation in this sense. Our main goals, however, are mathematical. We will shed some light on the dynamics of N point masses that move in spaces of non-zero constant curvature according to an attraction law that naturally extends classical Newtonian gravitation beyond the flat (Euclidean) space. This extension is given by the cotangent potential, proposed by the German mathematician Ernest Schering in 1870. He was the first to obtain this analytic expression of a law suggested decades earlier for a 2-body problem in hyperbolic space by Janos Bolyai and, independently, by Nikolai Lobachevsky. As Newton's idea of gravitation was to introduce a force inversely proportional to the area of a sphere the same radius as the Euclidean distance between the bodies, Bolyai and Lobachevsky thought of a similar definition using the hyperbolic distance in hyperbolic space. The recent generalization we gave to the cotangent potential to any number N of bodies, led to the discovery of some interesting properties. This new research reveals certain connections among at least five branches of mathematics: classical dynamics, non-Euclidean geometry, geometric topology, Lie groups, and the theory of polytopes.

Nonlinear differential or difference equations are encountered not only in mathematics, but also in many areas of physics (evolution equations, propagation of a signal in an optical fiber), chemistry (reaction-diffusion systems), and biology (competition of species). This book introduces the reader to methods allowing one to build explicit solutions to these equations. A prerequisite task is to investigate whether the chances of success are high or low, and this can be achieved without any a priori knowledge of the solutions, with a powerful algorithm presented in detail called the Painleve test. If the equation under study passes the Painleve test, the equation is presumed integrable. If on the contrary the test fails, the system is nonintegrable or even chaotic, but it may still be possible to find solutions. The examples chosen to illustrate these methods are mostly taken from physics. These include on the integrable side the nonlinear Schroedinger equation (continuous and discrete), the Korteweg-de Vries equation, the Henon-Heiles Hamiltonians, on the nonintegrable side the complex Ginzburg-Landau equation (encountered in optical fibers, turbulence, etc), the Kuramoto-Sivashinsky equation (phase turbulence), the Kolmogorov-Petrovski-Piskunov equation (KPP, a reaction-diffusion model), the Lorenz model of atmospheric circulation and the Bianchi IX cosmological model. Written at a graduate level, the book contains tutorial text as well as detailed examples and the state of the art on some current research.

Our contemporary understanding of brain function is deeply rooted in the ideas of the nonlinear dynamics of distributed networks. Cognition and motor coordination seem to arise from the interactions of local neuronal networks, which themselves are connected in large scales across the entire brain. The spatial architectures between various scales inevitably influence the dynamics of the brain and thereby its function. But how can we integrate brain connectivity amongst these structural and functional domains? Our Handbook provides an account of the current knowledge on the measurement, analysis and theory of the anatomical and functional connectivity of the brain. All contributors are leading experts in various fields concerning structural and functional brain connectivity. In the first part of the Handbook, the chapters focus on an introduction and discussion of the principles underlying connected neural systems. The second part introduces the currently available non-invasive technologies for measuring structural and functional connectivity in the brain. Part three provides an overview of the analysis techniques currently available and highlights new developments. Part four introduces the application and translation of the concepts of brain connectivity to behavior, cognition and the clinical domain.

With many areas of science reaching across their boundaries and becoming more and more interdisciplinary, students and researchers in these fields are confronted with techniques and tools not covered by their particular education. Especially in the life- and neurosciences quantitative models based on nonlinear dynamics and complex systems are becoming as frequently implemented as traditional statistical analysis. Unfamiliarity with the terminology and rigorous mathematics may discourage many scientists to adopt these methods for their own work, even though such reluctance in most cases is not justified. This book bridges this gap by introducing the procedures and methods used for analyzing nonlinear dynamical systems. In Part I, the concepts of fixed points, phase space, stability and transitions, among others, are discussed in great detail and implemented on the basis of example elementary systems. Part II is devoted to specific, non-trivial applications: coordination of human limb movement (Haken-Kelso-Bunz model), self-organization and pattern formation in complex systems (Synergetics), and models of dynamical properties of neurons (Hodgkin-Huxley, Fitzhugh-Nagumo and Hindmarsh-Rose). Part III may serve as a refresher and companion of some mathematical basics that have been forgotten or were not covered in basic math courses. Finally, the appendix contains an explicit derivation and basic numerical methods together with some programming examples as well as solutions to the exercises provided at the end of certain chapters. Throughout this book all derivations are as detailed and explicit as possible, and everybody with some knowledge of calculus should be able to extract meaningful guidance follow and apply the methods of nonlinear dynamics to their own work. "This book is a masterful treatment, one might even say a gift, to the interdisciplinary scientist of the future." "With the authoritative voice of a genuine practitioner, Fuchs is a master teacher of how to handle complex dynamical systems." "What I find beautiful in this book is its clarity, the clear definition of terms, every step explained simply and systematically." (J.A.Scott Kelso, excerpts from the foreword)

These lecture notes provide a fresh approach to investigating singularly perturbed systems using asymptotic and geometrical techniques. It gives many examples and step-by-step techniques, which will help beginners move to a more advanced level. Singularly perturbed systems appear naturally in the modelling of many processes that are characterized by slow and fast motions simultaneously, for example, in fluid dynamics and nonlinear mechanics. This book's approach consists in separating out the slow motions of the system under investigation. The result is a reduced differential system of lesser order. However, it inherits the essential elements of the qualitative behaviour of the original system. Singular Perturbations differs from other literature on the subject due to its methods and wide range of applications. It is a valuable reference for specialists in the areas of applied mathematics, engineering, physics, biology, as well as advanced undergraduates for the earlier parts of the book, and graduate students for the later chapters.

Chaos and nonlinear dynamics initially developed as a new emergent field with its foundation in physics and applied mathematics. The highly generic, interdisciplinary quality of the insights gained in the last few decades has spawned myriad applications in almost all branches of science and technology-and even well beyond. Wherever the quantitative modeling and analysis of complex, nonlinear phenomena are required, chaos theory and its methods can play a key role. This second volume concentrates on reviewing further relevant, contemporary applications of chaotic nonlinear systems as they apply to the various cutting-edge branches of engineering. This encompasses, but is not limited to, topics such as the spread of epidemics; electronic circuits; chaos control in mechanical devices; secure communication; and digital watermarking. Featuring contributions from active and leading research groups, this collection is ideal both as a reference work and as a 'recipe book' full of tried and tested, successful engineering applications.

The theory of nonlinear oscillations and stability of motion is a fundamental part of the study of numerous real world phenomena. These phenomena, particularly auto-oscillations of the first and second kind, capture, para metric, subharmonic and ultraharmonic resonance, asymptotic behavior and orbits' stability, constitute the core of problems treated in "Nonlinear Mechanics", and their study is connected with the names of H. Poincare, A. M. Lyapunov, N. M. Krylov and N. N. Bogolyubov. Professor Demetrios Magiros, a widely known scientist in the theories of oscillations and nonlinear differential equations, has devoted his numerous works to this significant part of modern physical science. His scientific results can be classified in the following way: I) creation of methods of analysis of subharmonic resonances under the nonlinear effect, 2) determination and analysis of the main modes of nonlinear oscillations on the basis of infinite determinants, 3) analysis of problems of celestial mechanics, 4) classification of stability of solutions of dynamic systems concepts, 5) mathematical analogs of physical and social systems. He has developed new methods and solutions for a great number of difficult problems of nonlinear mechanics making a significant contri bution to the theory and applications of the field. Urgency, depth of perception of the considered phenomena, and practi cal directness are characteristics of his work.

Waves and defect modes in structures media.- Piezoelectric superlattices and shunted periodic arrays as tunable periodic structures and metamaterials.- Topology optimization.- Map-based approaches for periodic structures.- Methodologies for nonlinear periodic media. The contributions in this volume present both the theoretical background and an overview of the state-of-the art in wave propagation in linear and nonlinear periodic media in a consistent format. They combine the material issued from a variety of engineering applications, spanning a wide range of length scale, characterized by structures and materials, both man-made and naturally occurring, featuring geometry, micro-structural and/or materials properties that vary periodically in space, including periodically stiffened plates, shells and beam-like as well as bladed disc assemblies, phononic metamaterials, photonic crystals and ordered granular media. Along with linear models and applications, analytical methodologies for analyzing and exploiting complex dynamical phenomena arising in nonlinear periodic systems are also presented.

What makes the 21st century different from the 20th century? This century is the century of extremes -- political, economic, social, and global black-swan events happening with increasing frequency and severity. Book of Extremes is a tour of the current reality as seen through the lens of complexity theory the only theory capable of explaining why the Arab Spring happened and why it will happen again; why social networks in the virtual world behave like flashmobs in the physical world; why financial bubbles blow up in our faces and will grow and burst again; why the rich get richer and will continue to get richer regardless of governmental policies; why the future of economic wealth and national power lies in comparative advantage and global trade; why natural disasters will continue to get bigger and happen more frequently; and why the Internet invented by the US -- is headed for a global monopoly controlled by a non-US corporation. It is also about the extreme innovations and heroic innovators yet to be discovered and recognized over the next 100 years.Complexity theory combines the predictable with the unpredictable. It assumes a nonlinear world of long-tailed distributions instead of the classical linear world of normal distributions. In the complex 21st century, almost nothing is linear or normal. Instead, the world is highly connected, conditional, nonlinear, fractal, and punctuated. Life in the 21st century is a long-tailed random walk Levy walks -- through extreme events of unprecedented impact. It is an exciting time to be alive.
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