Computer simulation has become a basic tool in many branches of physics such as statistical physics, particle physics, or materials science. The application of efficient algorithms is at least as important as good hardware in large-scale computation. This volume contains didactic lectures on such techniques based on physical insight. The emphasis is on Monte Carlo methods (introduction, cluster algorithms, reweighting and multihistogram techniques, umbrella sampling), efficient data analysis and optimization methods, but aspects of supercomputing, the solution of stochastic differential equations, and molecular dynamics are also discussed. The book addresses graduate students and researchers in theoretical and computational physics.

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Over the last few years it has become apparent that fluid turbulence shares many common features with plasma turbulence, such as coherent structures and self-organization phenomena, passive scalar transport and anomalous diffusion. This book gathers very high level, current papers on these subjects. It is intended for scientists and researchers, lecturers and graduate students because of the review style of the papers.

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 fractal concept has become an important tool for understanding irregular complex systems in various scientific disciplines. This book discusses in great detail fractals in biology, heterogeneous chemistry, polymers, and the earth sciences. Beginning with a general introduction to fractal geometry it continues with eight chapters on self-organized criticality, rough surfaces and interfaces, random walks, chemical reactions, and fractals in chemistry, biology, and medicine. A special chapter entitled "Computer Exploration of Fractals, Chaos, and Cooperativity" presents computer demonstrations of fractal models.

With progress in technology, the problem of protecting human-beings, ma chines and technological processes from >Ources of vibration and impact has become of utmost importance. Traditional "classical" methods of pro tection, based upon utilising elastic passive and dissipative elements, turn out to be inefficient in many situations and can not completely satisfy the complex and often contradictory claims imposed on modern vibration protection systems which must provide high performance at minimum di mensions. For these reasons, active vibration protection systems, which are actually systems of automatic control with independent power sources, are widely used nowadays. Appearing and developing active systems require that traditional ap proaches to the analysis and synthesis of vibration protection systems must be revised. Firstly, there exists the necessity to re-state the problem of vi bration protection from mechanical actions as an equivalent problem in closed-loop control systems design, which is to be solved by the methods of control theory. Furthermore, it turns out that certain inherent proper ties of active systems must be taken into account for a proper design. In the majority of cases, the dynamic models of the objects to be protected and the bases to which these objects are to be attached must be revised. They are no longer considered as rigid bodies but elastic bodies with weak dissipation."

In agent-based modeling the focus is very much on agent-based simulation, as simulation is a very important tool for agent-based modeling. We also use agent-based simulation in this book with a stress on the mathematical foundation of agent-based modeling. We introduce two original mathematical frameworks, a theory of SLD (Social Learning Dynamics) and an axiomatic theory of economic exchange (Exchange Algebra) among agents. Exchange algebra gives bottom-up reconstruction of SNA (System of National Accountings). SLD provides the concept of indirect control of socio-economic systems to manage structural change and its stability. We also compare agent-based simulation with gaming simulation and investigate the epistemological foundation of agent-based modeling.

Dissipative Quantum Chaos and Decoherence provides an overview of the state of the art of research in this exciting field. The main emphasis is on the development of a semiclassical formalism that allows one to incorporate the effect of dissipation and decoherence in a precise, yet tractable way into the quantum mechanics of classically chaotic systems. The formalism is employed to reveal how the spectrum of the quantum mechanical propagator of a density matrix is determined by the spectrum of the corresponding classical propagator of phase space density. Simple quantum--classical hybrid formulae for experimentally relevant correlation functions and time-dependent expectation values of observables are derived. The problem of decoherence is treated in detail, and highly unexpected cases of very slow decoherence are revealed, with important consequences for the long-debated realizability of Schrodinger cat states as well as for the construction of quantum computers."

This thesis provides an introduction to the physics of the Standard Model and beyond, and to the methods used to analyse Large Hadron Collider (LHC) data. The 'hierarchy problem', astrophysical data and experiments on neutrinos indicate that new physics can be expected at the now accessible TeV scale. This work investigates extensions of the Standard Model with gravitons and gravitinos (in the context of supergravity). The production of these particles in association with jets is studied as one of the most promising avenues for researching new physics at the LHC. Advanced simulation techniques and tools, such as algorithms allowing the computation of Feynman graphs and helicity amplitudes are first developed and then employed.

The model investigated in this work, a particular cellular automaton with stochastic evolution, was introduced as the simplest case of self-organized-criticality, that is, a dynamical system which shows algebraic long-range correlations without any tuning of parameters. The author derives exact results which are potentially also interesting outside the area of critical phenomena. Exact means also site-by-site and not only ensemble average or coarse graining. Very complex and amazingly beautiful periodic patterns are often generated by the dynamics involved, especially in deterministic protocols in which the sand is added at chosen sites. For example, the author studies the appearance of allometric structures, that is, patterns which grow in the same way in their whole body, and not only near their boundaries, as commonly occurs. The local conservation laws which govern the evolution of these patterns are also presented. This work has already attracted interest, not only in non-equilibrium statistical mechanics, but also in mathematics, both in probability and in combinatorics. There are also interesting connections with number theory. Lastly, it also poses new questions about an old subject. As such, it will be of interest to computer practitioners, demonstrating the simplicity with which charming patterns can be obtained, as well as to researchers working in many other areas.

This IMA Volume in Mathematics and its Applications NONLINEAR PHENOMENA IN ATMOSPHERIC AND OCEANIC SCIENCES is based on the proceedings of a workshop which was an integral part of the 1989-90 IMA program on "Dynamical Systems and their Applications". The aim of this workshop was to promote cross-fertilization of ideas between investigators who are using nonlinear dynamical systems and numerical simulations to study the earth's atmosphere and oceans. We thank George F. Carnevale, Shui-Nee Chow, Martin Golubitsky, Richard McGehee, Raymond Pierrehumbert and George R. Sell for organizing the meeting. We especially thank George F. Carnevale and Raymond Pierrehumbert for editing the proceedings. We also take this opportunity to thank those agencies whose financial support made the workshop possible: the Army Research Office, the Minnesota Supercom puter Institute, the National Science Foundation, and the Office of Naval Research. A vner Friedman Willard Miller, Jr. PREFACE When we took on this project, we did not realize we were organizing a workshop on two-dimensional fluid dynamics. The participants who were invited had been working on a broad range of mathematically challenging problems related to atmo spheric and oceanic phenomena, and they were given carte blanche to talk about their current interests. With few exceptions, the favored subject involved one or another aspect of fluid flow in two dimensions.

Computational neuroscience is best defined by its focus on understanding the nervous systems as a computational device rather than by a particular experimental technique. Accordinlgy, while the majority of the papers in this book describe analysis and modeling efforts, other papers describe the results of new biological experiments explicitly placed in the context of computational issues. The distribution of subjects in Computation and Neural Systems reflects the current state of the field. In addition to the scientific results presented here, numerous papers also describe the ongoing technical developments that are critical for the continued growth of computational neuroscience. Computation and Neural Systems includes papers presented at the First Annual Computation and Neural Systems meeting held in San Francisco, CA, July 26--29, 1992.

This study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend Line-ARFIMA (TL-ARFIMA) combination models are investigated. The forecast confidence bands and the forecast updating methodology, provided for ARIMA models in the literature, are modified for the ARFIMA models. Sample autocorrelation functions are utilized to estimate the differencing lengths of the ARFIMA models. The confidence bands of the forecasts are estimated using the probability densities of the residuals without assuming a known distribution. There are no long-term sea level records for the region of Peninsular Malaysia and Malaysia's Sabah-Sarawak northern region of Borneo Island. In such cases the Global Climate Model (GCM) projections for the 21st century can be downscaled to the Malaysia region by means of regression techniques, utilizing the short records of satellite altimeters in this region against the GCM projections during a mutual observation period. This book will be useful for engineers and researchers working in the areas of applied statistics, climate change, sea level change, time series analysis, applied earth sciences, and nonlinear dynamics.

This thesis presents a new method for following evolving interactions between coupled oscillatory systems of the kind that abound in nature. Examples range from the subcellular level, to ecosystems, through climate dynamics, to the movements of planets and stars. Such systems mutually interact, adjusting their internal clocks, and may correspondingly move between synchronized and non-synchronized states. The thesis describes a way of using Bayesian inference to exploit the presence of random fluctuations, thus analyzing these processes in unprecedented detail. It first develops the basic theory of interacting oscillators whose frequencies are non-constant, and then applies it to the human heart and lungs as an example. Their coupling function can be used to follow with great precision the transitions into and out of synchronization. The method described has the potential to illuminate the ageing process as well as to improve diagnostics in cardiology, anesthesiology and neuroscience, and yields insights into a wide diversity of natural processes.

This book focuses on the assembly, organization and resultant collective dynamics of soft matter systems maintained away from equilibrium by an energy flux. Living matter is the ultimate example of such systems, which are comprised of different constituents on very different scales (ions, nucleic acids, proteins, cells). The result of their diverse interactions, maintained using the energy from physiological processes, is a fantastically well-organized and dynamic whole. This work describes results from minimal, biomimetic systems and primarily investigates membranes and active emulsions, as well as key aspects of both soft matter and non-equilibrium phenomena. It is shown that these minimal reconstitutions are already capable of a range of complex behaviour such as nonlinear electric responses, chemical communication and locomotion. These studies will bring us closer to a fundamental understanding of complex systems by reconstituting key aspects of their form and function in simple model systems. Further, they may also serve as the first technological steps towards artificial soft functional matter.

Critical phenomena is one of the most exciting areas of modern physics. This 2007 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 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 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 is a review written by leading specialists on the state of the art of computational methods in lattice field theory. They cover a wide range: computer-assisted proofs, algorithms for computer simulation of field theories, effective field theories, computer studies of finite size effects, simulation with fast algorithms, and computer applicationsin experimental particle physics. The book addresses researchers, engineers, and graduate students in particle physics.

"MEMS Linear and Nonlinear Statics and Dynamics" presents the necessary analytical and computational tools for MEMS designers to model and simulate most known MEMS devices, structures, and phenomena. This book also provides an in-depth analysis and treatment of the most common static and dynamic phenomena in MEMS that are encountered by engineers. Coverage alsoincludes nonlinear modeling approaches to modeling various MEMS phenomena of a nonlinear nature, such as those due to electrostatic forces, squeeze-film damping, and large deflection of structures. The book also: Includes examples of numerous MEMS devices and structures that require static or dynamic modelingProvides code for programs in Matlab, Mathematica, and ANSYS for simulating the behavior of MEMS structuresProvides real world problems related to the dynamics of MEMS such as dynamics of electrostatically actuated devices, stiction and adhesion of microbeams due to electrostatic and capillary forces

"MEMS Linear and Nonlinear Statics and Dynamics "is an ideal volume for researchers and engineers working in MEMS design and fabrication.

This work addresses time-delay in complex nonlinear systems and, in particular, its applications in complex networks; its role in control theory and nonlinear optics are also investigated. Delays arise naturally in networks of coupled systems due to finite signal propagation speeds and are thus a key issue in many areas of physics, biology, medicine, and technology. Synchronization phenomena in these networks play an important role, e.g., in the context of learning, cognitive and pathological states in the brain, for secure communication with chaotic lasers or for gene regulation. The thesis includes both novel results on the control of complex dynamics by time-delayed feedback and fundamental new insights into the interplay of delay and synchronization. One of the most interesting results here is a solution to the problem of complete synchronization in general networks with large coupling delay, i.e., large distances between the nodes, by giving a universal classification of networks that has a wide range of interdisciplinary applications.

This tenth volume in the Poincare Seminar Series describes recent developments at one of the most challenging frontiers in statistical physics - the deeply related fields of glassy dynamics, especially near the glass transition, and of the statics and dynamics of granular systems. These fields are marked by a vigorous interchange between experiment, theory, and numerical studies, all of which are well represented by the leading experts who have contributed articles to this volume. These articles are also highly pedagogical, as befits their origin in lectures to a broad scientific audience. Highlights include a Galilean dialogue on the mean field and competing theories of the glass transition, a wide-ranging survey of colloidal glasses, and experimental as well as theoretical treatments of the relatively new field of dense granular flows. This book should be of broad general interest to both physicists and mathematicians.

This is a collection of reasonably self-contained review articles on various features of wetting phenomena from both experimental and theoretical points of view. The experimental papers are concerned with wetting at nanoscopic scales, magnetic wetting transitions, convection at interfaces, and adsorption on a surface. The theoretical part is constituted by recent exact results at d=3, some reviews on wetting and disorder, a mathematical description of wetting, front propagation, random surfaces, and wetting within Potts models. The book addresses researchers, engineers, and graduate students in chemistry, physics, and applied mathematics.

In the last few years we have witnessed an upsurge of interest in exactly solvable quantum field theoretical models in many branches of theoretical physics ranging from mathematical physics through high-energy physics to solid states. This book contains six pedagogically written articles meant as an introduction for graduate students to this fascinating area of mathematical physics. It leads them to the front line of present-day research. The topics include conformal field theory and W algebras, the special features of 2d scattering theory as embodied in the exact S matrices and the form factor studies built on them, the Yang--Baxter equations, and the various aspects of the Bethe Ansatz systems.

The articles in this book reflect the omnipresence of diffusion processes in the natural sciences. They describe experimental results as well as theoretical models and computer simulations, and address a wide readership including graduate students. The problems treated stem from physics, astronomy, physical chemistry, biology, and medicine. The papers are presented in a tutorial style and reflect the present-day trends in the field.