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.

Materials sciences relate the macroscopic properties of materials to their microscopic structure and postulate the need for holistic multiscale research. The investigation of shape memory alloys is a prime example in this regard. This particular class of materials exhibits strong coupling of temperature, strain and stress, determined by solid state phase transformations of their metallic lattices. The present book presents a collection of simulation studies of this behaviour. Employing conceptually simple but comprehensive models, the fundamental material properties of shape memory alloys are qualitatively explained from first principles. Using contemporary methods of molecular dynamics simulation experiments, it is shown how microscale dynamics may produce characteristic macroscopic material properties. The work is rooted in the materials sciences of shape memory alloys and covers thermodynamical, micro-mechanical and crystallographical aspects. It addresses scientists in these research fields and their students.

As an introductory account of the theory of phase transitions and critical phenomena, this book reflects lectures given by the authors to graduate students at their departments and is thus classroom-tested to help beginners enter the field. Most parts are written as self-contained units and every new concept or calculation is explained in detail without assuming prior knowledge of the subject. The book significantly enhances and revises a Japanese version which is a bestseller in the Japenese market and is considered a standard textbook in the field. It contains new pedagogical presentations of field theory methods, including a chapter on conformal field theory, and various modern developments hard to find in a single textbook on phase transitions. Exercises are presented as the topics develop, with solutions found at the end of the book, making the usefil for self-teaching, as well as for classroom learning.

The "Turbulence and Interactions 2009" (TI2009) conference was held in Saint- Luce on the island of La Martinique, France, on May 31-June 5, 2009. The sci- tific sponsors of the conference were * DGA * Ecole Polytechnique Federale de Lausanne (EPFL), * ERCOFTAC : European Research Community on Flow, Turbulence and Combustion, * Institut Jean Le Rond d'Alembert, Paris, * ONERA. This second TI conference was very successful as it attracted 65 researchers from 17 countries. The magnificent venue and the beautiful weather helped the participants to discuss freely and casually, share ideas and projects, and spend very good times all together. The organisers were fortunate in obtaining the presence of the following - vited speakers: L. Fuchs (KTH, Stockholm and Lund University), J. Jimenez (Univ. Politecnica Madrid), C.-H. Moeng (NCAR), A. Scotti (University of North Carolina), L. Shen (Johns Hopkins University) and A.J. Smits (Princeton Univ- sity). The topics covered by the 62 contributed papers ranged from experimental results through theory to computations. They represent a snapshot of the state-- the-art in turbulence research. The papers of the conference went through the usual reviewing process and the result is given in this book of Proceedings. In the present volume, the reader will find the keynote lectures followed by the contributed talks given in alphabetical order of the first author.

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.

This new edition strives yet again to provide readers with a working knowledge of chaos theory and dynamical systems. It does so through parallel introductory explanations in the book and interaction with carefully-selected programs supplied on the accompanying disk. The programs enable readers, especially advanced-undergraduate students in physics, engineering, and math, to tackle relevant physical systems quickly on their PCs, without distraction from algorithmic details. For the third edition of Chaos: A Program Collection for the PC, each of the previous twelve programs is polished and rewritten in C++ (both Windows and Linux versions are included). A new program treats kicked systems, an important class of two-dimensional problems.

The contributions to this volume review the mathematical description of complex phenomena from both a deterministic and stochastic point of view. The interface between theoretical models and the understanding of complexity in engineering, physics and chemistry is explored. The reader will find information on neural networks, chemical dissipation, fractal diffusion, problems in accelerator and fusion physics, pattern formation and self-organisation, control problems in regions of insta- bility, and mathematical modeling in biology.

Until now the important concept of quantum chaos has remained somewhat ill defined. This volume tackles the ubiquitous borderline between classical andquantum mechanics, studying in particular the semiclassical limit of chaotic systems. The effects of disorder from dynamics and their relation to stochastic systems, quantum coherence effects in mesoscopic systems, and the relevant theoretical approaches are fruitfully combined in this volume. The major paradigms of what is called quantum chaos, random matrix theory and applications to condensed matter and nuclear physics are presented. Detailed discussions of experimental work with particular emphasis on atomic physics are included. The book is highly recommended for graduate-student seminars.

Combined for researchers and graduate students the articles from the Sitges Summer School together form an excellent survey of the applications of neural-network theory to statistical mechanics and computer-science biophysics. Various mathematical models are presented together with their interpretation, especially those to do with collective behaviour, learning and storage capacity, and dynamical stability.

Although the study of dynamical systems is mainly concerned with single trans formations and one-parameter flows (i. e. with actions of Z, N, JR, or JR+), er godic theory inherits from statistical mechanics not only its name, but also an obligation to analyze spatially extended systems with multi-dimensional sym metry groups. However, the wealth of concrete and natural examples, which has contributed so much to the appeal and development of classical dynamics, is noticeably absent in this more general theory. A remarkable exception is provided by a class of geometric actions of (discrete subgroups of) semi-simple Lie groups, which have led to the discovery of one of the most striking new phenomena in multi-dimensional ergodic theory: under suitable circumstances orbit equivalence of such actions implies not only measurable conjugacy, but the conjugating map itself has to be extremely well behaved. Some of these rigidity properties are inherited by certain abelian subgroups of these groups, but the very special nature of the actions involved does not allow any general conjectures about actions of multi-dimensional abelian groups. Beyond commuting group rotations, commuting toral automorphisms and certain other algebraic examples (cf. [39]) it is quite difficult to find non-trivial smooth Zd-actions on finite-dimensional manifolds. In addition to scarcity, these examples give rise to actions with zero entropy, since smooth Zd-actions with positive entropy cannot exist on finite-dimensional, connected manifolds. Cellular automata (i. e.

This book is devoted to the applications of the mathematical theory of solitons to physics, statistical mechanics, and molecular biology. It contains contributions on the signature and spectrum of solitons, nonlinear excitations in prebiological systems, experimental and theoretical studies on chains of hydrogen-bonded molecules, nonlinear phenomena in solid-state physics, including charge density waves, nonlinear wave propagation, defects, gap solitons, and Josephson junctions. The content is interdisciplinary in nature and displays the new trends in nonlinear physics.

The emphasis of this book is on engineering aspects of fluid turbulence. The book explains for example how to tackle turbulence in industrial applications. It is useful to several disciplines, such as, mechanical, civil, chemical, aerospace engineers and also to professors, researchers, beginners, under graduates and post graduates. The following issues are emphasized in the book: - Modeling and computations of engineering flows: The author discusses in detail the quantities of interest for engineering turbulent flows and how to select an appropriate turbulence model; Also, a treatment of the selection of appropriate boundary conditions for the CFD simulations is given. - Modeling of turbulent convective heat transfer: This is encountered in several practical situations. It basically needs discussion on issues of treatment of walls and turbulent heat fluxes. - Modeling of buoyancy driven flows, for example, smoke issuing from chimney, pollutant discharge into water bodies, etc

The pedagogically presented lectures deal with viscoelastic behaviour of fluids, the compatibility of rheological theories with nonequilibrium thermodynamics, fluids under shear, and polymer behaviour in solution and in biological systems. The main aims of the book are to stress the importance of the study of rheological systems for statistical physics and nonequilibrium thermodynamics and to present recent results in rheological modelling. The book will be a valuable source for both students and researchers.

Nature provides many examples of coherent nonlinear structures and waves, and these have been observed and studied in various fields ranging from fluids and plasmas through solid-state physics to chemistry and biology. These proceedings reflect the remarkable process in understanding and modeling nonlinear phenomena in various systems that has recently been made.Experimental, numerical, and theoretical activities interact in various studies that are presented according to the following classification: magnetic and optical systems, biosystems and molecular systems, lattice excitations and localized modes, two-dimensional structures, theoretical physics, and mathematical methods. The book addresses researchers and graduate students from biology, engineering, mathematics, and physics.

Beginning with Nobel laureate I. Prigogine's lecture "Entropy Revisited", this book gives a well-balanced survey on capillarity properties at liquid and solid interfaces. It approaches the subject from both the microscopic (statistical mechanics) and the macroscopic (mechanics and thermodynamics) points of view. Experimental aspects and technological applications are also presented. The book addresses researchers and graduate students of physics and physical chemistry.

This book explains the minimum error entropy (MEE) concept applied to data classification machines. Theoretical results on the inner workings of the MEE concept, in its application to solving a variety of classification problems, are presented in the wider realm of risk functionals. Researchers and practitioners also find in the book a detailed presentation of practical data classifiers using MEE. These include multi-layer perceptrons, recurrent neural networks, complexvalued neural networks, modular neural networks, and decision trees. A clustering algorithm using a MEE-like concept is also presented. Examples, tests, evaluation experiments and comparison with similar machines using classic approaches, complement the descriptions.

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author's previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: * inverted controlled pendulum; * Nicholson's blowflies equation; * predator-prey relationships; * epidemic development; and * mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.

This thesis presents a novel coarse-grained model of DNA, in which bases are represented as rigid nucleotides. The model is shown to quantitatively reproduce many phenomena, including elastic properties of the double-stranded state, hairpin formation in single strands and hybridization of pairs of strands to form duplexes, the first time such a wide range of properties has been captured by a coarse-grained model. The scope and potential of the model is demonstrated by simulating DNA tweezers, an iconic nanodevice, and a two-footed DNA walker - the first time that coarse-grained modelling has been applied to dynamic DNA nanotechnology.

The domain of non-extensive thermostatistics has been subject to intensive research over the past twenty years and has matured significantly. Generalised Thermostatistics cuts through the traditionalism of many statistical physics texts by offering a fresh perspective and seeking to remove elements of doubt and confusion surrounding the area. The book is divided into two parts - the first covering topics from conventional statistical physics, whilst adopting the perspective that statistical physics is statistics applied to physics. The second developing the formalism of non-extensive thermostatistics, of which the central role is played by the notion of a deformed exponential family of probability distributions. Presented in a clear, consistent, and deductive manner, the book focuses on theory, part of which is developed by the author himself, but also provides a number of references towards application-based texts. Written by a leading contributor in the field, this book will provide a useful tool for learning about recent developments in generalized versions of statistical mechanics and thermodynamics, especially with respect to self-study. Written for researchers in theoretical physics, mathematics and statistical mechanics, as well as graduates of physics, mathematics or engineering. A prerequisite knowledge of elementary notions of statistical physics and a substantial mathematical background are required.

The concept of phase space plays a decisive role in the study of the transition from classical to quantum physics. This is particularly the case in areas such as nonlinear dynamics and chaos, geometric quantization and the study of the various semi-classical theories, which are the setting of the present volume. Much of the content is devoted to the study of the Wigner distribution. This volume gives the first complete survey of the progress made by both mathematicians and physicists. It will serve as an excellent reference for further research.

This book has grown out of eight years of close collaboration among its authors. From the very beginning we decided that its content should come out as the result of a truly common effort. That is, we did not "distribute" parts of the text planned to each one of us. On the contrary, we made a point that each single paragraph be the product of a common reflection. Genuine team-work is not as usual in philosophy as it is in other academic disciplines. We think, however, that this is more due to the idiosyncrasy of philosophers than to the nature of their subject. Close collaboration with positive results is as rewarding as anything can be, but it may also prove to be quite difficult to implement. In our case, part of the difficulties came from purely geographic separation. This caused unsuspected delays in coordinating the work. But more than this, as time passed, the accumulation of particular results and ideas outran our ability to fit them into an organic unity. Different styles of exposition, different ways of formalization, different levels of complexity were simultaneously present in a voluminous manuscript that had become completely unmanageable. In particular, a portion of the text had been conceived in the language of category theory and employed ideas of a rather abstract nature, while another part was expounded in the more conventional set-theoretic style, stressing intui tivity and concreteness.

In this volume the author gives a detailed presentation of his theory of multiphase mixtures with structure. The book also addresses students, and in addition encourages further research. Based on the concept of averaging the field equations, conservation and balance equations are developed. A material deformation postulate leads to structured mixtures. The resulting model is compared with those in use elsewhere. The final chapters are devoted to constitutive theory and constitutive equations. In particular, two-phase mixtures are treated in some detail.

This collection of lectures covers a wide range of present day research in thermodynamics and the theory of phase transitions far from equilibrium. The contributions are written in a pedagogical style and present an extensive bibliography to help graduates organize their further studies in this area. The reader will find lectures on principles of pattern formation in physics, chemistry and biology, phase instabilities and phase transitions, spatial and temporal structures in optical systems, transition to chaos, critical phenomena and fluctuations in reaction-diffusion systems, and much more.

In this comprehensive text a systematic numerical and analytical treatment of the procedures for reducing complicated systems to a simplified reaction mechanism is presented. The results of applying the reduced reaction mechanism to a one-dimensional laminar flame are discussed. A set of premixed and non-premixed methane-air flames with simplified transport and skeletal chemistry are employed as test problems that are used later on to evaluate the results and assumptions in reduced reaction networks. The first four chapters form a short tutorial on the procedures used in formulating the test problems and in reducing reaction mechanisms by applying steady-state and partial-equilibrium approximations. The final six chapters discuss various aspects of the reduced chemistry problem for premixed and nonpremixed combustion.

What are the principles that keep our society together? This question is even more difficult to answer than the long-standing question, what are the forces that keep our world together. However, the social challenges of humanity in the 21st century ranging from the financial crises to the impacts of globalization, require us to make fast progress in our understanding of how society works, and how our future can be managed in a resilient and sustainable way. This book can present only a few very first steps towards this ambitious goal. However, based on simple models of social interactions, one can already gain some surprising insights into the social, ``macro-level'' outcomes and dynamics that is implied by individual, ``micro-level'' interactions. Depending on the nature of these interactions, they may imply the spontaneous formation of social conventions or the birth of social cooperation, but also their sudden breakdown. This can end in deadly crowd disasters or tragedies of the commons (such as financial crises or environmental destruction). Furthermore, we demonstrate that classical modeling approaches (such as representative agent models) do not provide a sufficient understanding of the self-organization in social systems resulting from individual interactions. The consideration of randomness, spatial or network interdependencies, and nonlinear feedback effects turns out to be crucial to get fundamental insights into how social patterns and dynamics emerge. Given the explanation of sometimes counter-intuitive phenomena resulting from these features and their combination, our evolutionary modeling approach appears to be powerful and insightful. The chapters of this book range from a discussion of the modeling strategy for socio-economic systems over experimental issues up the right way of doing agent-based modeling. We furthermore discuss applications ranging from pedestrian and crowd dynamics over opinion formation, coordination, and cooperation up to conflict, and also address the response to information, issues of systemic risks in society and economics, and new approaches to manage complexity in socio-economic systems. Selected parts of this book had been previously published in peer reviewed journals.