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

This 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.

This second edition of Physical Hydrodynamics is a deeply enriched version of a classical textbook on fluid dynamics. It retains the same pedagogical spirit, based on the authors' experience of teaching university students in the physical sciences, and emphasizes an experimental (inductive) approach rather than the more formal approach found in many textbooks in the field. A new edition was necessary as contact between the mechanics and physics approaches and their communities has increased continuously over the last few decades. Today the field is more widely open to other experimental sciences: materials, environmental, life, and earth sciences, as well as the engineering sciences. Representative examples from these fields have been included where possible, while retaining a general presentation in each case. This book should be useful for researchers and engineers in these various fields. Images have an essential place in fluid mechanics, and the illustrations in this edition have been completely revisited and widely improved. An inset of colour photographs is provided to stimulate the interest of readers. Exercises have also been added at the end of a number of chapters.

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

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

This volume is devoted to the Persistent Scatterer Technique, the latest development in radar interferometric data processing. It is the only book on Permanent Scatterer (PS) technique of radar interferometry, and it details a newly developed stochastic model and estimator algorithm to cope with possible problems for the application of the PS technique. The STUN (spatio-temporal unwrapping network) algorithm, developed to cope with these issues in a robust way, is presented and applied to two test sites.

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

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

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.

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

The paper of Admal & Tadmor, "A Uni ed Interpretation of Stress in Molecular S- tems," takes up the various existing microscopic de nitions of the Cauchy stress tensor. Here the ambition is to establish a unifying framework in which all of these molecular surfacial interactions can be derived and the connections between them made evident. Developments in this paper draw upon the non-equilibrium statistical mechanics of Irving & Kirkwood and Noll, together with spatial averaging techniques. Extensions of the early work of Irving & Kirkwood to include multibody potentials and a generalization of the lemmas of Noll to include non-straight bonds are incorporated. Connections to the direct spatial averaging - proach of Murdoch and Hardy are exposed and the troublesome sources of non-uniqueness of the stress tensor are identi ed. Finally, numerical experiments based on molecular - namics and lattice statics are reported. These contrast the various de nitions of stress, - cluding convergence questions related to the size of the domain over which spatial averaging is performed. It is natural to wonder about the connection between works focused on the microscopic foundation of stress and more kinematically-focused works, such as those of Ericksen, P- teri, and Zanzotto, which emphasize the utility of and explore the validity of the Cauchy- Born rule. Podio-Guidugli's paper, "On (Andersen-)Parrinello-Rahman Molecular Dyn- ics, the Related Metadynamics, and the Use of the Cauchy-Born Rule," discusses scale bridging between molecular dynamics and continuum mechanics for Parrinello-Rahman molecular dynamics.

Over the last two decades there has been a great deal of research into nonlinear dynamic models in economics, finance and the social sciences. This book contains twenty papers that range over very recent applications in these areas. Topics covered include structural change and economic growth, disequilibrium dynamics and economic policy as well as models with boundedly rational agents. The book illustrates some of the most recent research tools in this area and will be of interest to economists working in economic dynamics and to mathematicians interested in seeing ideas from nonlinear dynamics and complexity theory applied to the economic sciences.

In this text the authors develop quantum dynamics of open systems for a wide class of irreversible processes starting from the concept of completely positive semigroups. This unified approach makes the material easily accessible to non-specialists and provides an easy access to practical applications. Written for graduate students, the book presents a wealth of useful examples; in particular, models of unstable and N-level systems are treated systematically and in considerable detail including new types of generated Bloch-equations. The general theory is extensively summarized from abstract dynamical maps to those obtained by a reduction of Hamiltonian dynamics under a Markovian approximation. Various methods of determining semigroup generators and the corresponding master equations are discussed including time-dependent and nonlinear generators. Further topics treated are a generalized H-theorem, quantum detailed balance and return to equilibrium, discrete quantum Boltzmann equation, nonlinear Schrodinger equation, spin relaxation by spin waves, entropy production and its generalization by a measure of irreversibiblity."

The study of chaotic behaviour of dynamical systems has triggered new efforts to reconcile deterministic and stochastic processes as well as classical and quantum physics. New efforts are made to understand complex and unpredictable behaviour. The papers collected in this volume give a broad overview of these activities. Readers will get a glimpse of the growing importance of Levy processes for physics. They will find new views on fundamental concepts of quantum physics and will see many applications of chaotic and essentially random phenomena to a number of physical problems."

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

Now in its fully updated fourth edition, this leading text in its field is an exhaustive monograph on turbulence in fluids in its theoretical and applied aspects. The authors examine a number of advanced developments using mathematical spectral methods, direct-numerical simulations, and large-eddy simulations. The book remains a hugely important contribution to the literature on a topic of great importance for engineering and environmental applications, and presents a very detailed presentation of the field.

This brief offers a concise presentation of granular fluids from the point of view of non-equilibrium statistical physics. The emphasis is on fluctuations, which can be large in granular fluids due to the small system size (the number of grains is many orders of magnitude smaller than in molecular fluids). Firstly, readers will be introduced to the most intriguing experiments on fluidized granular fluids. Then granular fluid theory, which goes through increasing levels of coarse-graining and emerging collective phenomena, is described. Problems and questions are initially posed at the level of kinetic theory, which describes particle densities in full or reduced phase-space. Some answers become clear through hydrodynamics, which describes the evolution of slowly evolving fields. Granular fluctuating hydrodynamics, which builds a bridge to the most recent results in non-equilibrium statistical mechanics, is also introduced. Further and more interesting answers come when the dynamics of a massive intruder are discussed. Such non-equilibrium stochastic process offers a more precise and compact picture of the features foreseen at the more detailed levels of description. The dynamics of an intruder diffusing in a granular fluid reveal the clearest connection with recent theories on stochastic energetics and stochastic thermodynamics.

Broadband communications is widely recognized as one of the key technologies for building the next generation global network infrastructure to support ever-increasing multimedia applications. This book contains a collection of timely leading-edge research papers that address some of the important issues of providing such a broadband network infrastructure. Broadband Communications represents the selected proceedings of the Fifth International Conference on Broadband Communications, sponsored by the International Federation for Information Processing (IFIP) and held in Hong Kong in November 1999. The book is organized according to the eighteen technical sessions of the conference. The topics covered include internet services, traffic modeling, internet traffic control, performance evaluation, billing, pricing, admission policy, mobile network protocols, TCP/IP performance, mobile network performance, bandwidth allocation, switching systems, traffic flow control, routing, congestion and admission control, multicast protocols, network management, and quality of service. It will serve as an essential reference for computer scientists and practitioners.

This is a collection of papers on a variety of topics of current interest in mathematical physics: integrable systems, quantum groups, topological quantum theory, string theory. Some of the contributions are lengthy reviews of lasting value on subjects like symplectic geometry of the Chern-Simons theory or on mirror symmetry. The book addresses graduate students as well as researchers in mathematical physics.

The book covers the basics and some generalizations of Monte Carlo methods and its applications to discrete and field theoretic models. It covers the study of nonequilibrium models of granular media by computer simulation and pattern formation. Furthermore, the lectures deal with details of phenomena such as chaos, segregation, pattern formation and phase transitions, convection, fluidification, density waves, surface reaction and growth, spread of epidemics, acoustics, deformation, etc. The book addresses students in physics and scientific computation. It should be a valuable reference work for researchers as well.

It is man's ongoing hope that a machine could somehow adapt to its environment by reorganizing itself. This is what the notion of self-organizing robots is based on. The theme of this book is to examine the feasibility of creating such robots within the limitations of current mechanical engineering. The topics comprise the following aspects of such a pursuit: the philosophy of design of self-organizing mechanical systems; self-organization in biological systems; the history of self-organizing mechanical systems; a case study of a self-assembling/self-repairing system as an autonomous distributed system; a self-organizing robot that can create its own shape and robotic motion; implementation and instrumentation of self-organizing robots; and the future of self-organizing robots. All topics are illustrated with many up-to-date examples, including those from the authors' own work. The book does not require advanced knowledge of mathematics to be understood, and will be of great benefit to students in the robotics discipline, including in the areas of mechanics, control, electronics, and computer science. It is also an important source for researchers who wish to investigate the field of robotics or who have an interest in the application of self-organizing phenomena.

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.