This work tries to provide an elementary introduction to the notions of continuum limit and universality in statistical systems with a large number of degrees of freedom. The existence of a continuum limit requires the appearance of correlations at large distance, a situation that is encountered in second order phase transitions, near the critical temperature. In this context, we will emphasize the role of gaussian distributions and their relations with the mean field approximation and Landau's theory of critical phenomena. We will show that quasi-gaussian or mean-field approximations cannot describe correctly phase transitions in three space dimensions. We will assign this difficulty to the coupling of very different physical length scales, even though the systems we will consider have only local, that is, short range interactions. To analyze the unusual situation, a new concept is required: the renormalization group, whose fixed points allow understanding the universality of physical properties at large distance beyond mean-field theory. In the continuum limit, critical phenomena can be described by quantum field theories. In this framework, the renormalization group is directly related to the renormalization process, that is, the necessity to cancel the infinities that arise in straightforward formulations of the theory. We thus discuss the renormalization group in the context of various relevant field theories. This leads to proofs of universality and to efficient tools for calculating universal quantities in a perturbative framework. Finally, we construct a general functional renormalization group, which can be used when perturbative methods are inadequate.

Spontaneous pattern formation in nonlinear dissipative systems far from equilibrium occurs in a variety of settings in nature and technology, and has applications ranging from nonlinear optics through solid and fluid mechanics, physical chemistry and chemical engineering to biology. This book explores the forefront of current research, describing in-depth the analytical methods that elucidate the complex evolution of nonlinear dissipative systems.

In this volume we continue the logical development of the work begun in Volume I, and the equilibrium theory now becomes a very special case of the exposition presented here. Once a departure is made from equilibrium, however, the problems become deeper and more subtle-and unlike the equilibrium theory, many aspects of nonequilibrium phenomena remain poorly understood. For over a century a great deal of effort has been expended on the attempt to develop a comprehensive and sensible description of nonequilibrium phenomena and irreversible processes. What has emerged is a hodgepodge of ad hoc constructs that do little to provide either a firm foundation, or a systematic means for proceeding to higher levels of understanding with respect to ever more complicated examples of nonequilibria. Although one should rightfully consider this situation shameful, the amount of effort invested testifies to the degree of difficulty of the problems. In Volume I it was emphasized strongly that the traditional exposition of equilibrium theory lacked a certain cogency which tended to impede progress with extending those considerations to more complex nonequilibrium problems. The reasons for this were adduced to be an unfortunate reliance on ergodicity and the notions of kinetic theory, but in the long run little harm was done regarding the treatment of equilibrium problems. On the nonequilibrium level the potential for disaster increases enormously, as becomes evident already in Chapter 1.

This two-volume work provides a comprehensive study of the statistical mechanics of lattice models. It introduces readers to the main topics and the theory of phase transitions, building on a firm mathematical and physical basis. Volume 1 contains an account of mean-field and cluster variation methods successfully used in many applications in solid-state physics and theoretical chemistry, as well as an account of exact results for the Ising and six-vertex models and those derivable by transformation methods.

One common characteristics of a complex system is its ability to withstand major disturbances and the capacity to rebuild itself. Understanding how such systems demonstrate resilience by absorbing or recovering from major external perturbations requires both quantitative foundations and a multidisciplinary view on the topic.
This book demonstrates how new methods can be used to identify the actions favouring the recovery from perturbations. Examples discussed include bacterial biofilms resisting detachment, grassland savannahs recovering from fire, the dynamics of language competition and Internet social networking sites overcoming vandalism.
The reader is taken through an introduction to the idea of resilience and viability and shown the mathematical basis of the techniques used to analyse systems. The idea of individual or agent-based modelling of complex systems is introduced and related to analytically tractable approximations of such models. A set of case studies illustrates the use of the techniques in real applications, and the final section describes how one can use new and elaborate software tools for carrying out the necessary calculations.
The book is intended for a general scientific audience of readers from the natural and social sciences, yet requires some mathematics to gain a full understanding of the more theoretical chapters.
It is an essential point of reference for those interested in the practical application of the concepts of resilience and viability

In this thesis, the author describes the development of a software framework to systematically construct a particular class of weakly coupled free fermionic heterotic string models, dubbed gauge models. In their purest form, these models are maximally supersymmetric (N = 4), and thus only contain superpartners in their matter sector. This feature makes their systematic construction particularly efficient, and they are thus useful in their simplicity. The thesis first provides a brisk introduction to heterotic strings and the spin-structure construction of free fermionic models. Three systematic surveys are then presented, and it is conjectured that these surveys are exhaustive modulo redundancies. Finally, the author presents a collection of metaheuristic algorithms for searching the landscape for models with a user-specified spectrum of phenomenological properties, e.g. gauge group and number of spacetime supersymmetries. Such algorithms provide the groundwork for extended generic free fermionic surveys.

Most of the interesting and difficult problems in statistical mechanics arise when the constituent particles of the system interact with each other with pair or multipartiele energies. The types of behaviour which occur in systems because of these interactions are referred to as cooperative phenomena giving rise in many cases to phase transitions. This book and its companion volume (Lavis and Bell 1999, referred to in the text simply as Volume 1) are princi pally concerned with phase transitions in lattice systems. Due mainly to the insights gained from scaling theory and renormalization group methods, this subject has developed very rapidly over the last thirty years. ' In our choice of topics we have tried to present a good range of fundamental theory and of applications, some of which reflect our own interests. A broad division of material can be made between exact results and ap proximation methods. We have found it appropriate to inelude some of our discussion of exact results in this volume and some in Volume 1. Apart from this much of the discussion in Volume 1 is concerned with mean-field theory. Although this is known not to give reliable results elose to a critical region, it often provides a good qualitative picture for phase diagrams as a whole. For complicated systems some kind of mean-field method is often the only tractable method available. In this volume our main concern is with scaling theory, algebraic methods and the renormalization group."

Chaos and nonlinear dynamics initially developed as a new emergent field with its foundation in physics and applied mathematics. The highly generic, interdisciplinary quality of the insights gained in the last few decades has spawned myriad applications in almost all branches of science and technology-and even well beyond. Wherever quantitative modeling and analysis of complex, nonlinear phenomena is required, chaos theory and its methods can play a key role. This volume concentrates on reviewing the most relevant contemporary applications of chaotic nonlinear systems as they apply to the various cutting-edge branches of engineering. The book covers the theory as applied to robotics, electronic and communication engineering (for example chaos synchronization and cryptography) as well as to civil and mechanical engineering, where its use in damage monitoring and control is explored). Featuring contributions from active and leading research groups, this collection is ideal both as a reference and as a 'recipe book' full of tried and tested, successful engineering applications

Observation, Prediction and Simulation of Phase Transitions in Complex Fluids presents an overview of the phase transitions that occur in a variety of soft-matter systems: colloidal suspensions of spherical or rod-like particles and their mixtures, directed polymers and polymer blends, colloid--polymer mixtures, and liquid-forming mesogens. This modern and fascinating branch of condensed matter physics is presented from three complementary viewpoints. The first section, written by experimentalists, emphasises the observation of basic phenomena (by light scattering, for example). The second section, written by theoreticians, focuses on the necessary theoretical tools (density functional theory, path integrals, free energy expansions). The third section is devoted to the results of modern simulation techniques (Gibbs ensemble, free energy calculations, configurational bias Monte Carlo). The interplay between the disciplines is clearly illustrated. For all those interested in modern research in equilibrium statistical mechanics.

This book is based on the premise that the entropy concept, a fundamental element of probability theory as logic, governs all of thermal physics, both equilibrium and nonequilibrium. The variational algorithm of J. Willard Gibbs, dating from the 19th Century and extended considerably over the following 100 years, is shown to be the governing feature over the entire range of thermal phenomena, such that only the nature of the macroscopic constraints changes. Beginning with a short history of the development of the entropy concept by Rudolph Clausius and his predecessors, along with the formalization of classical thermodynamics by Gibbs, the first part of the book describes the quest to uncover the meaning of thermodynamic entropy, which leads to its relationship with probability and information as first envisioned by Ludwig Boltzmann. Recognition of entropy first of all as a fundamental element of probability theory in mid-twentieth Century led to deep insights into both statistical mechanics and thermodynamics, the details of which are presented here in several chapters. The later chapters extend these ideas to nonequilibrium statistical mechanics in an unambiguous manner, thereby exhibiting the overall unifying role of the entropy.

This work introduces a new method for analysing measured signals: nonlinear mode decomposition, or NMD. It justifies NMD mathematically, demonstrates it in several applications and explains in detail how to use it in practice. Scientists often need to be able to analyse time series data that include a complex combination of oscillatory modes of differing origin, usually contaminated by random fluctuations or noise. Furthermore, the basic oscillation frequencies of the modes may vary in time; for example, human blood flow manifests at least six characteristic frequencies, all of which wander in time. NMD allows us to separate these components from each other and from the noise, with immediate potential applications in diagnosis and prognosis. Mat Lab codes for rapid implementation are available from the author. NMD will most likely come to be used in a broad range of applications.

This book consists of peer-reviewed articles and reviews presented as lectures at the Sixth International Symposium on Thermal Engineering and Sciences for Cold Regions in Darmstadt, Germany. It addresses all relevant aspects of thermal physics and engineering in cold regions, such as the Arctic regions. These environments present many unique freezing and melting phenomena and the relevant heat and mass transfer processes are of basic importance with respect to both the technological applications and the natural context in which they occur. Intended for physicists, engineers, geoscientists, climatologists and cryologists alike, these proceedings cover topics such as: ice formation and decay, heat conduction with phase change, convection with freezing and melting, thermal properties at low temperature, frost heave and permafrost, climate impact in cold regions, thermal design of structures, bio-engineering in cold regions, and many more.

Materials sciences relate the macroscopic properties of materials to their microscopic structure and postulate the need for holistic multiscale research. The investigation of shape memory alloys is a prime example in this regard. This particular class of materials exhibits strong coupling of temperature, strain and stress, determined by solid state phase transformations of their metallic lattices. The present book presents a collection of simulation studies of this behaviour. Employing conceptually simple but comprehensive models, the fundamental material properties of shape memory alloys are qualitatively explained from first principles. Using contemporary methods of molecular dynamics simulation experiments, it is shown how microscale dynamics may produce characteristic macroscopic material properties. The work is rooted in the materials sciences of shape memory alloys and covers thermodynamical, micro-mechanical and crystallographical aspects. It addresses scientists in these research fields and their students.

This book presents an up-to-date formalism of non-equilibrium Green's functions covering different applications ranging from solid state physics, plasma physics, cold atoms in optical lattices up to relativistic transport and heavy ion collisions. Within the Green's function formalism, the basic sets of equations for these diverse systems are similar, and approximations developed in one field can be adapted to another field. The central object is the self-energy which includes all non-trivial aspects of the system dynamics. The focus is therefore on microscopic processes starting from elementary principles for classical gases and the complementary picture of a single quantum particle in a random potential. This provides an intuitive picture of the interaction of a particle with the medium formed by other particles, on which the Green's function is built on.

"Great progress has been made in electrical science, chiefly in Germany, by cultivators of the theory of action at a distance. The valuable electrical measurements of W. Weber are interpreted by him according to this theory, and the electromagnetic speculation which was originated by Gauss, and carried on by Weber, Riemann, F. and C. Neumann, Lorenz, etc. , is founded on the theory of action at a distance, but depending either directly on the relative velocity of the particles, or on the gradual propagation of something, whether potential or force, from the one particle to the other. The great success which these eminent men have attained in the application of mathematics to electrical phenomena, gives, as is natural, additional weight to their theoretical speculations, so that those who, as students of electricity, turn to them as the greatest authorities in mathematical electricity, would probably imbibe, along with their mathematical methods, their physical hypothesis. These physical hypotheses, however, are entirely alien from the way of looking at things which I adopt, and one object which I have in view is that some of those who wish to study electricity may, by reading this treatise, come to see that there is another way of treating the subject, which is no less fitted to explain the phenomena, and which, though in some parts it may appear less definite, corresponds, as I think, more faithfuHy with our actual knowledge, both in what it affirms and in what it leaves undecided.

Models for the mechanical behavior of porous media introduced more than 50 years ago are still relied upon today, but more recent work shows that, in some cases, they may violate the laws of thermodynamics. In The Thermophysics of Porous Media, the author shows that physical consistency requires a unique description of dynamic processes that involve porous media, and that new dynamic variables-porosity, saturation, and megascale concentration-naturally enter into the large-scale description of porous media. The new degrees of freedom revealed in this study predict new dynamic processes that are not associated with compressional motions.

The book details the construction of a Lorentz invariant thermodynamic lattice gas model and shows how the associated nonrelativistic, Galilean invariant model can be used to describe flow in porous media. The author develops the equations of seismic wave propagation in porous media, the associated boundary conditions, and surface waves. He also constructs the equations for both immiscible and miscible flows in porous media and their related instability problems.

The implications of the physical theory presented in this book are significant, particularly in applications in geophysics and the petroleum industry. The Thermophysics of Porous Media offers a unique opportunity to examine the dynamic role that porosity plays in porous materials.

This is a collection of articles written by mathematicians and physicists, designed to describe the state of the art in climate models with stochastic input. Mathematicians will benefit from a survey of simple models, while physicists will encounter mathematically relevant techniques at work.

This sixth Volume of the International Workshop on Instabilities and Nonequilibrium Structures is dedicated to the memory of my friend Walter Zeller, Professor of the Universidad C'at6lica df' Valparaiso and Vice-Director of the Workshop. Walter Zeller was much more than an organizer of this meeting: his enthusiasm, dedication and critical views were many times the essential ingredients to continue with a task which in occasions faced difficulties and incomprehensiolls. It is in great part due to him that the workshop has adquired to-day tradition. maturity and international recognition. This Volume should have been coedited by Walter and it is with df'ep emotion that I learned that his disciples Javier Martinez and Rolando Tiemann wanted as a last hommage to their Professor and friend to coedit tfus book. No me seria posible terminal' estas lineas sin pensar en la senora Adriana Gamonal de Zelln. qUf' ella encuentre en este libro la admiraci6n y reconocimiento hacia su marido de quiPIlf's [l\Prall sus discipulos, colegas y amigos.

This is a book about graph homomorphisms. Graph theory is now an established discipline but the study of graph homomorphisms has only recently begun to gain wide acceptance and interest. The subject gives a useful perspective in areas such as graph reconstruction, products, fractional and circular colorings, and has applications in complexity theory, artificial intelligence, telecommunication, and, most recently, statistical physics.
Based on the authors' lecture notes for graduate courses, this book can be used as a textbook for a second course in graph theory at 4th year or master's level and has been used for courses at Simon Fraser University (Vancouver), Charles University (Prague), ETH (Zurich), and UFRJ (Rio de Janeiro).
The exercises vary in difficulty. The first few are usually intended to give the reader an opportunity to practice the concepts introduced in the chapter; the later ones explore related concepts, or even introduce new ones. For the harder exercises hints and references are provided.
The authors are well known for their research in this area and the book will be invaluable to graduate students and researchers alike.

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.

There are many examples of cooperation in Nature: cells cooperate to form tissues, organs cooperate to form living organisms, and individuals cooperate to raise their offspring or to hunt. However, why cooperation emerges and survives in hostile environments, when defecting would be a much more profitable short-term strategy, is a question that still remains open. During the past few years, several explanations have been proposed, including kin and group selection, punishment and reputation mechanisms, or network reciprocity. This last one will be the center of the present study. The thesis explores the interface between the underlying structure of a given population and the outcome of the cooperative dynamics taking place on top of it, (namely, the Prisoner's Dilemma Game). The first part of this work analyzes the case of a static system, where the pattern of connections is fixed, so it does not evolve over time. The second part develops two models for growing topologies, where the growth and the dynamics are entangled.

This thesis presents a novel coarse-grained model of DNA, in which bases are represented as rigid nucleotides. The model is shown to quantitatively reproduce many phenomena, including elastic properties of the double-stranded state, hairpin formation in single strands and hybridization of pairs of strands to form duplexes, the first time such a wide range of properties has been captured by a coarse-grained model. The scope and potential of the model is demonstrated by simulating DNA tweezers, an iconic nanodevice, and a two-footed DNA walker - the first time that coarse-grained modelling has been applied to dynamic DNA nanotechnology.

The problem of deriving irreversible thermodynamics from the re versible microscopic dynamics has been on the agenda of theoreti cal physics for a century and has produced more papers than can be digested by any single scientist. Why add to this too long list with yet another work? The goal is definitely not to give a gen eral review of previous work in this field. My ambition is rather to present an approach differing in some key aspects from the stan dard treatments, and to develop it as far as possible using rather simple mathematical tools (mainly inequalities of various kinds). However, in the course of this work I have used a large number of results and ideas from the existing literature, and the reference list contains contributions from many different lines of research. As a consequence the reader may find the arguments a bit difficult to follow without some previous exposure to this set of problems."

After about a century of success, physicists feel the need to probe the limits of validity of special-relativity base theories. This book is the outcome of a special seminar held on this topic. The authors gather in a single volume an extensive collection of introductions and reviews of the various facets involved, and also includes detailed discussion of philosophical and historical aspects.

This monograph provides the first up-to-date and self-contained presentation of a recently discovered mathematical structure-the Schrodinger-Virasoro algebra. Just as Poincare invariance or conformal (Virasoro) invariance play a key role in understanding, respectively, elementary particles and two-dimensional equilibrium statistical physics, this algebra of non-relativistic conformal symmetries may be expected to apply itself naturally to the study of some models of non-equilibrium statistical physics, or more specifically in the context of recent developments related to the non-relativistic AdS/CFT correspondence.

The study of the structure of this infinite-dimensional Lie algebra touches upon topics as various as statistical physics, vertex algebras, Poisson geometry, integrable systems and supergeometry as well as representation theory, the cohomology of infinite-dimensional Lie algebras, and the spectral theory of Schrodinger operators."