The present volume contains expanded and substantially reworked records of invitedlecturesdeliveredduringthe38thKarpaczWinterSchoolofTheoretical Physics on "Dynamical Semigroups: Dissipation, Chaos, Quanta", which took placeinLadek , Zdr' oj,(Poland)intheperiod6-15February2002. Themainpurposeoftheschoolwastocreateaplatformfortheconfrontation ofviewpointsandresearchmethodologiesrepresentedbytwogroupsofexperts actually working in the very same area of theoretical physics. This situation is quite distinct in non-equilibrium statistical physics of open systems, where classicalandquantumaspectsareaddressedseparatelybymeansofverydi?erent andevenincompatibleformaltools. TheschooltopicsselectionbytheLecturersreads:dissipativedynamicsand chaoticbehaviour,modelsofenvironment-systemcouplingandmodelsofth- mostats;non-equilibriumstatisticalmechanicsandfarfromequilibriumphen- ena;quantumopensystems,decoherenceandlinkstoquantumchaos;quantum andclassicalapplicationsofMarkovsemigroupsandthevalidityofMarkovian approximations. Theorganizingprincipleforthewholeendeavourwastheissueofthedyn- ics of open systems and more speci?cally -15February2002. Themainpurposeoftheschoolwastocreateaplatformfortheconfrontation ofviewpointsandresearchmethodologiesrepresentedbytwogroupsofexperts actually working in the very same area of theoretical physics. This situation is quite distinct in non-equilibrium statistical physics of open systems, where classicalandquantumaspectsareaddressedseparatelybymeansofverydi?erent andevenincompatibleformaltools. TheschooltopicsselectionbytheLecturersreads:dissipativedynamicsand chaoticbehaviour,modelsofenvironment-systemcouplingandmodelsofth- mostats;non-equilibriumstatisticalmechanicsandfarfromequilibriumphen- ena;quantumopensystems,decoherenceandlinkstoquantumchaos;quantum andclassicalapplicationsofMarkovsemigroupsandthevalidityofMarkovian approximations. Theorganizingprincipleforthewholeendeavourwastheissueofthedyn- ics of open systems and more speci?cally - thedynamics of dissipation. Since this research area is extremely broad and varied, no single book can cover all importantdevelopments. Therefore,linkswithdynamicalchaoswerechosento representasupplementaryconstraint. Theprogrammeoftheschoolandits?naloutcomeintheformofthepresent volumehasbeenshapedwiththehelpofthescienti?ccommitteecomprising:R. Alicki,Ph. Blanchard,J. R. Dorfman,G. Gallavotti,P. Gaspard,I. Guarneri, ? F. Haake, M. Ku's, A. Lasota, B. Zegarlinski ' and K. Zyczkowski. Some of the committeememberstookchargeoflecturingtoo. Weconveyourthankstoall ofthem. Wewouldliketoexpresswordsofgratitudetomembersofthelocalorgan- ingcommittee,W. Ceg laandP. Lugiewicz, fortheirhelp. Specialthanksmust beextendedtoMrsAnnaJadczykforherhelpatvariousstagesoftheschool organizationandthecompetenteditorialassistance. Theschoolwas?nanciallysupportedbytheUniversityofWroc law,Univ- sityofZielonaG' ora,PolishMinistryofEducation,PolishAcademyofSciences, FoundationfortheKarpaczWinterSchoolofTheoreticalPhysicsandthe- nationfromtheDrWilhelmHeinrichHeraeusundElseHeraeusStiftung. Wrocla wandZielonaG' ora,Poland PiotrGarbaczewski June2002 RobertOlkiewicz TableofContents Introduction...1 ChapterI NonequilibriumDynamics SomeRecentAdvancesinClassicalStatisticalMechanics E. G. D. Cohen...7 DeterministicThermostatsandFluctuationRelations L. Rondoni...35 WhatIstheMicroscopicResponseofaSystem DrivenFarFromEquilibrium? C. Jarzynski...63 Non-equilibriumStatisticalMechanics ofClassicalandQuantumSystems D. Kusnezov,E. Lutz,K. Aoki...8 3 ChapterII DynamicsofRelaxationandChaoticBehaviour DynamicalTheoryofRelaxation inClassicalandQuantumSystems P. Gaspard...111 RelaxationandNoiseinChaoticSystems S. Fishman,S. Rahav...165 FractalStructuresinthePhaseSpace ofSimpleChaoticSystemswithTransport J. R. Dorfman...193 ChapterIII DynamicalSemigroups MarkovSemigroupsandTheirApplications R. Rudnicki,K. Pich'or,M. Tyran-Kaminska ' ...215 VIII TableofContents InvitationtoQuantumDynamicalSemigroups R. Alicki...239 FiniteDissipativeQuantumSystems M. Fannes...265 CompletePositivityinDissipativeQuantumDynamics F. Benatti,R. Floreanini,R. Romano...283 QuantumStochasticDynamicalSemigroup W. A. Majewski ...305 ChapterIV Driving,DissipationandControlinQuantumSystems DrivenChaoticMesoscopicSystems, DissipationandDecoherence D. Cohen...317 QuantumStateControlinCavityQED T. WellensandA. Buchleitner...351 SolvingSchrodinger'sEquationforanOpenSystem andItsEnvironment W. T. Strunz...377 ChapterV DynamicsofLargeSystems ThermodynamicBehaviorofLargeDynamicalSystems -Quantum1dConductorandClassicalMultibakerMap- S. Tasaki...395 CoherentandDissipativeTransport inAperiodicSolids:AnOverview J. Bellissard...

This graduate-level textbook is devoted to understanding, prediction and control of high-dimensional chaotic and attractor systems of real life. The objective is to provide the serious reader with a serious scientific tool that will enable the actual performance of competitive research in high-dimensional chaotic and attractor dynamics. From introductory material on low-dimensional attractors and chaos, the text explores concepts including Poincare's 3-body problem, high-tech Josephson junctions, and more."

Experimental evidence in humans and other mammalians indicates that complex neurodynamics is crucial for the emergence of higher-level intelligence. Dynamical neural systems with encoding in limit cycle and non-convergent attractors have gained increasing popularity in the past decade. The role of synchronization, desynchronization, and intermittent synchronization on cognition has been studied extensively by various authors, in particular by authors contributing to the present volume. This book addresses dynamical aspects of brain functions and cognition.

The content of this book is multidisciplinary by nature. It uses mathematical tools from the theories of probability and stochastic processes, partial differential equations, and asymptotic analysis, combined with the physics of wave propagation and modeling of time reversal experiments. It is addressed to a wide audience of graduate students and researchers interested in the intriguing phenomena related to waves propagating in random media. At the end of each chapter there is a section of notes where the authors give references and additional comments on the various results presented in the chapter.

Reinvigorated by advances and insights the quantum theory of irreversible processes has recently attracted growing attention.

This volume introduces the very basic concepts of semigroup dynamics of open quantum systems and reviews a variety of modern applications. Originally published as Volume 286 (1987) in Lecture in Physics, this volume has been newly typeset, revised and corrected and also expanded to include a review on recent developments.

While the stability theory for systems with bilateral constraints is a well-established field, this monograph represents a systematic study of mechanical systems with unilateral constraints, such as unilateral contact, impact and friction. Such unilateral constraints give rise to non-smooth dynamical models for which stability theory is developed in this work. The book will be of interest to those working in the field of non-smooth mechanics and dynamics.

This book is intended to serve as an introduction to the multidisciplinary ?eld of anomalous diffusion in complex systems such as turbulent plasma, convective rolls, zonal ?ow systems, stochastic magnetic ?elds, etc. In spite of its great importance, turbulent transport has received comparatively little treatment in published mo- graphs. This book attempts a comprehensive description of the scaling approach to turbulent diffusion. From the methodological point of view, the book focuses on the general use of correlation estimates, quasilinear equations, and continuous time random walk - proach. I provide a detailed structure of some derivations when they may be useful for more general purposes. Correlation methods are ?exible tools to obtain tra- port scalings that give priority to the richness of ingredients in a physical pr- lem. The mathematical description developed here is not meant to provide a set of "recipes" for hydrodynamical turbulence or plasma turbulence; rather, it serves to develop the reader's physical intuition and understanding of the correlation mec- nisms involved.

Based on a one-year course taught by the author to graduates at the University of Missouri, this book provides a student-friendly account of some of the standard topics encountered in an introductory course of ordinary differential equations. In a second semester, these ideas can be expanded by introducing more advanced concepts and applications. A central theme in the book is the use of Implicit Function Theorem, while the latter sections of the book introduce the basic ideas of perturbation theory as applications of this Theorem. The book also contains material differing from standard treatments, for example, the Fiber Contraction Principle is used to prove the smoothness of functions that are obtained as fixed points of contractions. The ideas introduced in this section can be extended to infinite dimensions.

This volume discusses the rich and interesting properties of dynamical systems that appear in ecology and environmental sciences. It provides a fascinating survey of the theory of dynamical systems in ecology and environmental science. Each chapter introduces students and scholars to the state-of-the-art in an exciting area, presents new results, and inspires future contributions to mathematical modeling in ecology and environmental sciences.

This book is devoted to new methods of control for complex dynamical systems and deals with nonlinear control systems having several degrees of freedom, subjected to unknown disturbances, and containing uncertain parameters. Various constraints are imposed on control inputs and state variables or their combinations. The book contains an introduction to the theory of optimal control and the theory of stability of motion, and also a description of some known methods based on these theories. Major attention is given to new methods of control developed by the authors over the last 15 years. Mechanical and electromechanical systems described by nonlinear Lagrange's equations are considered. General methods are proposed for an effective construction of the required control, often in an explicit form. The book contains various techniques including the decomposition of nonlinear control systems with many degrees of freedom, piecewise linear feedback control based on Lyapunov's functions, methods which elaborate and extend the approaches of the conventional control theory, optimal control, differential games, and the theory of stability. The distinctive feature of the methods developed in the book is that the c- trols obtained satisfy the imposed constraints and steer the dynamical system to a prescribed terminal state in ?nite time. Explicit upper estimates for the time of the process are given. In all cases, the control algorithms and the estimates obtained are strictly proven.

This book addresses several of the foundational problems in thermophysics, i. e. thermodynamics and statistical mechanics. It is an interdisciplinary work in that it examines the philosophical underpinning of scientific models and theories; it also refines the analysis of the problems at hand and delineates the place occupied by various scientific models in a generalized philosophical landscape. Hence, our philosophical - or theoretical - inquiry focuses sharply on the concept of models; and our empirical - or laboratory - evidence is sought in the model-building activities of scientists who have tried to confront the epistemological problems arising in the thermophysical sciences. Primarily for researchers and students in physics, philosophy of science, and mathematics, our book aims at informing the readers - with all the in dispensable technical details made readily available - about the nature of the foundational problems, how these problems are approached with the help of various mathematical models, and what the philosophical implications of such models and approaches involve. Some familiarity with elementary ther mophysics and/or with introductory-level philosophy of science may help, but neither is a prerequisite. The logical and mathematical background re quired for the book are introduced in the Appendices. Upon using the Subject Index, the readers may easily locate the concepts and theorems needed for understanding various parts of the book. The Citation Index lists the authors of the contributions we discuss in detail."

This book, written by a leader in neural network theory in Russia, uses mathematical methods in combination with complexity theory, nonlinear dynamics and optimization. It details more than 40 years of Soviet and Russian neural network research and presents a systematized methodology of neural networks synthesis. The theory is expansive: covering not just traditional topics such as network architecture but also neural continua in function spaces as well.

Thisvolumeexploresabductivecognition, animportantbut, atleastuntilthe third quarter of the last century, neglected topic in cognition. It integrates and further develops ideas already introduced in a previous book, which I published in 2001 (Abduction, Reason, and Science. Processes of Discovery and Explanation, Kluwer Academic/Plenum Publishers, New York). Thestatusofabductionisverycontroversial. Whendealingwithabductive reasoning misinterpretations and equivocations are common. What are the di?erences between abduction and induction? What are the di?erences - tween abduction and the well-known hypothetico-deductive method? What did Peircemeanwhen heconsideredabductionboth a kindofinferenceanda kind of instinct or when he considered perception a kind of abduction? Does abduction involve only the generation of hypotheses or their evaluation too? Are the criteria for the best explanation in abductive reasoning epistemic, or pragmatic, or both? Does abduction preserve ignorance or extend truth or both? How many kinds of abduction are there? Is abduction merely a kind of "explanatory" inference or does it involve other non-explanatory ways of guessing hypotheses? The book aims at increasing knowledge about creative and expert inf- ences. The study of these high-level methods of abductive reasoning is s- uated at the crossroads of philosophy, logic, epistemology, arti?cial intel- gence, neuroscience, cognitive psychology, animal cognition and evolutionary theories; that is, at the heart of cognitive science. Philosophers of science in thetwentiethcenturyhavetraditionallydistinguishedbetweentheinferential processesactiveinthelogicofdiscoveryandtheonesactiveinthelogicofj- ti?cation. Most have concluded that no logic of creative processes exists and, moreover, that a rational model of discovery is impossible. In short, scienti?c creative inferences are irrational and there is no "reasoning" to hypotheses.

Delay Differential Equations: Recent Advances and New Directions cohesively presents contributions from leading experts on the theory and applications of functional and delay differential equations (DDEs).

Students and researchers will benefit from a unique focus on theory, symbolic, and numerical methods, which illustrate how the concepts described can be applied to practical systems ranging from automotive engines to remote control over the Internet. Comprehensive coverage of recent advances, analytical contributions, computational techniques, and illustrative examples of the application of current results drawn from biology, physics, mechanics, and control theory.

Students, engineers and researchers from various scientific fields will find Delay Differential Equations: Recent Advances and New Directions a valuable reference.

Despite a long history of almost 180 years stretching back to the times of Carnot and, later, Clausius and Lord Kelvin, amongst others following him, the subject of thermodynamics has not as yet seen its full maturity, in the sense that the theory of irreversible processes has remained incomplete. The works of L. Onsager, J. Meixner, I. Prigogine on the thermodyn- ics of linear irreversible processes are, in effect, the early efforts toward the desired goal of giving an adequate description of irreversible processes, but their theory is confined to near-equilibrium phenomena. The works in recent years by various research workers on the extension of the aforem- tioned thermodynamic theory of linear irreversible processes are further efforts toward the goal mentioned. The present work is another of such efforts and a contribution to the subject of generalizing the thermodyn- ics of reversible processes, namely, equilibrium thermodynamics, to that of irreversible processes-non-equilibrium thermodynamics, without being restricted to linear irreversible processes. In this context the terms 'far - moved from equilibrium' is often used in the literature, and such states of macroscopic systems and non-linear irreversible phenomena in them are the objects of interest in this work. The thermodynamics of processes, either reversible or irreversible, is a continuum mechanical theory of matter and energy and their exchange between different parts of the system, and as such it makes no direct r- erence to the molecules constituting the substance under consideration.

This monograph combines the knowledge of both the field of nonlinear dynamics and non-smooth mechanics, presenting a framework for a class of non-smooth mechanical systems using techniques from both fields. The book reviews recent developments, and opens the field to the nonlinear dynamics community. This book addresses researchers and graduate students in engineering and mathematics interested in the modelling, simulation and dynamics of non-smooth systems and nonlinear dynamics.

Quantum and chaos, key concepts in contemporary science, are incompatible by nature. This volume presents an investigation into quantum transport in mesoscopic or nanoscale systems which are classically chaotic and shows the success and failure of quantal, semiclassical, and random matrix theories in dealing with questions emerging from the mesoscopic cosmos. These traditional theories are critically analysed, and this leads to a new direction. To reconcile quantum with chaos and to restore genuine temporal chaos in quantum systems, a time-discrete variant of quantum dynamics is proposed. Audience: This book will be of interest to graduate students and researchers in physics, chemistry and mathematics, whose work involves fundamental questions of quantum mechanics in chaotic systems.

Constructal Theory of Social Dynamics brings together for the first time social scientists and engineers who present predictive theory of social organization, as a conglomerate of mating flows that morph in time to flow more easily. The book offers a new way to look at social phenomena as part of natural phenomena, and examines a new domain of application of engineering such as thermodynamic optimization, thermoeconomics and "design as science."

Cellular Neural Networks (CNNs) constitute a class of nonlinear, recurrent and locally coupled arrays of identical dynamical cells that operate in parallel. ANALOG chips are being developed for use in applications where sophisticated signal processing at low power consumption is required. Signal processing via CNNs only becomes efficient if the network is implemented in analog hardware. In view of the physical limitations that analog implementations entail, robust operation of a CNN chip with respect to parameter variations has to be insured. By far not all mathematically possible CNN tasks can be carried out reliably on an analog chip; some of them are inherently too sensitive. This book defines a robustness measure to quantify the degree of robustness and proposes an exact and direct analytical design method for the synthesis of optimally robust network parameters. The method is based on a design centering technique which is generally applicable where linear constraints have to be satisfied in an optimum way. Processing speed is always crucial when discussing signal-processing devices. In the case of the CNN, it is shown that the setting time can be specified in closed analytical expressions, which permits, on the one hand, parameter optimization with respect to speed and, on the other hand, efficient numerical integration of CNNs. Interdependence between robustness and speed issues are also addressed. Another goal pursued is the unification of the theory of continuous-time and discrete-time systems. By means of a delta-operator approach, it is proven that the same network parameters can be used for both of these classes, even if their nonlinear output functions differ. More complex CNN optimization problems that cannot be solved analytically necessitate resorting to numerical methods. Among these, stochastic optimization techniques such as genetic algorithms prove their usefulness, for example in image classification problems. Since the inception of the CNN, the problem of finding the network parameters for a desired task has been regarded as a learning or training problem, and computationally expensive methods derived from standard neural networks have been applied. Furthermore, numerous useful parameter sets have been derived by intuition. In this book, a direct and exact analytical design method for the network parameters is presented. The approach yields solutions which are optimum with respect to robustness, an aspect which is crucial for successful implementation of the analog CNN hardware that has often been neglected. `This beautifully rounded work provides many interesting and useful results, for both CNN theorists and circuit designers.' Leon O. Chua

Solving a longstanding problem in the physical sciences, this text and reference generalizes Gaussian error intervals to situations in which the data follow distributions other than Gaussian. The text is written at introductory level, with many examples and exercises.

This book covers developments in the theory of oscillations from diverse viewpoints, reflecting the fields multidisciplinary nature. It introduces the state-of-the-art in the theory and various applications of nonlinear dynamics. It also offers the first treatment of the asymptotic and homogenization methods in the theory of oscillations in combination with Pad approximations. With its wealth of interesting examples, this book will prove useful as an introduction to the field for novices and as a reference for specialists.

This book is about the dynamics of coupled map lattices (CML) and of related spatially extended systems. It will be useful to post-graduate students and researchers seeking an overview of the state-of-the-art and of open problems in this area of nonlinear dynamics. The special feature of this book is that it describes the (mathematical) theory of CML and some related systems and their phenomenology, with some examples of CML modeling of concrete systems (from physics and biology). More precisely, the book deals with statistical properties of (weakly) coupled chaotic maps, geometric aspects of (chaotic) CML, monotonic spatially extended systems, and dynamical models of specific biological systems.

Models form the basis of any decision. They are used in di?erent context and for di?erent purposes: for identi?cation, prediction, classi?cation, or control of complex systems. Modeling is done theory-driven by logical-mathematical methods or data-driven based on observational data of the system and some algorithm or software for analyzing this data. Today, this approach is s- marized as Data Mining. There are many Data Mining algorithms known like Arti?cial Neural N- works, Bayesian Networks, Decision Trees, Support Vector Machines. This book focuses on another method: the Group Method of Data Handling. - thoughthismethodologyhasnotyetbeenwellrecognizedintheinternational science community asa verypowerfulmathematicalmodeling andknowledge extraction technology, it has a long history. Developed in 1968bythe Ukrainianscientist A.G. Ivakhnenko it combines the black-box approach and the connectionism of Arti?cial Neural Networks with well-proven Statistical Learning methods and with more behavior- justi?ed elements of inductive self-organization.Over the past 40 years it has been improving and evolving, ?rst by works in the ?eld of what was known in the U.S.A. as Adaptive Learning Networks in the 1970s and 1980s and later by signi? cantcontributions from scientists from Japan,China, Ukraine, Germany. Many papers and books have been published on this modeling technology, the vast majority of them in Ukrainian and Russian language.

The conference Chaos in Astronomy was held in Athens from 17 to 20 September 2007 and was dedicated to the memory of Nikos Voglis, who was directoroftheResearchCenterforAstronomyoftheAcademyofAthensuntil his death on 9 February 2007. It was attended by 73 registered participants coming from 18 di?erent countries. A total of 40 oral papers were delivered including a conference summary. Furthermore 16 posters were presented. The conference was the main event in a series of talks, public lectures and d- cussion meetings about "Chaos in Astronomy" that have taken place at the Research Center for Astronomy. We underline three special talks that have been given by D. Kazanas (NASA-Goddard Space Flight Center), D. Lynden- Bell (Cambridge, UK) and C. Tsallis (Brazilian Academy of Science). The main sponsor of the conference was the "Alexander S. Onassis" Fo- dation. In addition the conference has been supported by the General S- retariat for Research and Technology, the National Observatory of Athens, and the Hellenic Ministry of Culture. We are grateful to all sponsors for their generosity. We also express our gratitude to the Academy of Athens and to the - rectorship of the Biomedical Research Foundation, where the conference took place.

This volume is published as the proceedings of the third Russian-German - vanced Research Workshop on Computational Science and High Performance Computing in Novosibirsk, Russia, in July 2007. The contributions of these proceedings were provided and edited by the - thors, chosen after a careful selection and reviewing. The workshop was organized by the High Performance Computing Center Stuttgart(Stuttgart,Germany)andtheInstituteofComputationalTechnologies SBRAS(Novosibirsk,Russia)intheframeworkofactivitiesoftheGerman-Russian CenterforComputationalTechnologiesandHighPerformanceComputing. Thee event is held biannually and has already become a good tradition for German and Russian scientists. The ?rst Workshop took place in September 2003 in Novosibirskand the second Workshopwas hosted by Stuttgart in March 2005. Both workshops gave the possibility of sharing and discussing the latest results and developing further scienti?c contacts in the ?eld of computational science and high performance computing. The topics of the current workshop include software and hardware for high performancecomputation,numericalmodellingingeophysicsandcomputational ?uid dynamics, mathematical modelling of tsunami waves, simulation of fuel cellsandmodern? breopticsdevices,numericalmodellingincryptographypr- lems andaeroacoustics,interval analysis,toolsfor Gridapplications,researchon service-oriented architecture (SOA) and telemedicine technologies. Theparticipationofrepresentativesofmajorresearchorganizationsengagedin the solution of the most complex problems of mathematical modelling, devel- ment of new algorithms,programsandkey elementsof informationtechnologies, elaboration and implementation of software and hardware for high performance computing systems,provideda highlevelof competenceofthe workshop. Among the German participants were the heads and leading specialists of the HighPerformanceComputingCenterStuttgart(HLRS)(UniversityofStuttgart), NECHighPerformanceComputingEuropeGmbH,SectionofAppliedMathem- ics(UniversityofFreiburgi.Br.),InstituteofAerodynamics(RWTHAachen),- gionalComputingCenterErlangen(RRZE(UniversityofErlangen-Nuremberg), Center for High Performance Computing (ZHR) (Dresden University of Technology).