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Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics
Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.
Introducing graduate students and researchers to mathematical physics, this book discusses two recent developments: the demonstration that causality can be defined on discrete space-times; and Sewell's measurement theory, in which the wave packet is reduced without recourse to the observer's conscious ego, nonlinearities or interaction with the rest of the universe. The definition of causality on a discrete space-time assumes that space-time is made up of geometrical points. Using Sewell's measurement theory, the author concludes that the notion of geometrical points is as meaningful in quantum mechanics as it is in classical mechanics, and that it is impossible to tell whether the differential calculus is a discovery or an invention. Providing a mathematical discourse on the relation between theoretical and experimental physics, the book gives detailed accounts of the mathematically difficult measurement theories of von Neumann and Sewell.
Probability theory has been extraordinarily successful at describing a variety of phenomena, from the behaviour of gases to the transmission of messages, and is, besides, a powerful tool with applications throughout mathematics. At its heart are a number of concepts familiar in one guise or another to many: Gauss' bell-shaped curve, the law of averages, and so on, concepts that crop up in so many settings they are in some sense universal. This universality is predicted by probability theory to a remarkable degree. This book explains that theory and investigates its ramifications. Assuming a good working knowledge of basic analysis, real and complex, the author maps out a route from basic probability, via random walks, Brownian motion, the law of large numbers and the central limit theorem, to aspects of ergodic theorems, equilibrium and nonequilibrium statistical mechanics, communication over a noisy channel, and random matrices. Numerous examples and exercises enrich the text.
Analyzing the phase transition from diffusive to localized behavior in a model of directed polymers in a random environment, this volume places particular emphasis on the localization phenomenon. The main questionis: What does the path of a random walk look like if rewards and penalties are spatially randomly distributed?This model, which provides a simplified version of stretched elastic chains pinned by random impurities, has attracted much research activity, but it (and its relatives) still holds many secrets, especially in high dimensions. It has non-gaussian scaling limits and it belongs to the so-called KPZ universality class when the space is one-dimensional. Adopting a Gibbsian approach, using general and powerful tools from probability theory, the discrete model is studied in full generality. Presenting the state-of-the art from different perspectives, and written in the form of a first course on the subject, this monograph is aimed at researchers in probability or statistical physics, but is also accessible to masters and Ph.D. students.
The book gives an introduction to Weyl non-regular quantization suitable for the description of physically interesting quantum systems, where the traditional Dirac-Heisenberg quantization is not applicable. The latter implicitly assumes that the canonical variables describe observables, entailing necessarily the regularity of their exponentials (Weyl operators). However, in physically interesting cases -- typically in the presence of a gauge symmetry -- non-observable canonical variables are introduced for the description of the states, namely of the relevant representations of the observable algebra. In general, a gauge invariant ground state defines a non-regular representation of the gauge dependent Weyl operators, providing a mathematically consistent treatment of familiar quantum systems -- such as the electron in a periodic potential (Bloch electron), the Quantum Hall electron, or the quantum particle on a circle -- where the gauge transformations are, respectively, the lattice translations, the magnetic translations and the rotations of 2 . Relevant examples are also provided by quantum gauge field theory models, in particular by the temporal gauge of Quantum Electrodynamics, avoiding the conflict between the Gauss law constraint and the Dirac-Heisenberg canonical quantization. The same applies to Quantum Chromodynamics, where the non-regular quantization of the temporal gauge provides a simple solution of the U(1) problem and a simple link between the vacuum structure and the topology of the gauge group. Last but not least, Weyl non-regular quantization is briefly discussed from the perspective of the so-called polymer representations proposed for Loop Quantum Gravity in connection with diffeomorphism invariant vacuum states.
The Short QT Syndrome (SQTS) is characterized by abbreviated QT intervals on the electrocardiogram, increased risk of cardiac arrhythmias and sudden death. Although several gene mutations have been identified in SQT patients, the role of these mutations in promoting arrhythmogenesis is still not completely understood. Consequently, this thesis employs multidisciplinary approaches to develop a 3D virtual heart, which is then used to elucidate how the short QT syndrome facilitates and maintains ventricular arrhythmias and to determine its effects on ventricular mechanical contraction. The findings in this thesis provide a comprehensive and mechanistic explanation for a number of gene mutations associated with potassium channels in terms of susceptibility to arrhythmia. The multiphysics models developed provide a powerful platform for identifying the root causes of various arrhythmias and investigating therapeutic interventions for these diseases. The thesis was examined by Prof. Chris Huang of the University of Cambridge, the most authoritative figure in cardiac electrophysiology, who has described the work as "outstanding."
This book presents a detailed study of a system of interacting Brownian motions in one dimension. The interaction is point-like such that the n-th Brownian motion is reflected from the Brownian motion with label n-1. This model belongs to the Kardar-Parisi-Zhang (KPZ) universality class. In fact, because of the singular interaction, many universal properties can be established with rigor. They depend on the choice of initial conditions. Discussion addresses packed and periodic initial conditions (Chapter 5), stationary initial conditions (Chapter 6), and mixtures thereof (Chapter 7). The suitably scaled spatial process will be proven to converge to an Airy process in the long time limit. A chapter on determinantal random fields and another one on Airy processes are added to have the notes self-contained. These notes serve as an introduction to the KPZ universality class, illustrating the main concepts by means of a single model only. The notes will be of interest to readers from interacting diffusion processes and non-equilibrium statistical mechanics.
The Hierarchy Problem is arguably the most important guiding principle concerning the extension to high-energy scales of the Standard Model (SM) of Fundamental Interactions. Every scenario for addressing this issue unavoidably predicts new physics in the TeV energy range, which is currently being probed directly by the LHC experimental program. Among the possible solutions to the Hierarchy Problem, the scenario of a composite Higgs boson is a very simple idea and a rather plausible picture has emerged over the years by combining the following ingredients: First, the Higgs must be a (pseudo-) Nambu-Goldstone boson, rather than a generic hadron of the new strong sector. Second, through the so-called 'partial compositeness', SM particles mix with strong sector resonances with suitable quantum numbers, so that they become a linear combination of elementary and composite degrees of freedom. Recently, general descriptions of the Composite Higgs Scenario were developed which successfully capture the relevant features of this theoretical framework in a largely model-independent way. The present book provides a concise and illustrative introduction to the subject for a broad audience of graduate students and non-specialist researchers in the fields of particle, nuclear and gravitational physics.
This book treats ensembles of Young diagrams originating from group-theoretical contexts and investigates what statistical properties are observed there in a large-scale limit. The focus is mainly on analyzing the interesting phenomenon that specific curves appear in the appropriate scaling limit for the profiles of Young diagrams. This problem is regarded as an important origin of recent vital studies on harmonic analysis of huge symmetry structures. As mathematics, an asymptotic theory of representations is developed of the symmetric groups of degree n as n goes to infinity. The framework of rigorous limit theorems (especially the law of large numbers) in probability theory is employed as well as combinatorial analysis of group characters of symmetric groups and applications of Voiculescu's free probability. The central destination here is a clear description of the asymptotic behavior of rescaled profiles of Young diagrams in the Plancherel ensemble from both static and dynamic points of view.
In recent years the interaction between dynamical systems theory and non-equilibrium statistical mechanics has been enormous. The discovery of fluctuation theorems as a fundamental structure common to almost all non-equilibrium systems, and the connections with the free energy calculation methods of Jarzynski and Crooks, have excited both theorists and experimentalists. This graduate-level book charts the development and theoretical analysis of molecular dynamics as applied to equilibrium and non-equilibrium systems. Designed for both researchers in the field and graduate students of physics, it connects molecular dynamics simulation with the mathematical theory to understand non-equilibrium steady states. It also provides a link between the atomic, nano, and macro worlds. The book ends with an introduction to the use of non-equilibrium statistical mechanics to justify a thermodynamic treatment of non-equilibrium steady states, and gives a direction to further avenues of exploration.
Rotor dynamics is an important branch of dynamics that deals with behavior of rotating machines ranging from very large systems like power plant rotors, for example, a turbogenerator, to very small systems like a tiny dentist's drill, with a variety of rotors such as pumps, compressors, steam/gas turbines, motors, turbopumps etc. as used for example in process industry, falling in between. The speeds of these rotors vary in a large range, from a few hundred RPM to more than a hundred thousand RPM. Complex systems of rotating shafts depending upon their specific requirements, are supported on different types of bearings. There are rolling element bearings, various kinds of fluid film bearings, foil and gas bearings, magnetic bearings, to name but a few. The present day rotors are much lighter, handle a large amount of energy and fluid mass, operate at much higher speeds, and therefore are most susceptible to vibration and instability problems. This have given rise to several interesting physical phenomena, some of which are fairly well understood today, while some are still the subject of continued investigation. Research in rotor dynamics started more than one hundred years ago. The progress of the research in the early years was slow. However, with the availability of larger computing power and versatile measurement technologies, research in all aspects of rotor dynamics has accelerated over the past decades. The demand from industry for light weight, high performance and reliable rotor-bearing systems is the driving force for research, and new developments in the field of rotor dynamics. The symposium proceedings contain papers on various important aspects of rotor dynamics such as, modeling, analytical, computational and experimental methods, developments in bearings, dampers, seals including magnetic bearings, rub, impact and foundation effects, turbomachine blades, active and passive vibration control strategies including control of instabilities, nonlinear and parametric effects, fault diagnostics and condition monitoring, and cracked rotors. This volume is of immense value to teachers, researchers in educational institutes, scientists, researchers in R&D laboratories and practising engineers in industry. "
Time asymmetric phenomena are successfully predicted by statistical mechanics. Yet the foundations of this theory are surprisingly shaky. Its explanation for the ease of mixing milk with coffee is incomplete, and even implies that un-mixing them should be just as easy. In this book the authors develop a new conceptual foundation for statistical mechanics that addresses this difficulty. Explaining the notions of macrostates, probability, measurement, memory, and the arrow of time in statistical mechanics, they reach the startling conclusion that Maxwell's Demon, the famous perpetuum mobile, is consistent with the fundamental physical laws. Mathematical treatments are avoided where possible, and instead the authors use novel diagrams to illustrate the text. This is a fascinating book for graduate students and researchers interested in the foundations and philosophy of 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."
"Stochastic Tools in Mathematics and Science" covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism. The applications include sampling algorithms, data assimilation, prediction from partial data, spectral analysis, and turbulence. The book is based on lecture notes from a class that has attracted graduate and advanced undergraduate students from mathematics and from many other science departments at the University of California, Berkeley. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications. For this new edition the material has been thoroughly reorganized and updated, and new sections on scaling, sampling, filtering and data assimilation, based on recent research, have been added. There are additional figures and exercises. Review of earlier edition: "This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." Mathematical Reviews, 2006
Through the development of an exact path integral for use in transferring information from observations to a model of the observed system, the author provides a general framework for the discussion of model building and evaluation across disciplines. Through many illustrative examples drawn from models in neuroscience, geosciences, and nonlinear electrical circuits, the concepts are exemplified in detail. Practical numerical methods for approximate evaluations of the path integral are explored, and their use in designing experiments and determining a model's consistency with observations is explored.
This book continues the biannual series of conference proceedings, which has become a classical reference resource in traffic and granular research alike, and addresses the latest developments at the intersection of physics, engineering and computational science. These involve complex systems, in which multiple simple agents, be they vehicles or particles, give rise to surprising and fascinating phenomena. The contributions collected in these proceedings cover several research fields, all of which deal with transport. Topics include highway, pedestrian and internet traffic; granular matter; biological transport; transport networks; data acquisition; data analysis and technological applications. Different perspectives, i.e., modeling, simulations, experiments, and phenomenological observations are considered.
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 eleventh volume in the Poincare Seminar Series presents an interdisciplinary perspective on the concept of Time, which poses some of the most challenging questions in science. Five articles, written by the Fields medalist C. Villani, the two outstanding theoretical physicists T. Damour and C. Jarzynski, the leading experimentalist C. Salomon, and the famous philosopher of science H. Price, describe recent developments related to the mathematical, physical, experimental, and philosophical facets of this fascinating concept. These articles are also highly pedagogical, as befits their origin in lectures to a broad scientific audience. Highlights include a description of the manifold fundamental physical issues in play with time, in particular with the changes of perspective implied by Special and General Relativity; a mathematically precise discussion of irreversibility and entropy in the context of Boltzmann's and Vlasov's equations; a thorough survey of the recently developed "thermodynamics at the nanoscale," the scale most relevant to biological physics; a description of the new cold atom space clock PHARAO to be installed in 2015 onboard the International Space Station, which will allow a test of Einstein's gravitational shift with a record precision of 2 x 10-6, and enable a test of the stability over time of the fundamental constants of physics, an issue first raised by Dirac in 1937; and last, but not least, a logical and clarifying philosophical discussion of 'Time's arrow', a phrase first coined by Eddington in 1928 in a challenge to physics to resolve the puzzle of the time-asymmetry of our universe, and echoed here in a short poeme en prose by C. de Mitry. This book should be of broad general interest to physicists, mathematicians, and philosophers.
Complexity Science and Chaos Theory are fascinating areas of scientific research with wide-ranging applications. The interdisciplinary nature and ubiquity of complexity and chaos are features that provides scientists with a motivation to pursue general theoretical tools and frameworks. Complex systems give rise to emergent behaviors, which in turn produce novel and interesting phenomena in science, engineering, as well as in the socio-economic sciences. The aim of all Symposia on Chaos and Complex Systems (CCS) is to bring together scientists, engineers, economists and social scientists, and to discuss the latest insights and results obtained in the area of corresponding nonlinear-system complex (chaotic) behavior. Especially for the "4th International Interdisciplinary Chaos Symposium on Chaos and Complex Systems," which took place April 29th to May 2nd, 2012 in Antalya, Turkey, the scope of the symposium had been further enlarged so as to encompass the presentation of work from circuits to econophysics, and from nonlinear analysis to the history of chaos theory. The corresponding proceedings collected in this volume address a broad spectrum of contemporary topics, including but not limited to networks, circuits, systems, biology, evolution and ecology, nonlinear dynamics and pattern formation, as well as neural, psychological, psycho-social, socio-economic, management complexity and global systems.
This short primer offers non-specialist readers a concise, yet comprehensive introduction to the field of classical fluids - providing both fundamental information and a number of selected topics to bridge the gap between the basics and ongoing research. In particular, hard-sphere systems represent a favorite playground in statistical mechanics, both in and out of equilibrium, as they represent the simplest models of many-body systems of interacting particles, and at higher temperature and densities they have proven to be very useful as reference systems for real fluids. Moreover, their usefulness in the realm of soft condensed matter has become increasingly recognized - for instance, the effective interaction among (sterically stabilized) colloidal particles can be tuned to almost perfectly match the hard-sphere model. These lecture notes present a brief, self-contained overview of equilibrium statistical mechanics of classical fluids, with special applications to both the structural and thermodynamic properties of systems made of particles interacting via the hard-sphere potential or closely related model potentials. In particular it addresses the exact statistical-mechanical properties of one-dimensional systems, the issue of thermodynamic (in)consistency among different routes in the context of several approximate theories, and the construction of analytical or semi-analytical approximations for the structural properties. Written pedagogically at the graduate level, with many figures, tables, photographs, and guided end-of-chapter exercises, this introductory text benefits students and newcomers to the field alike.
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 of state-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.
This dissertation contributes to the understanding of fundamental issues in the highly interdisciplinary field of colloidal science. Beyond colloid science, the system also serves as a model for studying interactions in biological matter. This work quantitatively investigated the scaling laws of the characteristic lengths of the structuring of colloidal dispersions and tested the generality of these laws, thereby explaining and resolving some long-standing contradictions in literature. It revealed the effect of confinement on the structuring, independently of specific properties of the confining interfaces. In addition, it resolved the influence of roughness and charge of the confining interfaces on the structuring and as well providing a method to measure the effect of surface deformability on colloidal structuring.
The celebrated Parisi solution of the Sherrington-Kirkpatrick model for spin glasses is one of the most important achievements in the field of disordered systems. Over the last three decades, through the efforts of theoretical physicists and mathematicians, the essential aspects of the Parisi solution were clarified and proved mathematically. The core ideas of the theory that emerged are the subject of this book, including the recent solution of the Parisi ultrametricity conjecture and a conceptually simple proof of the Parisi formula for the free energy. The treatment is self-contained and should be accessible to graduate students with a background in probability theory, with no prior knowledge of spin glasses. The methods involved in the analysis of the Sherrington-Kirkpatrick model also serve as a good illustration of such classical topics in probability as the Gaussian interpolation and concentration of measure, Poisson processes, and representation results for exchangeable arrays.
This is the third edition of a well-received textbook on modern physics theory. This book provides an elementary but rigorous and self-contained presentation of the simplest theoretical framework that will meet the needs of undergraduate students. In addition, a number of examples of relevant applications and an appropriate list of solved problems are provided.Apart from a substantial extension of the proposed problems, the new edition provides more detailed discussion on Lorentz transformations and their group properties, a deeper treatment of quantum mechanics in a central potential, and a closer comparison of statistical mechanics in classical and in quantum physics. The first part of the book is devoted to special relativity, with a particular focus on space-time relativity and relativistic kinematics. The second part deals with Schroedinger's formulation of quantum mechanics. The presentation concerns mainly one-dimensional problems, but some three-dimensional examples are discussed in detail. The third part addresses the application of Gibbs' statistical methods to quantum systems and in particular to Bose and Fermi gases.
Gaining a theoretical understanding of the properties of ultra-relativistic dense matter has been one of the most important and challenging goals in quantum chromodynamics (QCD). In this thesis, the author analyzes dense quark matter in QCD with gauge group SU(2) using low-energy effective theoretical techniques and elucidates a novel connection between statistical properties of the Dirac operator spectrum at high baryon chemical potential and a special class of random matrix theories. This work can be viewed as an extension of a similar correspondence between QCD and matrix models which was previously known only for infinitesimal chemical potentials. In future numerical simulations of dense matter the analytical results reported here are expected to serve as a useful tool to extract physical observables such as the BCS gap from numerical data on the Dirac spectrum. |
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