In recent years, as part of the increasing "informationization" of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and "laws" akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled "New Approaches to the Analysis of Large-Scale Business and E- nomic Data," held in Tokyo, March 1-5, 2009. The letters THIC denote the Tokyo Tech (Tokyo Institute of Technology)-Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to exchange viewpoints and experience (APFA1 in Dublin 1999, APFA2 in Liege ` 2000, APFA3 in London 2001, APFA4 in Warsaw 2003, APFA5 in Torino 2006, and APFA6 in Lisbon 2007). The aim of the conf- ence is to establish fundamental analytical techniques and data collection methods, taking into account the results from a variety of academic disciplines.

The well-known Casimir effect has a direct analogue in systems near critical or multicritical points. Critical fluctuations in systems confined to finite geometries lead to attractive or repulsive forces between system boundaries. These forces influence the formation of wetting layers of liquid 4He or binary liquid mixtures near critical points in these fluids. With the aid of recently developed versions of the atomic force microscope, these forces appear to be directly measurable. The book contains an introduction to the physics of critical phenomena and reviews the most recent developments in the theory of finite-size scaling. A detailed discussion of the Casimir effect and related questions follows. The analysis of quantitative effects on the specific heat of critical films, the formation of wetting layers, and force measurements finish the presentation. This is perhaps the first book on the critical Casimir effect.

Galaxies and Chaos examines the application of tools developed for Nonlinear Dynamical Systems to Galactic Dynamics and Galaxy Formation, as well as to related issues in Celestial Mechanics. The contributions collected in this volume have emerged from selected presentations at a workshop on this topic and key chapters have been suitably expanded in order to be accessible to nonspecialist researchers and postgraduate students wishing to enter this exciting field of research.

Initially a subfield of solid state physics, the study of mesoscopic systems has evolved over the years into a vast field of research in its own right. Keeping track its rapid progress, this book provides a broad survey of the latest developments in the field. The focus is on statistics and dynamics of mesoscopic systems with special emphasis on topics like quantum chaos, localization, noise and fluctuations, mesoscopic optics and quantum transport in nanostructures. Written with nonspecialists in mind, this book will also be useful to graduate students wishing to familiarize themselves with this field of research.

The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics. It offers the opportunity of being acquainted with stochastic, kinetic and nonequilibrium processes. Although the research techniques in these areas have become standard procedures, they are not usually taught in the normal courses on statistical physics. For students of physics in their last year and graduate students who wish to gain an invaluable introduction on the above subjects, this book is a necessary tool.

This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft's Excel.

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.

One service mathematics has rendered the Et moi, .... si j'avait su comment en revenir, je human race. It has put common sense back n'y serais point aile.' where it belongs, on the topmost shelf next to Jules Verne the dusty canister labelled 'discarded nonsense'. Eric T. Bell The series is divergent; therefore we may be able to do something with it. O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and nonlineari ties abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sci ences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One ser vice topology has rendered mathematical physics .. .'; 'One service logic has rendered computer 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."

In this monograph, nonequilibrium statistical mechanics is developed by means of ensemble methods on the basis of the Boltzmann equation, the generic Boltzmann equations for classical and quantum dilute gases, and a generalised Boltzmann equation for dense simple fluids. The theories are developed in forms parallel with the equilibrium Gibbs ensemble theory in a way fully consistent with the laws of thermodynamics. The generalised hydrodynamics equations are the integral part of the theory and describe the evolution of macroscopic processes in accordance with the laws of thermodynamics of systems far removed from equilibrium. Audience: This book will be of interest to researchers in the fields of statistical mechanics, condensed matter physics, gas dynamics, fluid dynamics, rheology, irreversible thermodynamics and nonequilibrium phenomena.

The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms. With the help of these methods, better estimates and predictions of latent variables are made possible in the fields of economics, engineering and physics. The resulting procedures are tested within four detailed simulation studies.

Systems driven far from thermodynamic equilibrium can create dissipative structures through the spontaneous breaking of symmetries. A particularlyfascinating feature of these pattern-forming systems is their tendency toproduce spatially confined states. These localized wave packets can exist as propagating entities through space and/or time.

Various examples of suchsystems will be dealt with in this book, including localized states in fluids, chemical reactions on surfaces, neural networks, optical systems, granular systems, population models, and Bose-Einstein condensates.

This book should appeal to all physicists, mathematicians and electrical engineers interested in localization in far-from-equilibrium systems. The authors - all recognized experts in their fields -strive to achieve a balance between theoretical and experimental considerations thereby givingan overview offascinating physical principles, their manifestations in diverse systems, and the noveltechnical applications on the horizon.

Kinetic theory is the link between the non--equilibrium statistical mechanics of many particle systems and macroscopic or phenomenological physics. Therefore much attention is paid in this book both to the derivation of kinetic equations with their limitations and generalizations on the one hand, and to the use of kinetic theory for the description of physical phenomena and the calculation of transport coefficients on the other hand. The book is meant for researchers in the field, graduate students and advanced undergraduate students. At the end of each chapter a section of exercises is added not only for the purpose of providing the reader with the opportunity to test his understanding of the theory and his ability to apply it, but also to complete the chapter with relevant additions and examples that otherwise would have overburdened the main text of the preceding sections. The author is indebted to the physicists who taught him Statistical Mechanics, Kinetic Theory, Plasma Physics and Fluid Mechanics. I gratefully acknowledge the fact that much of the inspiration without which this book would not have been possible, originated from what I learned from several outstanding teachers. In particular I want to mention the late Prof. dr. H. C. Brinkman, who directed my first steps in the field of theoretical plasma physics, my thesis advisor Prof. dr. N. G. Van Kampen and Prof. dr. A. N. Kaufman, whose course on Non-Equilibrium Statistical Mechanics in Berkeley I remember with delight.

The occurrence of fractional statistics has been discovered in more and more quantum field theory models, including some of the most geometrical and canonical ones. In a remarkable case, the fractional quantum statistics of quasiparticles in the fractional quantized Hall effect (FQHE) contributes to the understanding of states found there. Very recent work has indicated that similar possibilities arise for two-dimensional films in certain states of liquid 3He. Perhaps most exciting, although quite speculative at this moment, are recent attempts to apply fractional statistics to spin systems, and specifically to the behaviour of the 2-dimensional copper oxide layers that seem to be critical to the phenomenon of high-temperature superconductivity. It has recently been shown that fractional statistics automatically implies superconductivity of a qualitatively new kind. This collection of reprints with comprehensive commentary will serve as a valuable reference for those interested in the subject but have found it difficult to acquire basic knowledge, or a coherent view of the whole, due to the scattered literature available at present.

Studies of surfaces and interactions between dissimilar materials or phases are vital for modern technological applications. Computer simulation methods are indispensable in such studies and this book contains a substantial body of knowledge about simulation methods as well as the theoretical background for performing computer experiments and analyzing the data.

The book is self-contained, covering a range of topics from classical statistical mechanics to a variety of simulation techniques, including molecular dynamics, Langevin dynamics and Monte Carlo methods. A number of physical systems are considered, including fluids, magnets, polymers, granular media, and driven diffusive systems. The computer simulation methods considered include both standard and accelerated versions. The simulation methods are clearly related to the fundamental principles of thermodynamics and statistical mechanics.

"The first volume might be especially useful for specialists in its subject, but it also contains good expositions for nonspecialists." Acta Sci. Math. (Szeged) Contents: Notes on Subfactors and Statistical Mechanics (V F R Jones); Polynomial Invariants in Knot Theory (L H Kauffman); Algebras of Loops on Surfaces, Algebras of Knots, and Quantization (V G Turaev); Quantum Groups (L Faddeev et al.); Introduction to the Yang-Baxter Equation (M Jimbo); Integrable Systems Related to Braid Groups and Yang-Baxter Equation (T Kohno); The Yang-Baxter Relation: A New Tool for Knot Theory (Y Akutsu et al.); Akutsu-Wadati Link Polynomials from Feynman-Kauffman Diagrams (M-L Ge et al.); Quantum Field Theory and the Jones Polynomial (E Witten)

This book gives a rigorous yet 'physics-focused' introduction to mathematical logic that is geared towards natural science majors. We present the science major with a robust introduction to logic, focusing on the specific knowledge and skills that will unavoidably be needed in calculus topics and natural science topics in general (rather than taking a philosophical math fundamental oriented approach that is commonly found in mathematical logic textbooks).

The need for tsunami research and analysis has grown dramatically following the devastating tsunami of December 2004, which affected Southern Asia. This book pursues a detailed theoretical and mathematical analysis of the fundamentals of tsunamis, especially the evolution and dynamics of tsunamis and other great waves. Of course, it includes specific measurement results from the 2004 tsunami, but the emphasis is on the nature of the waves themselves and their links to nonlinear phenomena.

Our world is composed of systems within systems-the machines we build, the information we share, the organizations we form, and elements of nature that surround us. Therefore, nearly every field of study and practice embodies behaviors stemming from system dynamics. Yet the study of systems has remained somewhat fragmented based on philosophies, methodologies, and intentions. Many methodologies for analyzing complex systems extend far beyond the traditional framework of deduction evaluation and may, thus, appear mysterious to the uninitiated. This book seeks to dispel the mysteries of systems analysis by holistically explaining the philosophies, methodologies, and intentions in the context of understanding how all types of systems in our world form and how these systems break. This presentation is made at the level of conceptual understanding, with plenty of figures but no mathematical formulas, for the beginning student and interested readers new to studying systems. Through the conceptual understanding provided, students are given a powerful capability to see the hidden behaviors and unexplained consequences in the world around us.

The papers collected in this volume address all aspects related to thermofluidynamic processses in Diesel engines, from basic studies aiming to obtain a better understanding of the physical processes underlying diesel engine operation, to the real day-to-day problems associated with engine development. The topics covered comprise: Air management, injection systems, spray development and air interaction, combustion and pollutant formation, emission control strategies, and new concepts.

Statistical mechanics deals with systems in which chaos and randomness reign supreme. The current theory is therefore firmly based on the equations of classical mechanics and the postulates of probability theory. This volume seeks to present a unified account of classical mechanical statistics, rather than a collection of unconnected reviews on recent results. To help achieve this, one element is emphasised which integrates various parts of the prevailing theory into a coherent whole. This is the hierarchy of the BBGKY equations, which enables a relationship to be established between the Gibbs theory, the liquid theory, and the theory of nonequilibrium phenomena. As the main focus is on the complex theoretical subject matter, attention to applications is kept to a minimum. The book is divided into three parts. The first part describes the fundamentals of the theory, embracing chaos in dynamic systems and distribution functions of dynamic systems. Thermodynamic equilibrium, dealing with Gibbs statistical mechanics and the statistical mechanics of liquids, forms the second part. Lastly, the third part concentrates on kinetics, and the theory of nonequilibrium gases and liquids in particular. Audience: This book will be of interest to graduate students and researchers whose work involves thermophysics, theory of surface phenomena, theory of chemical reactions, physical chemistry and biophysics.

Recent groundbreaking discoveries in physics, including the discovery of the Higgs Boson and gravitational waves, have relied on chi-squared analysis and model testing, a data analysis method. This is the first book to make chi-squared model testing accessible to students in introductory physics lab courses and others who need to learn this method, such as beginning researchers in astrophysics and particle physics, beginners in data science, and lab students in other experimental sciences. For over a decade, Harvard University's introductory physics lab sequence has made chi-squared model testing its central theme. Written by two faculty members, the book is based on years of experience teaching students learn how to think like scientists by testing their models using chi-squared analysis. By including uncertainties in the curve fitting technique, chi-squared data analysis improves on the centuries old ordinary least squares and linear regression methods and combines best fit parameter estimation and model testing in one method. A toolkit of essential statistical and experimental concepts is developed from the ground up with novel features to interest even those familiar with the material. The presentation of one and two parameter chi-squared model testing, requiring only elementary probability and algebra, is followed by case studies that apply the methods to simple introductory physics lab experiments. More challenging topics requiring calculus are addressed in an advanced topic chapter. This self-contained and student-friendly introduction includes a glossary, end of chapter problems with complete solutions, and software scripts available in several popular programming languages that the reader can use for chi-squared model testing.

Using examples from finance and modern warfare to the flocking of birds and the swarming of bacteria, the collected research in this volume demonstrates the common methodological approaches and tools for modeling and simulating collective behavior.

Thetopics presented point toward new and challenging frontiers of applied mathematics, making the volume a useful referencetext forapplied mathematicians, physicists, biologists, and economists involved in the modeling of socio-economic systems."

100 years after the first observation of ripening by Ostwald and 40 years after the first publication of a theory describing this process, this monograph presents, in a self-consistent and comprehensive manner, all the bits and pieces of coarsening theories so that the main issues and the underlying mathematics of self-similar coarsening of dispersed systems can be understood. It contains all of the background material necessary to understand growth and coarsening of spherical particles or droplets in a liquid or solid matrix. Some basic knowledge of heat and mass transfer, thermodynamics and differential equations would be helpful, but not necessary, as all the concepts required are introduced. The text is suitable for advanced undergraduate and graduate students as well as for researchers. Rather than giving a complete survey of the field, it presents a careful derivation of the existing results and places them into some perspective.

This book aims to present an information-theoretical approach to thermodynamics and its generalisations. On the one hand, it generalises the concept of information thermodynamics' to that of information dynamics' in order to stress applications outside thermal phenomena. On the other hand, it is a synthesis of the dynamics of state change and the theory of complexity, which provide a common framework to treat both physical and nonphysical systems together. Both classical and quantum systems are discussed, and two appendices are included to explain principal definitions and some important aspects of the theory of Hilbert spaces and operator algebras. The concept of higher-order temperatures is explained and applied to biological and linguistic systems. The theory of open systems is presented in a new, much more general form. Audience: This volume is intended mainly for theoretical and mathematical physicists, but also for mathematicians, experimental physicists, physical chemists, theoretical biologists, communication engineers, and all those interested in entropy and open systems. It can also be recommended as a supplementary text.

This book contains the courses given at the Fourth School on Statistical Physics and Cooperative Systems held at Santiago, Chile, from 12th to 16th December 1994. This School brings together scientists working on subjects related to recent trends in complex systems. Some of these subjects deal with dynamical systems, ergodic theory, cellular automata, symbolic and arithmetic dynamics, spatial systems, large deviation theory and neural networks. Scientists working in these subjects come from several aeras: pure and applied mathematics, non linear physics, biology, computer science, electrical engineering and artificial intelligence. Each contribution is devoted to one or more of the previous subjects. In most cases they are structured as surveys, presenting at the same time an original point of view about the topic and showing mostly new results. The expository text of Roberto Livi concerns the study of coupled map lattices (CML) as models of spatially extended dynamical systems. CML is one of the most used tools for the investigation of spatially extended systems. The paper emphasizes rigorous results about the dynamical behavior of one dimensional CML; i.e. a uniform real local function defined in the interval [0,1], interacting with its nearest neighbors in a one dimensional lattice.