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Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics
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.
This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics. Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced.
"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.
After about a century of success, physicists feel the need to probe the limits of validity of special-relativity base theories. This book is the outcome of a special seminar held on this topic. The authors gather in a single volume an extensive collection of introductions and reviews of the various facets involved, and also includes detailed discussion of philosophical and historical aspects.
Throughout the history of economics, a variety of analytical tools have been borrowed from the so-called exact sciences. As Schoe?er (1955) puts it: "They have taken their mathematics and their ded- tive techniques from physics, their statistics from genetics and agr- omy, their systems of classi?cation from taxonomy and chemistry, their model-construction techniques from astronomy and mechanics, and their methods of analysis of the consequences of actions from en- neering". The possibility of similarities of structure in mathematical models of economic and physical systems has been an important f- tor in the development of neoclassical theory. To treat the state of an economy as an equilibrium, analogous to the equilibrium of a mech- ical system has been a key concept in economics ever since it became a mathematically formalized science. Adopting a Newtonian paradigm neoclassical economics often is based on three fundamental concepts. Firstly, the representative agent who is a scale model of the whole society with extraordinary capacities, particularly concerning her - pability of information processing and computation. Of course, this is a problematic reduction as agents are both heterogeneous and bou- edly rational and limited in their cognitive capabilities. Secondly, it often con?ned itself to study systems in a state of equilibrium. But this concept is not adequate to describe and to support phenomena in perpetual motion.
The interest of the applied mechanics community in chaotic dynamics of engineering systems has exploded in the last fifteen years, although research activity on nonlinear dynamical problems in mechanics started well before the end of the Eighties. It developed first within the general context of the classical theory of nonlinear oscillations, or nonlinear vibrations, and of the relevant engineering applications. This was an extremely fertile field in terms of formulation of mechanical and mathematical models, of development of powerful analytical techniques, and of understanding of a number of basic nonlinear phenomena. At about the same time, meaningful theoretical results highlighting new solution methods and new or complex phenomena in the dynamics of deterministic systems were obtained within dynamical systems theory by means of sophisticated geometrical and computational techniques. In recent years, careful experimental studies have been made to establish the actual occurrence and observability of the predicted dynamic phenomena, as it is vitally needed in all engineering fields. Complex dynamics have been shown to characterize the behaviour of a great number of nonlinear mechanical systems, ranging from aerospace engineering applications to naval applications, mechanical engineering, structural engineering, robotics and biomechanics, and other areas. The International Union of Theoretical and Applied Mechanics grasped the importance of such complex phenomena in the Eighties, when the first IUTAM Symposium devoted to the general topic of nonlinear and chaotic dynamics in applied mechanics and engineering was held in Stuttgart (1989).
The most important characteristic of the "world filled with nonlinearity" is the existence of scale interference: disparate space-time scales interfere with each other. Thus, the effects of unknowable scales invade the world that we can observe directly. This leads to various peculiar phenomena such as chaos, critical phenomena, and complex biological phenomena, among others. Conceptual analysis and phenomenology are the keys to describe and understand phenomena that are subject to scale interference, because precise description of unfamiliar phenomena requires precise concepts and their phenomenological description. The book starts with an illustration of conceptual analysis in terms of chaos and randomness, and goes on to explain renormalization group philosophy as an approach to phenomenology. Then, abduction is outlined as a way to express what we have understood about the world. The book concludes with discussions on how we can approach genuinely complex phenomena, including biological phenomena. The main target of this volume is young people who have just started to appreciate the world seriously. The author also wishes the book to be helpful to those who have been observing the world, but who wish to appreciate it afresh from a different angle.
The understanding of empirical traf?c congestion occurring on unsignalized mul- lane highways and freeways is a key for effective traf?c management, control, or- nization, and other applications of transportation engineering. However, the traf?c ?ow theories and models that dominate up to now in transportation research journals and teaching programs of most universities cannot explain either traf?c breakdown or most features of the resulting congested patterns. These theories are also the - sis of most dynamic traf?c assignment models and freeway traf?c control methods, which therefore are not consistent with features of real traf?c. For this reason, the author introduced an alternative traf?c ?ow theory called three-phase traf?c theory, which can predict and explain the empirical spatiot- poral features of traf?c breakdown and the resulting traf?c congestion. A previous book "The Physics of Traf?c" (Springer, Berlin, 2004) presented a discussion of the empirical spatiotemporal features of congested traf?c patterns and of three-phase traf?c theory as well as their engineering applications. Rather than a comprehensive analysis of empirical and theoretical results in the ?eld, the present book includes no more empirical and theoretical results than are necessary for the understanding of vehicular traf?c on unsignalized multi-lane roads. The main objectives of the book are to present an "elementary" traf?c ?ow theory and control methods as well as to show links between three-phase traf?c t- ory and earlier traf?c ?ow theories. The need for such a book follows from many commentsofcolleaguesmadeafterpublicationofthebook"ThePhysicsofTraf?c".
Path following in combination with boundary value problem solvers has emerged as a continuing and strong influence in the development of dynamical systems theory and its application. It is widely acknowledged that the software package AUTO - developed by Eusebius J. Doedel about thirty years ago and further expanded and developed ever since - plays a central role in the brief history of numerical continuation. This book has been compiled on the occasion of Sebius Doedel's 60th birthday. Bringing together for the first time a large amount of material in a single, accessible source, it is hoped that the book will become the natural entry point for researchers in diverse disciplines who wish to learn what numerical continuation techniques can achieve. The book opens with a foreword by Herbert B. Keller and lecture notes by Sebius Doedel himself that introduce the basic concepts of numerical bifurcation analysis. The other chapters by leading experts discuss continuation for various types of systems and objects and showcase examples of how numerical bifurcation analysis can be used in concrete applications. Topics that are treated include: interactive continuation tools, higher-dimensional continuation, the computation of invariant manifolds, and continuation techniques for slow-fast systems, for symmetric Hamiltonian systems, for spatially extended systems and for systems with delay. Three chapters review physical applications: the dynamics of a SQUID, global bifurcations in laser systems, and dynamics and bifurcations in electronic circuits.
The 1994 GWIC was held June 6th, 7th and 8th, 1994, on the Campus of the UNLV. It was sponsored by UNLV, UNR, and ACM-SIGART. The keynote speakers were Prof. Bonnie Weber of the University of Pennsylvania, Prof Stuart Shapiro, Director of the Center for Cognitive Science at SUNY at Buffalo, and Prof. Nicolas Bourbakis of SUNY at Binghamton. Dr. Bonnie Webber, the first keynote speaker, presented the first talk of the conference Monday morning June 6th, entitled "Instructing Animated Agents: Natural Language and Human Figure Animation". Her one hour lecture and the computer graphics video in which figures emulating realistically humans were able to successfully perform a number of human motions and functions, were very well received by the participants. Dr. Stuart Shapiro, presented his keynote speech, entitled "Formalizing English", Tues day morning, June 7th. His objective was to construct a natural language using an intelli gent agent. His talk was of great interest and drew a great deal of discussion and questions by the participants. "The Role of AI in Multimedia Information Systems", was the topic presented by the third keynote speaker, Dr. N. Bourbakis, Wednesday morning June 8th. He addressed the changes in computing with the introduction of Multimedia and the usage of AI to store and retrieve intelligently massive visual, audio, and other data.
Dealing with Uncertainties is an innovative monograph that lays special emphasis on the deductive approach to uncertainties and on the shape of uncertainty distributions. This perspective has the potential for dealing with the uncertainty of a single data point and with sets of data that have different weights. It is shown that the inductive approach that is commonly used to estimate uncertainties is in fact not suitable for these two cases. The approach that is used to understand the nature of uncertainties is novel in that it is completely decoupled from measurements. Uncertainties which are the consequence of modern science provide a measure of confidence both in scientific data and in information in everyday life. Uncorrelated uncertainties and correlated uncertainties are fully covered and the weakness of using statistical weights in regression analysis is discussed. The text is abundantly illustrated with examples and includes more than 150 problems to help the reader master the subject.
Systems driven far from thermodynamic equilibrium can create dissipative structures through the spontaneous breaking of symmetries. A particularly fascinating feature of these pattern-forming systems is their tendency to produce spatially confined states. These localized wave packets can exist as propagating entities through space and/or time. Various examples of such systems will be dealt with in this book, including localized states in fluids, chemical reactions on surfaces, neural networks, optical systems, granular systems, population models, and Bose-Einstein condensates. This book should appeal to all physicists, mathematicians and electrical engineers interested in localization in far-from-equilibrium systems. The authors - all recognized experts in their fields - strive to achieve a balance between theoretical and experimental considerations thereby giving an overview of fascinating physical principles, their manifestations in diverse systems, and the novel technical applications on the horizon.
This is the second of two volumes offering the very first comprehensive treatise of self-organization and non-linear dynamics in electrochemical systems. The first volume covers general principles of self-organization as well as temporal instabilities. The content of both volumes is organized so that each description of a particular electrochemical system is preceded by an introduction to basic concepts of nonlinear dynamics, in order to help the reader unfamiliar with this discipline to understand at least fundamental concepts and the methods of stability analysis. The presentation of the systems is not limited to laboratory models but stretches out to real-life objects and processes, including systems of biological importance, such as neurons in living matter. Marek Orlik presents a comprehensive and consistent survey of the field.
Model integration - the process by which different modelling efforts can be brought together to simulate the target system - is a core technology in the field of Systems Biology. In the work presented here model integration was addressed directly taking cancer systems as an example. An in-depth literature review was carried out to survey the model forms and types currently being utilised. This was used to formalise the main challenges that model integration poses, namely that of paradigm (the formalism on which a model is based), focus (the real-world system the model represents) and scale. A two-tier model integration strategy, including a knowledge-driven approach to address model semantics, was developed to tackle these challenges. In the first step a novel description of models at the level of behaviour, rather than the precise mathematical or computational basis of the model, is developed by distilling a set of abstract classes and properties. These can accurately describe model behaviour and hence describe focus in a way that can be integrated with behavioural descriptions of other models. In the second step this behaviour is decomposed into an agent-based system by translating the models into local interaction rules. The book provides a detailed and highly integrated presentation of the method, encompassing both its novel theoretical and practical aspects, which will enable the reader to practically apply it to their model integration needs in academic research and professional settings. The text is self-supporting. It also includes an in-depth current bibliography to relevant research papers and literature. The review of the current state of the art in tumour modelling provides added value.
Holistic Engineering Education: Beyond Technology is a compilation of coordinated and focused essays from world leaders in the engineering profession who are dedicated to a transformation of engineering education and practice. The contributors define a new and holistic approach to education and practice that captures the creativity, interdisciplinarity, complexity, and adaptability required for the profession to grow and truly serve global needs. With few exceptions today, engineering students and professionals continue to receive a traditional, technically-based education and training using curriculum models developed for early 20th century manufacturing and machining. While this educational paradigm has served engineering well, helping engineers create awe-inspiring machines and technologies for society, the coursework and expectations of most engineering programs eschew breadth and intellectual exploration to focus on consistent technological precision and study. Why this dichotomy? While engineering will always need precise technological skill, the 21st century innovation economy demands a new professional perspective that recognizes the value of complex systems thinking, cross-disciplinary collaborations, economic and environmental impacts (sustainability), and effective communication to global and community leaders, thus enabling engineers to consider "the whole patient" of society's needs. The goal of this book is to inspire, lead, and guide this critically needed transformation of engineering education. "Holistic Engineering Education: Beyond Technology points the way to a transformation of engineering education and practice that will be sufficiently robust, flexible, and systems-oriented to meet the grand challenges of the 21st century with their ever-increasing scale, complexity, and transdisciplinary nature." -- Charles Vest, President, National Academy of Engineering; President Emeritus, MIT "This collection of essays provides compelling arguments for the need of an engineering education that prepares engineers for the problems of the 21st century. Following the National Academy's report on the Engineer of 2020, this book brings together experts who make the case for an engineering profession that looks beyond developing just cool technologies and more into creating solutions that can address important problems to benefit real people." -- Linda Katehi, Chancellor, University of California at Davis "This superb volume offers a provocative portrait of the exciting future of engineering education...A dramatically new form of engineering education is needed that recognizes this field as a liberal art, as a profession that combines equal parts technical rigor and creative design...The authors challenge the next generation to engineering educators to imagine, think and act in new ways. " -- Lee S. Shulman, President Emeritus, The Carnegie Foundation for the Advancement of Teaching and Charles E. Ducommun Professor of Education Emeritus, Stanford University
Including topics not traditionally covered in literature, such as (1+1)-dimensional QFT and classical 2D Coulomb gases, this book considers a wide range of models and demonstrates a number of situations to which they can be applied. Beginning with a treatise of nonrelativistic 1D continuum Fermi and Bose quantum gases of identical spinless particles, the book describes the quantum inverse scattering method and the analysis of the related Yang-Baxter equation and integrable quantum Heisenberg models. It also discusses systems within condensed matter physics, the complete solution of the sine-Gordon model and modern trends in the thermodynamic Bethe ansatz. Each chapter concludes with problems and solutions to help consolidate the reader's understanding of the theory and its applications. Basic knowledge of quantum mechanics and equilibrium statistical physics is assumed, making this book suitable for graduate students and researchers in statistical physics, quantum mechanics and mathematical and theoretical physics.
This is the second edition of the book "Thermodynamics of Fluids under Flow," which was published in 2000 and has now been corrected, expanded and updated. This is a companion book to our other title Extended irreversible thermodynamics (D. Jou, J. Casas-Vazquez and G. Lebon, Springer, 4th edition 2010), and of the textbook Understanding non-equilibrium thermodynamics (G. Lebon, D. Jou and J. Casas-Vazquez, Springer, 2008. The present book is more specialized than its counterpart, as it focuses its attention on the non-equilibrium thermodynamics of flowing fluids, incorporating non-trivial thermodynamic contributions of the flow, going beyond local equilibrium theories, i.e., including the effects of internal variables and of external forcing due to the flow. Whereas the book's first edition was much more focused on polymer solutions, with brief glimpses into ideal and real gases, the present edition covers a much wider variety of systems, such as: diluted and concentrated polymer solutions, polymer blends, laminar and turbulent superfluids, phonon hydrodynamics and heat transport in nanosystems, nuclear collisions, far-from-equilibrium ideal gases, and molecular solutions. It also deals with a variety of situations, emphasizing the non-equilibrium flow contribution: temperature and entropy in flowing ideal gases, shear-induced effects on phase transitions in real gases and on polymer solutions, stress-induced migration and its application to flow chromatography, Taylor dispersion, anomalous diffusion in flowing systems, the influence of the flow on chemical reactions, and polymer degradation. The new edition is not only broader in scope, but more educational in character, and with more emphasis on applications, in keeping with our times. It provides many examples of how a deeper theoretical understanding may bring new and more efficient applications, forging links between theoretical progress and practical aims. This updated version expands on the trusted content of its predecessor, making it more interesting and useful for a larger audience.
The primary goal of the book is to present the ideas and research findings of active researchers such as physicists, economists, mathematicians and financial engineers working in the field of "Econophysics," who have undertaken the task of modeling and analyzing systemic risk, network dynamics and other topics. Of primary interest in these studies is the aspect of systemic risk, which has long been identified as a potential scenario in which financial institutions trigger a dangerous contagion mechanism, spreading from the financial economy to the real economy. This type of risk, long confined to the monetary market, has spread considerably in the recent past, culminating in the subprime crisis of 2008. As such, understanding and controlling systemic risk has become an extremely important societal and economic challenge. The Econophys-Kolkata VI conference proceedings are dedicated to addressing a number of key issues involved. Several leading researchers in these fields report on their recent work and also review contemporary literature on the subject.
In recent years, as part of the increasing "informationization" of industry and the economy, enterprises have been accumulating vast amounts of detailed data such as high-frequency transaction data in nancial markets and point-of-sale information onindividualitems in theretail sector. Similarly,vast amountsof data arenow ava- able on business networks based on inter rm transactions and shareholdings. In the past, these types of information were studied only by economists and management scholars. More recently, however, researchers from other elds, such as physics, mathematics, and information sciences, have become interested in this kind of data and, based on novel empirical approaches to searching for regularities and "laws" akin to those in the natural sciences, have produced intriguing results. This book is the proceedings of the international conference THICCAPFA7 that was titled "New Approaches to the Analysis of Large-Scale Business and E- nomic Data," held in Tokyo, March 1-5, 2009. The letters THIC denote the Tokyo Tech (Tokyo Institute of Technology)-Hitotsubashi Interdisciplinary Conference. The conference series, titled APFA (Applications of Physics in Financial Analysis), focuses on the analysis of large-scale economic data. It has traditionally brought physicists and economists together to exchange viewpoints and experience (APFA1 in Dublin 1999, APFA2 in Liege ` 2000, APFA3 in London 2001, APFA4 in Warsaw 2003, APFA5 in Torino 2006, and APFA6 in Lisbon 2007). The aim of the conf- ence is to establish fundamental analytical techniques and data collection methods, taking into account the results from a variety of academic disciplines.
The spectacular success of the scientific enterprise over the last four hundred years has led to the promise of an all encompassing vision of the natural world. In this elegant picture, everything we observe is based upon just a few fundamental processes and entities. The almost infinite variety and complexity of the world is thus the product of emergence. But the concept of emergence is fraught with controversy and confusion. This book ponders the question of how emergence should be understood within the scientific picture, and whether a complete vision of the world can be attained that includes consciousness.
This book explores non-extensive statistical mechanics in non-equilibrium thermodynamics, and presents an overview of the strong nonlinearity of chaos and complexity in natural systems, drawing on relevant mathematics from topology, measure-theory, inverse and ill-posed problems, set-valued analysis, and nonlinear functional analysis. It offers a self-contained theory of complexity and complex systems as the steady state of non-equilibrium systems, denoting a homeostatic dynamic equilibrium between stabilizing order and destabilizing disorder.
This new edition also treats smart materials and artificial life. A new chapter on information and computational dynamics takes up many recent discussions in the community.
Nano-science and nano-technology are rapidly developing scientific and technological areas that deal with physical, chemical and biological processes that occur on nano-meter scale - one millionth of a millimeter. Self-organization and pattern formation play crucial role on nano-scales and promise new, effective routes to control various nano-scales processes. This book contains lecture notes written by the lecturers of the NATO Advanced Study Institute "Self-Assembly, Pattern Formation and Growth Phenomena in Nano-Systems" that took place in St Etienne de Tinee, France, in the fall 2004. They give examples of self-organization phenomena on micro- and nano-scale as well as examples of the interplay between phenomena on nano- and macro-scales leading to complex behavior in various physical, chemical and biological systems. They discuss such fascinating nano-scale self-organization phenomena as self-assembly of quantum dots in thin solid films, pattern formation in liquid crystals caused by light, self-organization of micro-tubules and molecular motors, as well as basic physical and chemical phenomena that lead to self-assembly of the most important molecule on the basis of which most of living organisms are built - DNA. A review of general features of all pattern forming systems is also given. The authors of these lecture notes are the leading experts in the field of self-organization, pattern formation and nonlinear dynamics in non-equilibrium, complex systems. |
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