The revised second edition of this textbook provides the reader with a solid foundation in probability theory and statistics as applied to the physical sciences, engineering and related fields. It covers a broad range of numerical and analytical methods that are essential for the correct analysis of scientific data, including probability theory, distribution functions of statistics, fits to two-dimensional data and parameter estimation, Monte Carlo methods and Markov chains. Features new to this edition include: * a discussion of statistical techniques employed in business science, such as multiple regression analysis of multivariate datasets. * a new chapter on the various measures of the mean including logarithmic averages. * new chapters on systematic errors and intrinsic scatter, and on the fitting of data with bivariate errors. * a new case study and additional worked examples. * mathematical derivations and theoretical background material have been appropriately marked, to improve the readability of the text. * end-of-chapter summary boxes, for easy reference. As in the first edition, the main pedagogical method is a theory-then-application approach, where emphasis is placed first on a sound understanding of the underlying theory of a topic, which becomes the basis for an efficient and practical application of the material. The level is appropriate for undergraduates and beginning graduate students, and as a reference for the experienced researcher. Basic calculus is used in some of the derivations, and no previous background in probability and statistics is required. The book includes many numerical tables of data, as well as exercises and examples to aid the readers' understanding of the topic.

This book acquaints readers with recent developments in dynamical systems theory and its applications, with a strong focus on the control and estimation of nonlinear systems. Several algorithms are proposed and worked out for a set of model systems, in particular so-called input-affine or bilinear systems, which can serve to approximate a wide class of nonlinear control systems. These can either take the form of state space models or be represented by an input-output equation. The approach taken here further highlights the role of modern mathematical and conceptual tools, including differential algebraic theory, observer design for nonlinear systems and generalized canonical forms.

This book presents mathematical models of mob control with threshold (conformity) collective decision-making of the agents. Based on the results of analysis of the interconnection between the micro- and macromodels of active network structures, it considers the static (deterministic, stochastic and game-theoretic) and dynamic (discrete- and continuous-time) models of mob control, and highlights models of informational confrontation. Many of the results are applicable not only to mob control problems, but also to control problems arising in social groups, online social networks, etc. Aimed at researchers and practitioners, it is also a valuable resource for undergraduate and postgraduate students as well as doctoral candidates specializing in the field of collective behavior modeling.

This book introduces a variety of statistical tools for characterising and designing the dynamical features of complex quantum systems. These tools are applied in the contexts of energy transfer in photosynthesis, and boson sampling. In dynamical quantum systems, complexity typically manifests itself via the interference of a rapidly growing number of paths that connect the initial and final states. The book presents the language of graphs and networks, providing a useful framework to discuss such scenarios and explore the rich phenomenology of transport phenomena. As the complexity increases, deterministic approaches rapidly become intractable, which leaves statistics as a viable alternative.

The book discusses new algorithms capable of searching for, tracking, mapping and providing a visualization of invisible substances. It reports on the realization of a bacterium-inspired robotic controller that can be used by an agent to search for any environmental spatial function such as temperature or pollution. Using the parameters of a mathematical model, the book shows that it is possible to control the exploration, exploitation and sensitivity of the agent. This feature sets the work apart from the usual method of applying the bacterium behavior to robotic agents. The book also discusses how a computationally tractable multi-agent robotic controller was developed and used to track as well as provide a visual map of a spatio-temporal distribution of a substance. On the one hand, this book provides biologists and ecologists with a basis to perform simulations related to how individual organisms respond to spatio-temporal factors in their environment as well as predict and analyze the behavior of organisms at a population level. On the other hand, it offers robotic engineers practical and fresh insights into the development of computationally tractable algorithms for spatial exploratory and mapping robots. It also allows a more general audience to gain an understanding of the design of computational intelligence algorithms for autonomous physical systems.

This book deals with an information-driven approach to plan materials discovery and design, iterative learning. The authors present contrasting but complementary approaches, such as those based on high throughput calculations, combinatorial experiments or data driven discovery, together with machine-learning methods. Similarly, statistical methods successfully applied in other fields, such as biosciences, are presented. The content spans from materials science to information science to reflect the cross-disciplinary nature of the field. A perspective is presented that offers a paradigm (codesign loop for materials design) to involve iteratively learning from experiments and calculations to develop materials with optimum properties. Such a loop requires the elements of incorporating domain materials knowledge, a database of descriptors (the genes), a surrogate or statistical model developed to predict a given property with uncertainties, performing adaptive experimental design to guide the next experiment or calculation and aspects of high throughput calculations as well as experiments. The book is about manufacturing with the aim to halving the time to discover and design new materials. Accelerating discovery relies on using large databases, computation, and mathematics in the material sciences in a manner similar to the way used to in the Human Genome Initiative. Novel approaches are therefore called to explore the enormous phase space presented by complex materials and processes. To achieve the desired performance gains, a predictive capability is needed to guide experiments and computations in the most fruitful directions by reducing not successful trials. Despite advances in computation and experimental techniques, generating vast arrays of data; without a clear way of linkage to models, the full value of data driven discovery cannot be realized. Hence, along with experimental, theoretical and computational materials science, we need to add a "fourth leg'' to our toolkit to make the "Materials Genome'' a reality, the science of Materials Informatics.

This volume collects ten surveys on the modeling, simulation, and applications of active particles using methods ranging from mathematical kinetic theory to nonequilibrium statistical mechanics. The contributing authors are leading experts working in this challenging field, and each of their chapters provides a review of the most recent results in their areas and looks ahead to future research directions. The approaches to studying active matter are presented here from many different perspectives, such as individual-based models, evolutionary games, Brownian motion, and continuum theories, as well as various combinations of these. Applications covered include biological network formation and network theory; opinion formation and social systems; control theory of sparse systems; theory and applications of mean field games; population learning; dynamics of flocking systems; vehicular traffic flow; and stochastic particles and mean field approximation. Mathematicians and other members of the scientific community interested in active matter and its many applications will find this volume to be a timely, authoritative, and valuable resource.

This undergraduate text explores a variety of large-scale phenomena - global warming, ice ages, water, poverty - and uses these case studies as a motivation to explore nonlinear dynamics, power-law statistics, and complex systems. Although the detailed mathematical descriptions of these topics can be challenging, the consequences of a system being nonlinear, power-law, or complex are in fact quite accessible. This book blends a tutorial approach to the mathematical aspects of complex systems together with a complementary narrative on the global/ecological/societal implications of such systems. Nearly all engineering undergraduate courses focus on mathematics and systems which are small scale, linear, and Gaussian. Unfortunately there is not a single large-scale ecological or social phenomenon that is scalar, linear, and Gaussian. This book offers students insights to better understand the large-scale problems facing the world and to realize that these cannot be solved by a single, narrow academic field or perspective. Instead, the book seeks to emphasize understanding, concepts, and ideas, in a way that is mathematically rigorous, so that the concepts do not feel vague, but not so technical that the mathematics get in the way. The book is intended for undergraduate students in a technical domain such as engineering, computer science, physics, mathematics, and environmental studies.

This book is an introduction to the theory, practice, and implementation of the Lattice Boltzmann (LB) method, a powerful computational fluid dynamics method that is steadily gaining attention due to its simplicity, scalability, extensibility, and simple handling of complex geometries. The book contains chapters on the method's background, fundamental theory, advanced extensions, and implementation. To aid beginners, the most essential paragraphs in each chapter are highlighted, and the introductory chapters on various LB topics are front-loaded with special "in a nutshell" sections that condense the chapter's most important practical results. Together, these sections can be used to quickly get up and running with the method. Exercises are integrated throughout the text, and frequently asked questions about the method are dealt with in a special section at the beginning. In the book itself and through its web page, readers can find example codes showing how the LB method can be implemented efficiently on a variety of hardware platforms, including multi-core processors, clusters, and graphics processing units. Students and scientists learning and using the LB method will appreciate the wealth of clearly presented and structured information in this volume.

The main body of this book is devoted to statistical physics, whereas much less emphasis is given to thermodynamics. In particular, the idea is to present the most important outcomes of thermodynamics - most notably, the laws of thermodynamics - as conclusions from derivations in statistical physics. Special emphasis is on subjects that are vital to engineering education. These include, first of all, quantum statistics, like the Fermi-Dirac distribution, as well as diffusion processes, both of which are fundamental to a sound understanding of semiconductor devices. Another important issue for electrical engineering students is understanding of the mechanisms of noise generation and stochastic dynamics in physical systems, most notably in electric circuitry. Accordingly, the fluctuation-dissipation theorem of statistical mechanics, which is the theoretical basis for understanding thermal noise processes in systems, is presented from a signals-and-systems point of view, in a way that is readily accessible for engineering students and in relation with other courses in the electrical engineering curriculum, like courses on random processes.

This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens - or doesn't! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under which such structure formation takes place. To make the content more accessible, these conditions are described at a comparatively elementary mathematical level by employing ideas from statistical topography.

Starting from a broad overview of heat transport based on the Boltzmann Transport Equation, this book presents a comprehensive analysis of heat transport in bulk and nanomaterials based on a kinetic-collective model (KCM). This has become key to understanding the field of thermal transport in semiconductors, and represents an important stride. The book describes how heat transport becomes hydrodynamic at the nanoscale, propagating very much like a viscous fluid and manifesting vorticity and friction-like behavior. It introduces a generalization of Fourier's law including a hydrodynamic term based on collective behavior in the phonon ensemble. This approach makes it possible to describe in a unifying way recent experiments that had to resort to unphysical assumptions in order to uphold the validity of Fourier's law, demonstrating that hydrodynamic heat transport is a pervasive type of behavior in semiconductors at reduced scales.

This book collects contributions to the XXIII international conference "Nonlinear dynamics of electronic systems". Topics range from non-linearity in electronic circuits to synchronisation effects in complex networks to biological systems, neural dynamics and the complex organisation of the brain. Resting on a solid mathematical basis, these investigations address highly interdisciplinary problems in physics, engineering, biology and biochemistry.

Arturo Carsetti According to molecular Biology, true invariance (life) can exist only within the framework of ongoing autonomous morphogenesis and vice versa. With respect to this secret dialectics, life and cognition appear as indissolubly interlinked. In this sense, for instance, the inner articulation of conceptual spaces appears to be linked to an inner functional development based on a continuous activity of selection and "anchorage" realised on semantic grounds. It is the work of "invention" and g- eration (in invariance), linked with the "rooting" of meaning, which determines the evolution, the leaps and punctuated equilibria, the conditions related to the unfo- ing of new modalities of invariance, an invariance which is never simple repetition and which springs on each occasion through deep-level processes of renewal and recovery. The selection perpetrated by meaning reveals its autonomy aboveall in its underpinning, in an objective way, the ongoing choice of these new modalities. As such it is not, then, concerned only with the game of "possibles," offering itself as a simple channel for pure chance, but with providing a channel for the articulation of the " le" in the humus of a semantic (and embodied) net in order to prepare the necessary conditionsfor a continuousrenewal and recoveryof original creativity. In effect, it is this autonomy in inventing new possible modules of incompressibility whichdeterminestheactualemergenceofnew(andtrue)creativity, whichalsotakes place through the "narration" of the effected construction.

The only text to cover both thermodynamic and statistical mechanics--allowing students to fully master thermodynamics at the macroscopic level. Presents essential ideas on critical phenomena developed over the last decade in simple, qualitative terms. This new edition maintains the simple structure of the first and puts new emphasis on pedagogical considerations. Thermostatistics is incorporated into the text without eclipsing macroscopic thermodynamics, and is integrated into the conceptual framework of physical theory.

In this book the dynamics of the non-ideal oscillatory system, in which the excitation is influenced by the response of the oscillator, is presented. Linear and nonlinear oscillators with one or more degrees of freedom interacting with one or more energy sources are treated. This concerns for example oscillating systems excited by a deformed elastic connection, systems excited by an unbalanced rotating mass, systems of parametrically excited oscillator and an energy source, frictionally self-excited oscillator and an energy source, energy harvesting system, portal frame - non-ideal source system, non-ideal rotor system, planar mechanism - non-ideal source interaction. For the systems the regular and irregular motions are tested. The effect of self-synchronization, chaos and methods for suppressing chaos in non-ideal systems are considered. In the book various types of motion control are suggested. The most important property of the non-ideal system connected with the jump-like transition from a resonant state to a non-resonant one is discussed. The so called 'Sommerfeld effect', resonant unstable state and jumping of the system into a new stable state of motion above the resonant region is explained. A mathematical model of the system is solved analytically and numerically. Approximate analytical solving procedures are developed. Besides, simulation of the motion of the non-ideal system is presented. The obtained results are compared with those for the ideal case. A significant difference is evident. The book aims to present the established results and to expand the literature in non-ideal vibrating systems. A further intention of the book is to give predictions of the effects for a system where the interaction between an oscillator and the energy source exist. The book is targeted at engineers and technicians dealing with the problem of source-machine system, but is also written for PhD students and researchers interested in non-linear and non-ideal problems.

This book is intended as a text for a one-semester course on Mathematical and Computational Neuroscience for upper-level undergraduate and beginning graduate students of mathematics, the natural sciences, engineering, or computer science. An undergraduate introduction to differential equations is more than enough mathematical background. Only a slim, high school-level background in physics is assumed, and none in biology. Topics include models of individual nerve cells and their dynamics, models of networks of neurons coupled by synapses and gap junctions, origins and functions of population rhythms in neuronal networks, and models of synaptic plasticity. An extensive online collection of Matlab programs generating the figures accompanies the book.

This book is based on many years of teaching statistical and thermal physics. It assumes no previous knowledge of thermodynamics, kinetic theory, or probability---the only prerequisites are an elementary knowledge of classical and modern physics, and of multivariable calculus. The first half of the book introduces the subject inductively but rigorously, proceeding from the concrete and specific to the abstract and general. In clear physical language the book explains the key concepts, such as temperature, heat, entropy, free energy, chemical potential, and distributions, both classical and quantum. The second half of the book applies these concepts to a wide variety of phenomena, including perfect gases, heat engines, and transport processes. Each chapter contains fully worked examples and real-world problems drawn from physics, astronomy, biology, chemistry, electronics, and mechanical engineering.

This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present information theory and transfer entropy in depth. A key feature of the approach is the authors' work to show the relationship between information flow and complexity. The later chapters demonstrate information transfer in canonical systems, and applications, for example in neuroscience and in finance. The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.

This book presents the theory and practical applications of the Master equation approach, which provides a powerful general framework for model building in a variety of disciplines. The aim of the book is to not only highlight different mathematical solution methods, but also reveal their potential by means of practical examples. Part I of the book, which can be used as a toolbox, introduces selected statistical fundamentals and solution methods for the Master equation. In Part II and Part III, the Master equation approach is applied to important applications in the natural and social sciences. The case studies presented mainly hail from the social sciences, including urban and regional dynamics, population dynamics, dynamic decision theory, opinion formation and traffic dynamics; however, some applications from physics and chemistry are treated as well, underlining the interdisciplinary modelling potential of the Master equation approach. Drawing upon the author's extensive teaching and research experience and consulting work, the book offers a valuable guide for researchers, graduate students and professionals alike.

This thesis presents a theoretical analysis of the behavior of glasses under external perturbations, i.e. compression and shear straining. Written in a pedagogical style, it explains every facet of the problem in detail, including many crucial steps that cannot be found in the existing literature-making it particularly useful for students and as an introduction to the subject of glassy physics. In glassy systems the behavior under external compression and shear-strain is quite peculiar. Many complex phenomena are observed and grasping them fully would be a major step toward a complete theory of the glass transition. This thesis makes important advances in this direction, analyzing the behavior of glassy states in painstaking detail and reproducing it in the framework of a recently developed mean field theory for glasses that has proven extremely successful for jamming, demonstrating its predictive power in the context of metastable glassy states obtained through nonequilibrium protocols.

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.

Important aspects of social networking analysis are covered in this work by combining experimental and theoretical research. A specific focus is devoted to emerging trends and the industry needs associated with utilizing data mining techniques. Some of the techniques covered include data mining advances in the discovery and analysis of communities, in the personalization of solitary activities (like searches) and social activities (like discovering potential friends), in the analysis of user behavior in open fora (like conventional sites, blogs and fora) and in commercial platforms (like e-auctions), and in the associated security and privacy-preservation challenges; as well as social network modeling, scalable, customizable social network infrastructure construction, and the identification and discovery of dynamic growth and evolution patterns using machine learning approaches or multi-agent based simulation. These topics will be of interest to practitioners and researchers alike in this dynamic and growing field.

This book shows how Bohmian mechanics overcomes the need for a measurement postulate involving wave function collapse. The measuring process plays a very important role in quantum mechanics. It has been widely analyzed within the Copenhagen approach through the Born and von Neumann postulates, with later extension due to Luders. In contrast, much less effort has been invested in the measurement theory within the Bohmian mechanics framework. The continuous measurement (sharp and fuzzy, or strong and weak) problem is considered here in this framework. The authors begin by generalizing the so-called Mensky approach, which is based on restricted path integral through quantum corridors. The measuring system is then considered to be an open quantum system following a stochastic Schroedinger equation. Quantum stochastic trajectories (in the Bohmian sense) and their role in basic quantum processes are discussed in detail. The decoherence process is thereby described in terms of classical trajectories issuing from the violation of the noncrossing rule of quantum trajectories.

This textbook takes the reader on a tour of the most important landmarks of theoretical physics: classical, quantum, and statistical mechanics, relativity, electrodynamics, as well as the most modern and exciting of all: elementary particles and the physics of fractals. The second edition has been supplemented with a new chapter devoted to concise though complete presentation of dynamical systems, bifurcations and chaos theory. The treatment is confined to the essentials of each area, presenting all the central concepts and equations at an accessible level. Chapters 1 to 4 contain the standard material of courses in theoretical physics and are supposed to accompany lectures at the university; thus they are rather condensed. They are supposed to fill one year of teaching. Chapters 5 and 6, in contrast, are written less condensed since this material may not be part of standard lectures and thus could be studied without the help of a university teacher. An appendix on elementary particles lies somewhere in between: It could be a summary of a much more detailed course, or studied without such a course. Illustrations and numerous problems round off this unusual textbook. It will ideally accompany the students all along their course in theoretical physics and prove indispensable in preparing and revising the exams. It is also suited as a reference for teachers or scientists from other disciplines who are interested in the topic.