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Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics
This book contains the lectures given at the Conference on Dynamics and Randomness held at the Centro de Modelamiento Matematico of the Universidad de Chile from December 11th to 15th, 2000. This meeting brought together mathematicians, theoretical physicists and theoretical computer scientists, and graduate students interested in fields re lated to probability theory, ergodic theory, symbolic and topological dynam ics. We would like to express our gratitude to all the participants of the con ference and to the people who contributed to its organization. In particular, to Pierre Collet, Bernard Host and Mike Keane for their scientific advise. VVe want to thank especially the authors of each chapter for their well prepared manuscripts and the stimulating conferences they gave at Santiago. We are also indebted to our sponsors and supporting institutions, whose interest and help was essential to organize this meeting: ECOS-CONICYT, FONDAP Program in Applied Mathematics, French Cooperation, Fundacion Andes, Presidential Fellowship and Universidad de Chile. We are grateful to Ms. Gladys Cavallone for their excellent work during the preparation of the meeting as well as for the considerable task of unifying the typography of the different chapters of this book.
It is our pleasure to contribute the forewordto this book on symbiotic mul- robot organisms, which is largely based on the scienti?c ?ndings and exp- rations of two major EU research projects, Symbrion and Replicator, funded under the Seventh Framework Programme for Research and Technological 1 development (FP7) . FP7 emphasises consortia of European partners, tra- national collaboration, open coordination, ?exibility and excellence of - search and plays a leading role in multidisciplinary research and cooperative activities in Europe and beyond. Its impact is major in terms of integrating and structuring research communities across national borders to achieve a critical mass, providing the leverage for high-potential ?elds to take o?, and encouraging healthy competition at European level while avoiding unn- essary duplication of research capacities. Research proposals are evaluated through a demanding peer-review process and only the best are selected to be funded bythe EuropeanCommission(EC). The InformationandCom- nication Technologies(ICT) theme has set out a number of challengeswithin this context, which cover topics such as cognitive systems, modular robotics, adaptive systems and societies of artefacts. * Symbrion was selected following the Call "Pervasive Adaptation" of the 2 "Future and Emerging Technologies (FET)" programme area. Itstarted on 1 February 2008 and will run for 5 years. FET Proactive addresses evolutionary and revolutionary approaches through multidisciplinary - operation and investigates new future technology options in response to emerging societal and industrial needs and identi?es new drivers for - search.
Computational intelligence encompasses a wide variety of techniques that allow computation to learn, to adapt, and to seek. That is, they may be designed to learn information without explicit programming regarding the nature of the content to be retained, they may be imbued with the functionality to adapt to maintain their course within a complex and unpredictably changing environment, and they may help us seek out truths about our own dynamics and lives through their inclusion in complex system modeling. These capabilities place our ability to compute in a category apart from our ability to erect suspension bridges, although both are products of technological advancement and reflect an increased understanding of our world. In this book, we show how to unify aspects of learning and adaptation within the computational intelligence framework. While a number of algorithms exist that fall under the umbrella of computational intelligence, with new ones added every year, all of them focus on the capabilities of learning, adapting, and helping us seek. So, the term unified computational intelligence relates not to the individual algorithms but to the underlying goals driving them. This book focuses on the computational intelligence areas of neural networks and dynamic programming, showing how to unify aspects of these areas to create new, more powerful, computational intelligence architectures to apply to new problem domains.
This book offers a discussion of Niels Bohr's conception of "complementarity," arguably his greatest contribution to physics and philosophy. By tracing Bohr's work from his 1913 atomic theory to the introduction and then refinement of the idea of complementarity, and by explicating different meanings of "complementarity" in Bohr and the relationships between it and Bohr's other concepts, the book aims to offer a contained and accessible, and yet sufficiently comprehensive account of Bohr's work on complementarity and its significance.
One service mathematics has rendered the 'Et BIOi. .... si j'avait su comment en revenir. human race. It has put common sense back je n'y serais point aile.' Jules Verne where it belongs. on the topmost shelf next to the dusty canister labelled 'discarded non The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Math@matics is a tool for thought. A highly necessary tool in a world where both feedback and non Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series."
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
In this book, the authors deal with basic concepts and models, with methodologies for studying the existence and stability of motions, understanding the mechanisms of formation of patterns and waves, their propagation and interactions in active lattice systems, and about how much cooperation or competition between order and chaos is crucial for synergetic behavior and evolution.
Modern astronomy has been characterized by an enormous growth in data acquisition - from new technologies in telescopes, detectors, and computation. One can now compile catalogs of tens or hundreds of millions of stars or galaxies and databases from satellite-based observations are reaching terabit proportions. This wealth of data gives rise to statistical challenges not previously encountered in astronomy. This book is the result of a workshop held at Pennsylvania State University in August 1991 that brought together leading astronomers and statisticians to consider statistical challenges encountered in modern astronomical research. The chapters have all been thoroughly revised in the light of the discussions at the conference, and some of the lively discussion is recorded here as well.
The field of neural information processing has two main objects: investigation into the functioning of biological neural networks and use of artificial neural networks to sol ve real world problems. Even before the reincarnation of the field of artificial neural networks in mid nineteen eighties, researchers have attempted to explore the engineering of human brain function. After the reincarnation, we have seen an emergence of a large number of neural network models and their successful applications to solve real world problems. This volume presents a collection of recent research and developments in the field of neural information processing. The book is organized in three Parts, i.e., (1) architectures, (2) learning algorithms, and (3) applications. Artificial neural networks consist of simple processing elements called neurons, which are connected by weights. The number of neurons and how they are connected to each other defines the architecture of a particular neural network. Part 1 of the book has nine chapters, demonstrating some of recent neural network architectures derived either to mimic aspects of human brain function or applied in some real world problems. Muresan provides a simple neural network model, based on spiking neurons that make use of shunting inhibition, which is capable of resisting small scale changes of stimulus. Hoshino and Zheng simulate a neural network of the auditory cortex to investigate neural basis for encoding and perception of vowel sounds.
This book presents a rational scheme of analysis for the periodic and quasi-periodic solution of a broad class of problems within technical and celestial mechanics. It develops steps for the determination of sufficiently general averaged equations of motion, which have a clear physical interpretation and are valid for a broad class of weak-interaction problems in mechanics. The criteria of stability regarding stationary solutions of these equations are derived explicitly and correspond to the extremum of a special "potential" function. Much consideration is given to applications in vibrational technology, electrical engineering and quantum mechanics, and a number of results are presented that are immediately useful in engineering practice. The book is intended for mechanical engineers, physicists, as well as applied mathematicians specializing in the field of ordinary differential equations.
A modern introduction to methods of statistical mechanics in turbulence, this volume explains the methodology of non-equilibrium statistical mechanics and how it plays an increasingly important role in modern turbulence research. The range of relevant tools and methods is so wide and developing so fast, that until now there has not been a single book covering the subject. This much-needed book is comprised of three harmonized lecture courses by world class experts in statistical physics and turbulence: John Cardy introduces Field Theory and Non-Equilibrium Statistical Mechanics; Gregory Falkovich discusses Turbulence Theory as part of Statistical Physics; and Krzysztof Gawedzki examines Soluble Models of Turbulent Transport. To encourage readers to deepen their understanding of the theoretical material, each chapter contains exercises with solutions. Essential reading for students and researchers in the field of theoretical turbulence, this volume will also interest any scientist or engineer who applies knowledge of turbulence and non-equilibrium physics to their work.
Mathematicians often face the question to which extent mathematical models describe processes of the real world. These models are derived from experimental data, hence they describe real phenomena only approximately. Thus a mathematical approach must begin with choosing properties which are not very sensitive to small changes in the model, and so may be viewed as properties of the real process. In particular, this concerns real processes which can be described by means of ordinary differential equations. By this reason different notions of stability played an important role in the qualitative theory of ordinary differential equations commonly known nowdays as the theory of dynamical systems. Since physical processes are usually affected by an enormous number of small external fluctuations whose resulting action would be natural to consider as random, the stability of dynamical systems with respect to random perturbations comes into the picture. There are differences between the study of stability properties of single trajectories, i. e. , the Lyapunov stability, and the global stability of dynamical systems. The stochastic Lyapunov stability was dealt with in Hasminskii [Has]. In this book we are concerned mainly with questions of global stability in the presence of noise which can be described as recovering parameters of dynamical systems from the study of their random perturbations. The parameters which is possible to obtain in this way can be considered as stable under random perturbations, and so having physical sense. -1- Our set up is the following.
This book is a collection of papers contributed by some of the greatest names in the areas of chaos and nonlinear dynamics. Each paper examines a research topic at the frontier of the area of dynamical systems. As well as reviewing recent results, each paper also discusses the future perspectives of each topic. The result is an invaluable snapshot of the state of the ?eld by some of the most important researchers in the area. The ?rst contribution in this book (the section entitled "How did you get into Chaos?") is actually not a paper, but a collection of personal accounts by a number of participants of the conference held in Aberdeen in September 2007 to honour Celso Grebogi's 60th birthday. At the instigation of James Yorke, many of the most well-known scientists in the area agreed to share their tales on how they got involved in chaos during a celebratory dinner in Celso's honour during the conference. This was recorded in video, we felt that these accounts were a valuable historic document for the ?eld. So we decided to transcribe it and include it here as the ?rst section of the book.
This book can be looked upon in more ways than one. On the one hand, it describes strikingly interesting and lucid hydrodynamic experiments done in the style of the "good old days" when the physicist needed little more than a piece of string and some sealing wax. On the other hand, it demonstrates how a profound physical analogy can help to get a synoptic view on a broad range of nonlinear phenomena involving self-organization of vortical structures in planetary atmo spheres and oceans, in galaxies and in plasmas. In particular, this approach has elucidated the nature and the mechanism of such grand phenomena as the Great of galaxies. A number of our Red Spot vortex on Jupiter and the spiral arms predictions concerning the dynamics of spiral galaxies are now being confirmed by astronomical observations stimulated by our experiments. This book is based on the material most of which was accumulated during 1981-88 in close cooperation with our colleagues, experimenters from the Plasma Physics Department of the Kurchatov Atomic Energy Institute (S. V. Antipov, A. S. Trubnikov, AYu. Rylov, AV. Khutoretsky) and astrophysics theoreticians from the Astronomical Council of the USSR Academy of Sciences (AM. Frid man) and from the Volgograd State University (AG. Morozov). To all of them we wish to express our gratitude. Whenever we speak of "our experiments," the participation of the entire team is implied."
Universality is one of the fascinating features of condensed matter physies: it is the property whereby systems of radieally different composition and structure ex- hibit similar behavior. In the mid-1960s the word entered usage to express the fact that the equations of state of several substances could be mapped onto one another near the critical point: critieal universality. Renormalization group theory in the early 1970s provided both an explanation and a sharper definition of universality. Systems with similar behavior - universality classes - correspond to the same fixed point of a renormalization group transformation. A number of brilliant con- tributions showed how the same concepts could be applied to non-thermodynamie systems, such as the statisties of self-avoiding walks or of connected clusters on a lattice. A few years later it was realized that chaotie dynamieal systems mayaiso exhibit some degree of universality, the paradigmatic example being the period doubling cascade in the iterated maps of the unit interval into itself.
Modern physics rests on two fundamental building blocks: general relativity and quantum theory. General relativity is a geometric interpretation of gravity while quantum theory governs the microscopic behaviour of matter. Since matter is described by quantum theory which in turn couples to geometry, we need a quantum theory of gravity. In order to construct quantum gravity one must reformulate quantum theory on a background independent way. Modern Canonical Quantum General Relativity provides a complete treatise of the canonical quantisation of general relativity. The focus is on detailing the conceptual and mathematical framework, on describing physical applications and on summarising the status of this programme in its most popular incarnation, called loop quantum gravity. Mathematical concepts and their relevance to physics are provided within this book, which therefore can be read by graduate students with basic knowledge of quantum field theory or general relativity.
This classic text provides an excellent introduction to a new and rapidly developing field of research. Now well established as a textbook in this rapidly developing field of research, the new edition is much enlarged and covers a host of new results.
Oaxaca, Mexico, was the place chosen by a large international group of scientists to meet and discuss on the recent advances on the understanding of the physical prop- ties of low dimensional systems; one of the most active fields of research in condensed matter in the last years. The International Symposium on the Physics of Low Dim- sions took place in January 16-20, 2000. The group of scientists converging into the historical city of Oaxaca, in the state of the same name, had come from Argentina, Chile, Venezuela, several places in Mexico, Canada, U. S. A. , England, France, Italy, Germany, Russia, and Switzerland. The presentations at the workshop provided sta- of-art reviews of many of the most important problems, currently under study. Equally important to all the participants in the workshop was the fact that we had come to honor a friend, Hans Christoph Siegmann, on his sixty-fifth birthday. This Festschrift recognizes the intellectual leadership of Professor Siegmann in the field and as a sincere homage to his qualities as an exceptional friend, college and mentor. Those who have had the privilege to work closely with Hans Christoph have been deeply impressed by his remarkable analytic mind as well as by his out of range kindness and generosity. Hans Christoph has contributed to the understanding of the difficult and very important problem of the magnetic properties of finite systems: surfaces, thin films, heterostructures.
Nonlinear dynamics is now recognized as playing a crucial role in a wide variety of disciplines. But what is only just beginning is the important process of cross fertilization and transfer of knowledge and expertise from one area to another. This book is intended to promote this process which will undoubtedly contribute greatly to furthering our understanding of complex systems. Contributions are provided by leading experts from the areas of sociology, cognitive science, chemistry, physiology, ecology, economics, neural networks and physics.
The idea of devoting a complete book to this topic was born at one of the Workshops on Nonlinear and Turbulent Processes in Physics taking place reg ularly in Kiev. With the exception of E. D. Siggia and N. Ercolani, all authors of this volume were participants at the third of these workshops. All of them were acquainted with each other and with each other's work. Yet it seemed to be somewhat of a discovery that all of them were and are trying to understand the same problem - the problem of integrability of dynamical systems, primarily Hamiltonian ones with an infinite number of degrees of freedom. No doubt that they (or to be more exact, we) were led to this by the logical process of scientific evolution which often leads to independent, almost simultaneous discoveries. Integrable, or, more accurately, exactly solvable equations are essential to theoretical and mathematical physics. One could say that they constitute the "mathematical nucleus" of theoretical physics whose goal is to describe real clas sical or quantum systems. For example, the kinetic gas theory may be considered to be a theory of a system which is trivially integrable: the system of classical noninteracting particles. One of the main tasks of quantum electrodynamics is the development of a theory of an integrable perturbed quantum system, namely, noninteracting electromagnetic and electron-positron fields."
The availability of large data sets has allowed researchers to uncover complex properties such as large-scale fluctuations and heterogeneities in many networks, leading to the breakdown of standard theoretical frameworks and models. Until recently these systems were considered as haphazard sets of points and connections. Recent advances have generated a vigorous research effort in understanding the effect of complex connectivity patterns on dynamical phenomena. This book presents a comprehensive account of these effects. A vast number of systems, from the brain to ecosystems, power grids and the internet, can be represented as large complex networks. This book will interest graduate students and researchers in many disciplines, from physics and statistical mechanics to mathematical biology and information science. Its modular approach allows readers to readily access the sections of most interest to them, and complicated maths is avoided so the text can be easily followed by non-experts in the subject.
Thermodynamic methods of analysis have in recent years found ever-growing extensions in diverse regions of modern tech nology. The object of the present book is to apply these methods to the description of materials of varying physical properties. I hope the book will illustrate the wide variety and usefulness of thermodynamics which was well described by Albert Einstein: "A theory is the more impressive the greater the simplicity of its premises is, the more different kinds of things it relates, and the more extended is its area of applicability. Therefore the deep impression which classical thermodynamics made upon me." The work of the American thermodynamic school is well known in the Soviet Union, and thus it is a great pleasure to offer this book to American readers. V. V. Sychev v Preface At the present time, when a number of new areas of tech nology are rapidly evolving, it is difficult to present a modern course in technical thermodynamics without developing such sub jects as the thermodynamics of insulators, magnets, and super conductors, or without treating the features of thermodynamic systems located in a gravitational field and in conditions of weight lessness, etc. In fact the limited coverage of technical thermody namics in the usual textbooks and school equipment as a rule prevents the authors from giving any detailed discussion of these important problems. I therefore resolved to treat these problems in a separate text. I discussed the concept of this book with my teachers V. A."
In our daily lives we conceive of our surroundings as an objectively given reality. The world is perceived through our senses, and ~hese provide us, so we believe, with a faithful image of the world. But occ~ipnally we are forced to realize that our senses deceive us, e. g. , by illusions. For a while it was believed that the sensation of color is directly r~lated to the frequency of light waves, until E. Land (the inventor of the polaroid camera) showed in detailed experiments that our perception of, say, a colored spot depends on the colors of its surrounding. On the other hand, we may experience hallucinations or dreams as real. Quite evidently, the relationship between the "world" and our "brain" is intricate. Another strange problem is the way in which we perceive time or the "Now". Psychophysical experiments tell us that the psychological "Now" is an extended period of time in the sense of physics. The situation was made still more puzzling when, in the nineteen-twenties, Heisenberg and others realized that, by observing processes in the microscopic world of electrons and other elementary particles, we strongly interfere with that world. The outcome of experiments - at least in general - can only be predicted statistically. What is the nature ofthis strange relationship between "object" and "observer"? This is another crucial problem of the inside-outside or endo-exo dichotomy.
Et mai . ..., si j'avait su comment en revenir. One service mathematics has rendered the human race. It has put common sense back je n'y serais point aIIe.' Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent: therefore we may be sense' . able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series."
The thread of self-organization which is now recognized as permeating many dynamical transformations in diverse systems around us seems set to unleash a revolution as influential as that of Darwin in the last century. Darwin removed the 'originator' of a species; self-organization now seeks to remove the 'organizer' from an organism. Methods of nonlinear dynamics have played a crucial role in opening up this field and if these methods have a progenitor it is Henri Poi~care (1854 - 1912) whose first substantial compilation amongst his prolific productio~ was Les Methodes Nouvelles de la Mecanique Celeste, Vol 1. Thi~ work'aplleared in Paris in 1892, a century ago, thus offering us the opportunity to celebrate a centenary of this extraordinary revolutionary of science: M~:of. ~he ex;tensive contributions of Poincare helped to lay the foundation of this field of nonlinear dynamics, for _e. xam*lI~e mai:hematic~l theory of . dillJ. ensions~ . ( qualita. tively) global aspects of ph~ ~~c~ d~~~ics, topological analysis, . fiXed. pbiilt theo- rems, bifurcation COIiC~l?ts :{~o ?e u~d later for example for Andronov-Poincare bifurcation), diffe~!:. Iice' equation mappings in phase spa |
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