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Books > Science & Mathematics > Physics > Thermodynamics & statistical physics > Statistical physics
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.
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.
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
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.
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.
Oligopoly theory is one of the most intensively studied areas of mathematical economics. On the basis of the pioneering works of Cournot (1838), many res- rchers have developed and extensively examined the different variants of oligopoly models. Initially, the existence and uniqueness of the equilibrium of the different types of oligopolies was the main concern, and later the dynamic extensions of these models became the focus. The classical result of Theocharis (1960) asserts that under discrete time scales and static expectations, the equilibrium of a sing- product oligopoly without product differentiation and with linear price and cost functions is asymptotically stable if and only if it is a duopoly. In the continuous time case, asymptotic stability is guaranteed for any number of ?rms. In these cases the resulting dynamical systems are also linear, where local and global asymptotic stability are equivalent to each other. The classical book of Okuguchi (1976) gives a comprehensive summary of the earlier results and developments. The multipr- uct extensionshave been discussed in Okuguchiand Szidarovszky(1999);however, nonlinear features were barely touched upon in these contributions. WiththedevelopmentofthecriticalcurvemethodbyGumowskiandMira(1980) (see also Mira et al. (1996))fordiscrete time systemsand the introductionof cont- uously distributed information lags by Invernizzi and Medio (1991) in continuous time systems, increasing attention has been given to the global dynamics of n- linear oligopolies. The authors of this book have devoted a great deal of research effort to this area.
"The importance of knowledge consists not only in its direct practical utility but also in the fact the it promotes a widely contemplative habit of mind; on this ground, utility is to be found in much of the knowledge that is nowadays labelled 'useless'. " Bertrand Russel, In Praise of Idleness, London (1935) "Why are scientists in so many cases so deeply interested in their work ? Is it merely because it is useful ? It is only necessary to talk to such scientists to discover that the utilitarian possibilities of their work are generally of secondary interest to them. Something else is primary. " David Bohm, On creativity, Abingdon (1996) In this volume, the dynamical critical behaviour of many-body systems far from equilibrium is discussed. Therefore, the intrinsic properties of the - namics itself, rather than those of the stationary state, are in the focus of 1 interest. Characteristically, far-from-equilibrium systems often display - namical scaling, even if the stationary state is very far from being critical. A 1 As an example of a non-equilibrium phase transition, with striking practical c- sequences, consider the allotropic change of metallic ?-tin to brittle ?-tin. At o equilibrium, the gray ?-Sn becomes more stable than the silvery ?-Sn at 13. 2 C. Kinetically, the transition between these two solid forms of tin is rather slow at higher temperatures. It starts from small islands of ?-Sn, the growth of which proceeds through an auto-catalytic reaction.
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 book contains selected papers of NSC08, the 2nd Conference on Nonlinear Science and Complexity, held 28-31 July, 2008, Porto, Portugal. It focuses on fundamental theories and principles, analytical and symbolic approaches, computational techniques in nonlinear physics and mathematics. Topics treated include * Chaotic Dynamics and Transport in Classic and Quantum Systems * Complexity and Nonlinearity in Molecular Dynamics and Nano-Science * Complexity and Fractals in Nonlinear Biological Physics and Social Systems * Lie Group Analysis and Applications in Nonlinear Science * Nonlinear Hydrodynamics and Turbulence * Bifurcation and Stability in Nonlinear Dynamic Systems * Nonlinear Oscillations and Control with Applications * Celestial Physics and Deep Space Exploration * Nonlinear Mechanics and Nonlinear Structural Dynamics * Non-smooth Systems and Hybrid Systems * Fractional dynamical systems
For the present edition four chapters have been added which form the fourth 1 part at the end of the book . Entitled The triumph of neoliberalism , the new partexplains how theimplementation worldwide oftheneoliberal agenda paved the way for the present crisis. As a matter of fact, the evidence provided in chapter 9 suggests that the present crisis already began to build up in the mid-1970s. It is around 1975 that (real) US wages reached a peak-level they would never regain in f- lowing decades. It was also around 1975 that the number of strikes began to fall sharply. The mid-1970s also marked the beginning of a huge in ow of immigrants (in large part of Hispanic origin) into the United States. The in ated supply of labor depressed wages and this had the consequence that consumption could be increased only by an unprecedented development of credit. Perhaps the reader may think that to blame the prevailing economic system for the unfolding depression is a fairly common and all too easy temptation.
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.
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.
Vortex flow is one of the fundamental types of fluid and gas motion. These flows are the most spectacular in the form of concentrated vortices, characterized by the localization of vorticity (curl of velocity) in bounded regions of a space, beyond which the vorticity is either absent or rapidly falls down to zero. Concentrated vortices are often observed in nature, exemplified by atmospheric cyclones, whirlwinds and tornados, oceanic vortices, whirlpools on a water s- face, and ring vortices caused by explosive outburst of volcanoes. In technical - vices concentrated vortices form when flow separates from sharp edges of flying vehicles and ships. Among these are vortices flowing off the ends of airplane wings, and intentionally generated vortices for intensification of burning in c- bustion chambers, vortices in cyclonic devices used for mixing or separation of impurities in fluids and gases. One such remarkable and frequent type of conc- trated vortices is a vortex ring which constitutes a vortex tube closed into a t- oidal ring moving in a surrounding fluid like an isolated body out of contact with solid boundaries of the flow region if such boundaries exist. Formation and motion of vortex rings are important part of the dynamics of a continuum medium and have been studied for more than a century.
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.
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.
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.
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.
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.
Our contemporary understanding of brain function is deeply rooted in the ideas of the nonlinear dynamics of distributed networks. Cognition and motor coordination seem to arise from the interactions of local neuronal networks, which themselves are connected in large scales across the entire brain. The spatial architectures between various scales inevitably influence the dynamics of the brain and thereby its function. But how can we integrate brain connectivity amongst these structural and functional domains? Our Handbook provides an account of the current knowledge on the measurement, analysis and theory of the anatomical and functional connectivity of the brain. All contributors are leading experts in various fields concerning structural and functional brain connectivity. In the first part of the Handbook, the chapters focus on an introduction and discussion of the principles underlying connected neural systems. The second part introduces the currently available non-invasive technologies for measuring structural and functional connectivity in the brain. Part three provides an overview of the analysis techniques currently available and highlights new developments. Part four introduces the application and translation of the concepts of brain connectivity to behavior, cognition and the clinical domain.
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.
With many areas of science reaching across their boundaries and becoming more and more interdisciplinary, students and researchers in these fields are confronted with techniques and tools not covered by their particular education. Especially in the life- and neurosciences quantitative models based on nonlinear dynamics and complex systems are becoming as frequently implemented as traditional statistical analysis. Unfamiliarity with the terminology and rigorous mathematics may discourage many scientists to adopt these methods for their own work, even though such reluctance in most cases is not justified. This book bridges this gap by introducing the procedures and methods used for analyzing nonlinear dynamical systems. In Part I, the concepts of fixed points, phase space, stability and transitions, among others, are discussed in great detail and implemented on the basis of example elementary systems. Part II is devoted to specific, non-trivial applications: coordination of human limb movement (Haken-Kelso-Bunz model), self-organization and pattern formation in complex systems (Synergetics), and models of dynamical properties of neurons (Hodgkin-Huxley, Fitzhugh-Nagumo and Hindmarsh-Rose). Part III may serve as a refresher and companion of some mathematical basics that have been forgotten or were not covered in basic math courses. Finally, the appendix contains an explicit derivation and basic numerical methods together with some programming examples as well as solutions to the exercises provided at the end of certain chapters. Throughout this book all derivations are as detailed and explicit as possible, and everybody with some knowledge of calculus should be able to extract meaningful guidance follow and apply the methods of nonlinear dynamics to their own work. "This book is a masterful treatment, one might even say a gift, to the interdisciplinary scientist of the future." "With the authoritative voice of a genuine practitioner, Fuchs is a master teacher of how to handle complex dynamical systems." "What I find beautiful in this book is its clarity, the clear definition of terms, every step explained simply and systematically." (J.A.Scott Kelso, excerpts from the foreword)
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.
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.
This monograph gives a detailed introductory exposition of research results for various models, mostly two-dimensional, of directed walks, interfaces, wetting, surface adsorption (of polymers), stacks, compact clusters (lattice animals), etc. The unifying feature of these models is that in most cases they can be solved analytically. The methods used include transfer matrices, generating functions, recurrence relations, and difference equations, and in some cases involve utilization of less familiar mathematical techniques such as continued fractions and q-series. The authors emphasize an overall view of what can be learned generally of the statistical mechanics of anisotropic systems, including phenomena near surfaces, by studying the solvable models. Thus, the concept of scaling and, where known, finite-size scaling properties are elucidated. Scaling and statistical mechanics of anisoptropic systems in general are active research topics. The volume provides a comprehensive survey of exact model results in this field. |
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