This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.

During the past ten years, there has been intensive development in theoretical and experimental research of solitons in periodic media. This book provides a unique and informative account of the state-of-the-art in the field. The volume opens with a review of the existence of robust solitary pulses in systems built as a periodic concatenation of very different elements. Among the most famous examples of this type of systems are the dispersion management in fiber-optic telecommunication links, and (more recently) photonic crystals. A number of other systems belonging to the same broad class of spatially periodic strongly inhomogeneous media (such as the split-step and tandem models) have recently been identified in nonlinear optics, and transmission of solitary pulses in them was investigated in detail. Similar soliton dynamics occurs in temporal-domain counterparts of such systems, where they are subject to strong time-periodic modulation (for instance, the Feshbach-resonance management in Bose-Einstein condensates). Basis results obtained for all these systems are reviewed in the book. This timely work will serve as a useful resource for the soliton community.

This volume offers of the EU-funded 5th Framework project, FLOMANIA (Flow Physics Modelling - An Integrated Approach). The book presents an introduction to the project, exhibits partners' methods and approaches, and provides comprehensive reports of all applications treated in the project. A complete chapter is devoted to a description of turbulence models used by the partners together with a section on lessons learned, accompanied by a comprehensive list of references.

Thank heavens for Jens Wittenburg, of the University of Karlsruhe in Germany. Anyone who 's been laboring for years over equation after equation will want to give him a great big hug. It is common practice to develop equations for each system separately and to consider the labor necessary for deriving all of these as inevitable. Not so, says the author. Here, he takes it upon himself to describe in detail a formalism which substantially simplifies these tasks.

This book examines the testing and modeling of materials and structures under dynamic loading conditions. Readers get an in-depth analysis of the current mathematical modeling and simulation tools available for a variety of materials, alongside discussions of the benefits and limitations of these tools in industrial design. Following a logical and well organized structure, this volume uniquely combines experimental procedures with numerical simulation, and provides many examples.

An exciting new direction in hydrodynamic stability theory and the transition to turbulence is concerned with the role of disconnected states or finite amplitude solutions in the evolution of disorder in fluid flows. This volume contains refereed papers presented at the IUTAM/LMS sponsored symposium on "Non-Uniqueness of Solutions to the Navier-Stokes equations and their Connection with Laminar-Turbulent Transition" held in Bristol 2004. Theoreticians and experimentalists gathered to discuss developments in understanding both the onset and collapse of disordered motion in shear flows such as those found in pipes and channels.

The central objective of the symposium was to discuss the increasing amount of experimental and numerical evidence for finite amplitude solutions to the Navier-Stokes equations and to set the work into a modern theoretical context. The participants included many of the leading authorities in the subject and this volume captures much of the flavour of the resulting stimulating and lively discussions.

The aim of this book is to show that the probabilistic formalisms of classical statistical mechanics and quantum mechanics can be unified on the basis of a general contextual probabilistic model. By taking into account the dependence of (classical) probabilities on contexts (i.e. complexes of physical conditions), one can reproduce all distinct features of quantum probabilities such as the interference of probabilities and the violation of Bell's inequality. Moreover, by starting with a formula for the interference of probabilities (which generalizes the well known classical formula of total probability), one can construct the representation of contextual probabilities by complex probability amplitudes or, in the abstract formalism, by normalized vectors of the complex Hilbert space or its hyperbolic generalization. Thus the Hilbert space representation of probabilities can be naturally derived from classical probabilistic assumptions. An important chapter of the book critically reviews known no-go theorems: the impossibility to establish a finer description of micro-phenomena than provided by quantum mechanics; and, in particular, the commonly accepted consequences of Bell's theorem (including quantum non-locality). Also, possible applications of the contextual probabilistic model and its quantum-like representation in complex Hilbert spaces in other fields (e.g. in cognitive science and psychology) are discussed.

Critical phenomena is one of the most exciting areas of modern physics. This book provides a thorough but economic introduction into the principles and techniques of the theory of critical phenomena and the renormalization group, from the perspective of modern condensed matter physics. Assuming basic knowledge of quantum and statistical mechanics, the book discusses phase transitions in magnets, superfluids, superconductors, and gauge field theories. Particular attention is given to modern topics such as gauge field fluctuations in superconductors, the Kosterlitz-Thouless transition, duality transformations, and quantum phase transitions - all of which are at the forefront of today's physics research. This book contains numerous problems of varying degrees of difficulty, with solutions. These problems provide readers with a wealth of material to test their understanding of the subject. It is ideal for graduate students and more experienced researchers in the fields of condensed matter physics, statistical physics, and many-body physics.

This clear book presents a critical and modern analysis of the conceptual foundations of statistical mechanics as laid down in Boltzmann's works. The author emphasises the relation between microscopic reversibility and macroscopic irreversibility, explaining fundamental concepts in detail.

In June of 2002, over 500 professors, students and researchers met in Boston, Massachusetts for the Fourth International Conference on Complex Systems. The attendees represented a remarkably diverse collection of fields: biology, ecology, physics, engineering, computer science, economics, psychology and sociology, The goal of the conference was to encourage cross-fertilization between the many disciplines represented and to deepen understanding of the properties common to all complex systems.

This volume contains 43 papers selected from the more than 200 presented at the conference. Topics include: cellular automata, neurology, evolution, computer science, network dynamics, and urban planning.

About NECSI: For over 10 years, The New England Complex Systems Institute (NECSI) has been instrumental in the development of complex systems science and its applications. NECSI conducts research, education, knowledge dissemination, and community development around the world for the promotion of the study of complex systems and its application for the betterment of society. NECSI hosts the International Conference on Complex Systems and publishes the NECSI Book Series in conjunction with Springer Publishers.

ALI MINAI is an Affiliate of the New England Complex Systems Institute and an Associate Professor in the Department of Electrical and Computer Engineering and Computer Science at the University of Cincinnati.

YANEER BAR-YAM is President and founder of the New England Complex Systems Institute. He is the author of Dynamics of Complex Systems and Making Things Work: Solving Complex Problems in a Complex World.

This is the first monograph devoted to investigation of the most complex physical processes of soft systems, including a wide class of solutions. It blends modern theoretical understanding and experimental results, proposing new methods and models for the description of several soft systems.

Written by the world 's leading researchers on various topics of linear, nonlinear, and stochastic mechanical vibrations, this work gives an authoritative overview of the classic yet still very modern subject of mechanical vibrations. It examines the most important contributions to the field made in the past decade, offering a critical and comprehensive portrait of the subject from various complementary perspectives.

Multilayer networks is a rising topic in Network Science which characterizes the structure and the function of complex systems formed by several interacting networks. Multilayer networks research has been propelled forward by the wide realm of applications in social, biological and infrastructure networks and the large availability of network data, as well as by the significance of recent results, which have produced important advances in this rapidly growing field. This book presents a comprehensive account of this emerging field. It provides a theoretical introduction to the main results of multilayer network science.

vi The amalgamation of individual approaches and results from various schools into a comprehensive scientific theory, which can be generally appreciated throughout the international scientific com munity, is oftendifficult and time consuming. We believe that one of the best ways to give a complete and clear presentation of a theoryis to include a review of the developmental history of that theory. We are convinced that explaining a theory in a historical perspectiveis essential for a proper understanding ofits present state and for a sound choice of future developments. So we have endeavored to present a complete picture of investi gations performed in both Western and Soviet nations. We understand that Soviet investigations are less familiar to English-speaking readers due to the languagebarrier and the obvious sad circumstances of the interruption of scientific connections before and after World War II, because of this there is an emphasis on Soviet publications in the bibliography. Our attempt to present a comprehensive picture has made our book rather large becauseit has had to include some fundamentals of thermochemistry and kinetics as well as self-ignition and flame propagation invarious conditions. We have also included stability problems in some detail but we have had to leave out the problems of combustion of solid propellants and detonation. We hope that our bookwill be useful to the reader wishing to learn about both the present state of combustion theory and howit originated due to the efforts of many people from different countries. Ya.B.Z."

Functional integration successfully entered physics as path integrals in the 1942 Ph.D. dissertation of Richard P. Feynman, but it made no sense at all as a mathematical definition. Cartier and DeWitt-Morette have created, in this book, a new approach to functional integration. The book is self-contained: mathematical ideas are introduced, developed generalised and applied. In the authors' hands, functional integration is shown to be a robust, user-friendly and multi-purpose tool that can be applied to a great variety of situations, for example: systems of indistinguishable particles; Aharanov-Bohm systems; supersymmetry; non-gaussian integrals. Problems in quantum field theory are also considered. In the final part the authors outline topics that can be profitably pursued using material already presented.

This book shows how the concept of geometrical frustration can be used to elucidate the structure and properties of non-periodic materials such as metallic glasses, quasicrystals, amorphous semiconductors and complex liquid crystals. Geometric frustration is introduced through examples and idealized models, leading to a consideration of how the concept can be used to identify ordered and defective regions in real materials. Then it is shown how these principles can also be used to model physical properties of materials, in particular specific volume, melting, the structure factor and the glass transition. Final chapters consider geometric frustration in periodic structures with large cells and quasiperiodic order. Appendices give all necessary background on geometry, symmetry and tilings. The text considers geometrical frustration at different scales in many types of materials and structures, including metals, amorphous solids, liquid crystals, amphiphiles, cholisteric systems, polymers, phospholipid membranes, atomic clusters, and quasicrystals. Of interest to researchers in condensed matter physics, materials science and structural chemistry, as well as mathematics and structural biology.

Geomorphology deals with some of the most striking patterns of nature. From mountain ranges and mid-ocean ridges to river networks and sand dunes, there is a whole family of forms, structures, and shapes that demand rationalization as well as mathematical description. In the various chapters of this volume, many of these patterns are explored and discussed, and attempts are made to both unravel the reasons for their very existence and to describe their dynamics in quantitative terms. Particular focus is placed on lava and mud flows, ice and snow dynamics, river and coastal morphodynamics and landscape formation. Combining a pedagogical approach with up-to-date reviews of forefront research, this volume will serve both postgraduate students and lecturers in search of advanced textbook material, and experienced researchers wishing to get acquainted with the various physical and mathematical approaches in a range of closely related research fields.

Complex dynamics constitute a growing and increasingly important area as they offer a strong potential to explain and formalize natural, physical, financial and economic phenomena.

This book pursues the ambitious goal to bring together an extensive body of knowledge regarding complex dynamics from various academic disciplines. Beyond its focus on economics and finance, including for instance the evolution of macroeconomic growth models towards nonlinear structures as well as signal processing applications to stock markets, fundamental parts of the book are devoted to the use of nonlinear dynamics in mathematics, statistics, signal theory and processing.

Numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab make the book an essential reference for researchers and students from many different disciplines who are interested in the nonlinear field. An appendix recapitulates the basic mathematical concepts required to use the book.

This book offers a systematic and comprehensive exposition of the quantum stochastic methods that have been developed in the field of quantum optics. It includes new treatments of photodetection, quantum amplifier theory, non-Markovian quantum stochastic processes, quantum input--output theory, and positive P-representations. It is the first book in which quantum noise is described by a mathematically complete theory in a form that is also suited to practical applications. Special attention is paid to non-classical effects, such as squeezing and antibunching. Chapters added to the previous edition, on the stochastic Schr dinger equation, and on cascaded quantum systems, and now supplemented, in the third edition by a chapter on recent developments in various pertinent fields such as laser cooling, Bose-Einstein condensation, quantum feedback and quantum information.

Statistical Methods in Quantum Optics 2 - Non-Classical Fields continues the development of the methods used in quantum optics to treat open quantum systems and their fluctuations. Its early chapters build upon the phase-space methods introduced in the first volume Statistical Methods in Quantum Optics 1 - Matter Equations and Fokker-Planck Equations the difficulties these methods face in treating non-classical light are exposed, where the regime of large fluctuations failure of the system size expansion is shown to be particularly problematic. Cavity QED is adopted as a natural vehicle for extending quantum noise theory into this regime. In response to the issues raised, the theory of quantum trajectories is presented as a universal approach to the treatment of fluctuations in open quantum systems.

This book presents its material at a level suitable for beginning researchers or students in an advanced course in quantum optics, or a course in quantum mechanics or statistical physics that deals with open quantum systems. The text is complemented by exercises and interspersed notes that point the reader to side issues or a deeper exploration of the material presented."

A fascinating investigation into the foundations of statistical inference
This publication examines the distinct philosophical foundations of different statistical modes of parametric inference. Unlike many other texts that focus on methodology and applications, this book focuses on a rather unique combination of theoretical and foundational aspects that underlie the field of statistical inference. Readers gain a deeper understanding of the evolution and underlying logic of each mode as well as each mode's strengths and weaknesses.
The book begins with fascinating highlights from the history of statistical inference. Readers are given historical examples of statistical reasoning used to address practical problems that arose throughout the centuries. Next, the book goes on to scrutinize four major modes of statistical inference:
* Frequentist
* Likelihood
* Fiducial
* Bayesian
The author provides readers with specific examples and counterexamples of situations and datasets where the modes yield both similar and dissimilar results, including a violation of the likelihood principle in which Bayesian and likelihood methods differ from frequentist methods. Each example is followed by a detailed discussion of why the results may have varied from one mode to another, helping the reader to gain a greater understanding of each mode and how it works. Moreover, the author provides considerable mathematical detail on certain points to highlight key aspects of theoretical development.
The author's writing style and use of examples make the text clear and engaging. This book is fundamental reading for graduate-level students in statistics as well as anyone with an interest in the foundations of statistics and the principles underlying statistical inference, including students in mathematics and the philosophy of science. Readers with a background in theoretical statistics will find the text both accessible and absorbing.

This book is the first comprehensive volume on nonlinear dynamics and chaos in optical systems. A few books have been published recently, but they summarize applied mathematical methodologies toward understanding of nonlinear dynamics in laser systems with small degrees of freedom focusing on linearized perturbation and bifurcation analyses. In contrast to these publications, this book summarizes nonlinear dynamic problems in optical complex systems possessing large degrees of freedom, systematically featuring our original experimental results and their theoretical treatments. The new concepts introduced in this book will have a wide appeal to audiences involved in a rapidly-growing field of nonlinear dynamics. This book focuses on nonlinear dynamics and cooperative functions in realistic optical complex systems, such as multimode lasers, laser array, coupled nonlinear-element systems, and their applications to optical processing. This book is prepared for graduate students majoring in optical and laser physics, but the generic nature of complex systems described in this book may stimulate researchers in the field of nonlinear dynamics covering different academic areas including applied mathematics, hydrodynamics, celestial mechanics, chemistry, biology, and economics.

This book concentrates on the nonlinear static and dynamic analysis of structures and structural components that are widely used in everyday engineering applications. It presents unique methods for nonlinear problems which permits the correct usage of powerful linear methods. Every topic is thoroughly explained and includes numerical examples. The new concepts, theories and methods introduced simplify the solution of the complex nonlinear problems.

This volume describes the current state of knowledge of random spatial processes, particularly those arising in physics. The emphasis is on survey articles which describe areas of current interest to probabilists and physicists working on the probability theory of phase transition. Special attention is given to topics deserving further research. The principal contributions by leading researchers concern the mathematical theory of random walk, interacting particle systems, percolation, Ising and Potts models, spin glasses, cellular automata, quantum spin systems, and metastability. The level of presentation and review is particularly suitable for postgraduate and postdoctoral workers in mathematics and physics, and for advanced specialists in the probability theory of spatial disorder and phase transition.

The problem of irreversibility is ubiquitous in physics and chemistry. The present book attempts to present a unified theoretical and conceptual framework for the description of various irreversible phenomena in quantum mechanics. In a sense, this book supplements conventional textbooks on quantum mechanics by including the theory of irreversibilities. However, the content and style of this book are more appropriate for a monograph than a textbook. We have tried to arrange the material so that, as far as possible, the reader need not continually refer elsewhere. The references to the literature make no pretense of completeness. The book is by no means a survey of present theoretical work. We have tried to highlight the basic principles and their results, while the attention has been mainly paid to the problems in which the author himself has been involved. The book as a whole is designed for the reader with knowledge of theoretical physics (especially quantum mechanics) at university level. This book is based on the courses of lectures given at the Chemistry Department of Tel-Aviv University.