This book is the sixth volume of reviews on advanced problems of phase transitions and critical phenomena, with the first five volumes appearing in 2004, 2007, 2012, 2015, and 2018. It aims to provide an overview of those aspects of criticality and related topics that have attracted much attention due to the recent contributions. The six chapters discuss criticality of complex systems, where the new, emergent properties appear via collective behaviour of simple elements. Since all complex systems involve cooperative behaviour between many interconnected components, the field of phase transitions and critical phenomena provides a very natural conceptual and methodological framework for their study.As for the previous volumes, this book is based on the review lectures that were given in Lviv (Ukraine) at the 'Ising lectures' - a traditional annual workshop on phase transitions and critical phenomena which aims to bring together scientists working in the field of phase transitions with university students and those who are interested in the topic.The level of presentation makes the book readable both for professionals and the students in the field. On a larger scale, the book may contribute to promoting and deepening studies of phase transitions and critical phenomena.

The book covers all aspects from the expansion of the Boltzmann transport equation with harmonic functions to application to devices, where transport in the bulk and in inversion layers is considered. The important aspects of stabilization and band structure mapping are discussed in detail. This is done not only for the full band structure of the 3D k-space, but also for the warped band structure of the quasi 2D hole gas. Efficient methods for building the Schrodinger equation for arbitrary surface or strain directions, gridding of the 2D k-space and solving it together with the other two equations are presented."

Providing a systematic introduction to the techniques which are fundamental to quantum field theory, this book pays special attention to the use of these techniques in a wide variety of areas, including ordinary quantum mechanics, quantum mechanics in the second-quantized formulation, relativistic quantum field theory, Euclidean field theory, quantum statistics at finite temperature, and the classical statistics of nonideal gas and spin systems. The extended chapter on variational methods and functional Legendre transformations contains completely original material.

Small systems are a very active area of research and development due to improved instrumentation that allows for spatial resolution in the range of sizes from one to 100 nm. In this size range, many physical and chemical properties change, which opens up new approaches to the study of substances and their practical application. This affects both traditional fields of knowledge and many other new fields including physics, chemistry, biology, etc. This book highlights new developments in statistical thermodynamics that answer the most important questions about the specifics of small systems - when one cannot apply equations or traditional thermodynamic models.

This book discusses basic topics in the spectral theory of dynamical systems. It also includes two advanced theorems, one by H. Helson and W. Parry, and another by B. Host. Moreover, Ornstein's family of mixing rank-one automorphisms is given with construction and proof. Systems of imprimitivity and their relevance to ergodic theory are also examined. Baire category theorems of ergodic theory, scattered in literature, are discussed in a unified way in the book. Riesz products are introduced and applied to describe the spectral types and eigenvalues of rank-one automorphisms. Lastly, the second edition includes a new chapter "Calculus of Generalized Riesz Products", which discusses the recent work connecting generalized Riesz products, Hardy classes, Banach's problem of simple Lebesgue spectrum in ergodic theory and flat polynomials.

Starting from basic principles, the book covers a wide variety of topics, ranging from Heisenberg, Schroedinger, second quantization, density matrix and path integral formulations of quantum mechanics, to applications that are (or will be) corner stones of present and future technologies. The emphasis is on spin waves, quantum information, recent tests of quantum physics and decoherence. The book provides a large amount of information without unbalancing the flow of the main ideas by laborious detail.

social network analysis has been an established eld since the 1950s; in computer and information sciences, in biology, and of course in mathematics (graph theory) networks are central representations of objects and methods (De Nooy, forthc- ing). More detailed bibliometric studies have examined the individual, cognitive, and institutional composition of complex network theory (Morris and Yen 2004), and social network theory (Otte and Rousseau 2002). Among the more impor- .. tant pieces of literature are Borner et al. (2007), Bornholdt and Schuster (2003), Buchanan (2002), Dorogovtsev and Mendes (2003), Otte and Rousseau (2002), Newman (2003), and Watts (1999, 2004). Of these, Borner .. et al. (2007) stand out because they have most recently re-examined network science, considering it as a possible innovation in information science. All the reviews mentioned include efforts to build bridges between different scienti c disciplines and specialties. In this book we draw particular attention to the link between evolutionary economics and statistical physics. Despite this impressive development, claims that an entirely new science has been created (Barabasi ' 2002) have nevertheless been the subject of criticism. - depth analyses of a subset of "complex networks" contributions (1991-2003) have shown that the notion of "complex networks" was already prevalent in a number of different elds before it became practically a "brand name" or the popular label for a new specialty area in physics, or a new cross-disciplinary paradigm.

This book illustrates how models of complex systems are built up and provides indispensable mathematical tools for studying their dynamics. This second edition includes more recent research results and many new and improved worked out examples and exercises.

STATISTICAL PHYSICS AND ECONOMICS covers systematically and in simple language the physical foundations of evolution equations, stochastic processes, and generalized Master equations applied to complex economic systems. Strong emphasis is placed on concepts, methods, and techniques for modeling, assessment, and solving or estimation of economic problems in an attempt to understand the large variability of financial markets, trading and communication networks, barriers and acceleration of the economic growth as well as the kinetics of product and money flows. The main focus of the book is a clear physical understanding of the self-organizing principles in social and economic systems. This modern introduction will be a useful tool for researchers, engineers, as well as graduate and post-graduate students in econophysics and related topics.

This book presents scientific metrics and its applications for approaching scientific findings in the field of Physics, Economics and Scientometrics. Based on a collection of the author's publications in these fields, the book reveals the profound links between the measures and the findings in the natural laws, from micro-particles to macro-cosmos, in the economic rules of human society, and in the core knowledge among mass information. With this book the readers can gain insights or ideas on addressing the questions of how to measure the physical world, economics process and human knowledge, from the perspective of scientific metrics. The book is also useful to scientists, particularly to specialists in physics, economics and scientometrics, for promoting and stimulating their creative ideas based on scientific metrics.

"The career structure and funding of the universities [...] currently strongly d- courages academics and faculties from putting any investment into teaching - there are no career or ?nancial rewards in it. This is a great pity, because [...] it is the need toengage indialogue,and to makethings logicaland clear,that istheprimary defence against obscurantism and abstraction. " B. Ward-Perkins, The fall of Rome, Oxford (2005) This is the ?rst volume of a planned two-volume treatise on non-equilibrium phase transitions. While such a topic might sound rather special and a- demic, non-equilibrium critical phenomena occur in much wider contexts than their equilibrium counterparts, and without having to ?ne-tune th- modynamic variables to their 'critical' values in each case. As a matter of fact, most systems in Nature are out of equilibrium. Given that the theme of non-equilibrium phase transitions of second order is wide enough to amount essentially to a treatment of almost all theoretical aspects of non-equilibrium many-body physics, a selection of topics is required to keep such a project within a manageable length. Therefore, Vol. 1 discusses a particular kind of non-equilibrium phase transitions, namely those between an active, ?- tuating state and absorbing states. Volume 2 (to be written by one of us (MH) with M. Pleimling) will be devoted to ageing phenomena.

Statistical mechanics: the bane of many a physics student, and traditionally viewed as a long parade of ensembles, partition functions, and partial derivatives. But the subject needn't be arcane. When pared back to its underlying concepts and built from the ground up, statistical mechanics takes on a charm of its own, and sheds light on all manner of physical phenomena. This book presents a straightforward introduction to the key concepts in statistical mechanics, following the popular style of the author's highly successful textbook "Explorations in Mathematical Physics". Offering a clear, conceptual approach to the subject matter, the book presents a treatment that is mathematically complete, while remaining very accessible to undergraduates. It commences by asking: why does an ink drop spread out in a bathtub of water? This showcases the importance of counting configurations, which leads naturally to ideas of microstates, energy, entropy, thermodynamics, and physical chemistry. With this foundation, the Boltzmann distribution writes itself in its fullest form, and this opens the door to the Maxwell distribution and related areas of thermal conductivity and viscosity. Quantum ideas then appear: bosons via Einstein's and Debye's theories of heat capacity, and fermions via electrical conduction and low-temperature heat capacity of metals. The text ends with a detailed derivation of blackbody radiation, and uses this to discuss the greenhouse effect, lasers, and cosmology. Suitable for use with core undergraduate courses in statistical mechanics and thermodynamics, this book concentrates on using solid mathematics, while avoiding cumbersome notation. All the necessary mathematical steps are included in the body of the text and in the worked examples. Reviews of Explorations in Mathematical Physics by Don Koks, 2006 "With enjoyable and sometimes surprising excursions along the way, the journey provides a fresh look at many familiar topics, as it takes us from basic linear mathematics to general relativity... look forward to having your geometric intuition nourished and expanded by the author's intelligent commentaries." (Eugen Merzbacher, University of North Carolina) "... an interesting supplement to standard texts for teaching mathematical methods in physics, as it will add alternative views that could serve as additional material." (S. Marcelja, Australian Journal of Physics) "... a tour through the main ideas forming the language of modern mathematical physics ...it is a difficult task for the author to decide what is a good balance between the topics and their presentation, but in this case it has been achieved. ...for those physicists who would like to be exposed to clear motivation and careful explanation of the basics of the present-day apparatus of mathematical physics." (Ivailo Mladenov, Mathematical Reviews).

An understanding of the behaviour of financial assets and the evolution of economies has never been as important as today. This book looks at these complex systems from the perspective of the physicist. So called 'econophysics' and its application to finance has made great strides in recent years. Less emphasis has been placed on the broader subject of macroeconomics and many economics students are still taught traditional neo-classical economics. The reader is given a general primer in statistical physics, probability theory, and use of correlation functions. Much of the mathematics that is developed is frequently no longer included in undergraduate physics courses. The statistical physics of Boltzmann and Gibbs is one of the oldest disciplines within physics and it can be argued that it was first applied to ensembles of molecules as opposed to being applied to social agents only by way of historical accident. The authors argue by analogy that the theory can be applied directly to economic systems comprising assemblies of interacting agents. The necessary tools and mathematics are developed in a clear and concise manner. The body of work, now termed econophysics, is then developed. The authors show where traditional methods break down and show how the probability distributions and correlation functions can be properly understood using high frequency data. Recent work by the physics community on risk and market crashes are discussed together with new work on betting markets as well as studies of speculative peaks that occur in housing markets. The second half of the book continues the empirical approach showing how by analogy with thermodynamics, a self-consistent attack can be made on macroeconomics. This leads naturally to economic production functions being equated to entropy functions - a new concept for economists. Issues relating to non-equilibrium naturally arise during the development and application of this approach to economics. These are discussed in the context of superstatistics and adiabatic processes. As a result it does seem ultimately possible to reconcile the approach with non-equilibrium systems, and the ideas are applied to study income and wealth distributions, which with their power law distribution functions have puzzled many researchers ever since Pareto discovered them over 100 years ago. This book takes a pedagogical approach to these topics and is aimed at final year undergraduate and beginning gradaute or post-graduate students in physics, economics, and business. However, the experienced researcher and quant should also find much of interest.

With many areas of science reaching across their boundaries and becoming more and more interdisciplinary, students and researchers in these fields are confronted with techniques and tools not covered by their particular education. Especially in the life- and neurosciences quantitative models based on nonlinear dynamics and complex systems are becoming as frequently implemented as traditional statistical analysis. Unfamiliarity with the terminology and rigorous mathematics may discourage many scientists to adopt these methods for their own work, even though such reluctance in most cases is not justified.

This book bridges this gap by introducing the procedures and methods used for analyzing nonlinear dynamical systems. In Part I, the concepts of fixed points, phase space, stability and transitions, among others, are discussed in great detail and implemented on the basis of example elementary systems. Part II is devoted to specific, non-trivial applications: coordination of human limb movement (Haken-Kelso-Bunz model), self-organization and pattern formation in complex systems (Synergetics), and models of dynamical properties of neurons (Hodgkin-Huxley, Fitzhugh-Nagumo and Hindmarsh-Rose). Part III may serve as a refresher and companion of some mathematical basics that have been forgotten or were not covered in basic math courses. Finally, the appendix contains an explicit derivation and basic numerical methods together with some programming examples as well as solutions to the exercises provided at the end of certain chapters. Throughout this book all derivations are as detailed and explicit as possible, and everybody with some knowledge of calculus should be able to extract meaningful guidance follow and apply the methods of nonlinear dynamics to their own work.

"This book is a masterful treatment, one might even say a gift, to the interdisciplinary scientist of the future."

"With the authoritative voice of a genuine practitioner, Fuchs is a master teacher of how to handle complex dynamical systems."

"What I find beautiful in this book is its clarity, the clear definition of terms, every step explained simply and systematically."

(J.A.Scott Kelso, excerpts from the foreword)

This book, provides a general introduction to the ideas and methods of statistical mechanics with the principal aim of meeting the needs of Master's students in chemical, mechanical, and materials science engineering. Extensive introductory information is presented on many general physics topics in which students in engineering are inadequately trained, ranging from the Hamiltonian formulation of classical mechanics to basic quantum mechanics, electromagnetic fields in matter, intermolecular forces, and transport phenomena. Since engineers should be able to apply physical concepts, the book also focuses on the practical applications of statistical physics to material science and to cutting-edge technologies, with brief but informative sections on, for example, interfacial properties, disperse systems, nucleation, magnetic materials, superfluidity, and ultralow temperature technologies. The book adopts a graded approach to learning, the opening four basic-level chapters being followed by advanced "starred" sections in which special topics are discussed. Its relatively informal style, including the use of musical metaphors to guide the reader through the text, will aid self-learning.

Why writing a book about a specialized task of the large topic of complex systems? And who will read it? The answer is simple: The fascination for a didactically valuable point of view, the elegance of a closed concept and the lack of a comprehensive disquisition.

The fascinating part is that field equations can have localized solutions exhibiting the typical characteristics of particles. Regarding the field equations this book focuses on, the field phenomenon of localized solutions can be described in the context of a particle formalism, which leads to a set of ordinary differential equations covering the time evolution of the position and the velocity of each particle. Moreover, starting from these particle dynamics and making the transition to many body systems, one considers typical phenomena of many body systems as shock waves and phase transitions, which themselves can be described as field phenomena. Such transitions between different level of modelling are well known from conservative systems, where localized solutions of quantum field theory lead to the mechanisms of elementary particle interaction and from this to field equations describing the properties of matter. However, in dissipative systems such transitions have not been considered yet, which is adjusted by the presented book. The elegance of a closed concept starts with the observation of self-organized current filaments in a semiconductor gas discharge system. These filaments move on random paths and exhibit certain particle features like scattering or the formation of bound states. Neither the reasons for the propagation of the filaments nor the laws of the interaction between the filaments can be registered by direct observations. Therefore a model is established, which is phenomenological in the first instance due to the complexity of the experimental system. This model allows to understand the existence of localized structures, their mechanisms of movement, and their interaction, at least, on a qualitative level. But this model is also the starting point for developing a data analysis method that enables the detection of movement and interaction mechanisms of the investigated localized solutions. The topic is rounded of by applying the data analysis to real experimental data and comparing the experimental observations to the predictions of the model.

A comprehensive publication covering the interesting topic of localized solutions in reaction diffusion systems in its width and its relation to the well known phenomena of spirals and patterns does not yet exist, and this is the third reason for writing this book. Although the book focuses on a specific experimental system the model equations are as simple as possible so that the discussed methods should be adaptable to a large class of systems showing particle-like structures.

Therefore, this book should attract not only the experienced scientist, who is interested in self-organization phenomena, but also the student, who would like to understand the investigation of a complex system on the basis of a continuous description.

This thoroughly revised 5th edition of Zeh's classic text investigates irreversible phenomena and their foundation in classical, quantum and cosmological settings. It includes new sections on the meaning of probabilities in a cosmological context, irreversible aspects of quantum computers, and various consequences of the expansion of the Universe. In particular, the book offers an analysis of the physical concept of time.

This volume explores the complex problems that arise in the modeling and simulation of crowd dynamics in order to present the state-of-the-art of this emerging field and contribute to future research activities. Experts in various areas apply their unique perspectives to specific aspects of crowd dynamics, covering the topic from multiple angles. These include a demonstration of how virtual reality may solve dilemmas in collecting empirical data; a detailed study on pedestrian movement in smoke-filled environments; a presentation of one-dimensional conservation laws with point constraints on the flux; a collection of new ideas on the modeling of crowd dynamics at the microscopic scale; and others. Applied mathematicians interested in crowd dynamics, pedestrian movement, traffic flow modeling, urban planning, and other topics will find this volume a valuable resource. Additionally, researchers in social psychology, architecture, and engineering may find this information relevant to their work.

The book reports on the latest advances in and applications of chaos theory and intelligent control. Written by eminent scientists and active researchers and using a clear, matter-of-fact style, it covers advanced theories, methods, and applications in a variety of research areas, and explains key concepts in modeling, analysis, and control of chaotic and hyperchaotic systems. Topics include fractional chaotic systems, chaos control, chaos synchronization, memristors, jerk circuits, chaotic systems with hidden attractors, mechanical and biological chaos, and circuit realization of chaotic systems. The book further covers fuzzy logic controllers, evolutionary algorithms, swarm intelligence, and petri nets among other topics. Not only does it provide the readers with chaos fundamentals and intelligent control-based algorithms; it also discusses key applications of chaos as well as multidisciplinary solutions developed via intelligent control. The book is a timely and comprehensive reference guide for graduate students, researchers, and practitioners in the areas of chaos theory and intelligent control.

Design happens everywhere, whether in animate objects (e.g., dendritic lung structures, bacterial colonies, and corals), inanimate patterns (river basins, beach slope, and dendritic crystals), social dynamics (pedestrian traffic flows), or engineered systems (heat dissipation in electronic circuitry). This design in nature often takes on remarkably similar patterns, which can be explained under one unifying Constructal Law. This book explores the unifying power of the Constructal Law and its applications in all domains of design generation and evolution, ranging from biology and geophysics to globalization, energy, sustainability, and security.
The Constructal Law accounts for the universal tendency of flow systems to morph into evolving configurations that provide greater and easier access over time. The Constructal Law resolves the many and contradictory ad hoc statements of optimality, end design, and destiny in nature, such as minimum and maximum entropy production and minimum and maximum flow resistance, and also explains the designs that are observed and copied in biomimetics.
"Constructal Law and the Unifying Principle of Design" covers the fundamentals of Constructal Theory and Design, as well as presenting a variety ofstate-of-the-art applications. Experts from the biological, physical and social sciences demonstrate the unification of all design phenomena in nature, and apply this knowledge to novel designs in modern engineering, such as vascularization for self-healing and self-cooling materials for aircraft, and tree fins and cavities for heat transfer enhancement.

Statistical thermodynamics and the related domains of statistical physics and quantum mechanics are very important in many fields of research, including plasmas, rarefied gas dynamics, nuclear systems, lasers, semiconductors, superconductivity, ortho- and para-hydrogen, liquid helium, and so on. Statistical Thermodynamics: Understanding the Properties of Macroscopic Systems provides a detailed overview of how to apply statistical principles to obtain the physical and thermodynamic properties of macroscopic systems. Intended for physics, chemistry, and other science students at the graduate level, the book starts with fundamental principles of statistical physics, before diving into thermodynamics. Going further than many advanced textbooks, it includes Bose-Einstein, Fermi-Dirac statistics, and Lattice dynamics as well as applications in polaron theory, electronic gas in a magnetic field, thermodynamics of dielectrics, and magnetic materials in a magnetic field. The book concludes with an examination of statistical thermodynamics using functional integration and Feynman path integrals, and includes a wide range of problems with solutions that explain the theory.

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 book introduces readers to essential tools for the measurement and analysis of information loss in signal processing systems. Employing a new information-theoretic systems theory, the book analyzes various systems in the signal processing engineer's toolbox: polynomials, quantizers, rectifiers, linear filters with and without quantization effects, principal components analysis, multirate systems, etc. The user benefit of signal processing is further highlighted with the concept of relevant information loss. Signal or data processing operates on the physical representation of information so that users can easily access and extract that information. However, a fundamental theorem in information theory-data processing inequality-states that deterministic processing always involves information loss. These measures form the basis of a new information-theoretic systems theory, which complements the currently prevailing approaches based on second-order statistics, such as the mean-squared error or error energy. This theory not only provides a deeper understanding but also extends the design space for the applied engineer with a wide range of methods rooted in information theory, adding to existing methods based on energy or quadratic representations.