First-Passage Phenomena and Their Applications

First-Passage Phenomena and Their Applications PDF

Author: Ralf Metzler

Publisher: World Scientific

Published: 2014-03-21

Total Pages: 608

ISBN-13: 9814590304

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The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic. Contents:Arrival Statistics and Exploration Properties of Mortal Walkers (S B Yuste, E Abad and K Lindenberg)First Passage of a Randomly Accelerated Particle (T W Burkhardt)First Passage Problems in Anomalous Diffusion (A Rosso and A Zoia)First-Passage Times of Intermittent Random Walks (O Bénichou and R Voituriez)First-Passage Phenomena on Finite Inhomogeneous Networks (E Agliari and D Cassi)Effective Spectral Dimension in Scale-Free Networks (S Hwang, D-S Lee and B Kahng)First-Passage Statistics for Random Walks in Bounded Domains (R Voituriez and O Bénichou)First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction Phenomena (J-H Jeon, A V Chechkin and R Metzler)Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains (T G Mattos, C Mejía-Monasterio, R Metzler, G Oshanin and G Schehr)Exact Record and Order Statists of Random Walk via First-Passage Ideas (G Schehr and S N Majumdar)First Passage in a Conical Geometry and Ordering of Brownian Particles (E Ben-Naim and P L Krapivsky)First Passage Time Problems in Biophysical Jump Processes with Fast Kinetics (P C Bressloff and J M Newby)First Passage Problems in Biology (T Chou and M R D'Orsogna)The Effect of Detection Mechanisms on Spatial Search and Foraging (D Campos and V Méndez)Search in Random Media with Lévy Flights (E Gelenbe and O H Abdelrahman)Exit Strategies: Visual Search and the Quitting Time Problem (T S Horowitz)Statistical Physics of Evolutionary Trajectories on Fitness Landscapes (M Manhart and A V Morozov)Some Applications of First-Passage Ideas to Finance (R Chicheportiche and J-P Bouchaud)First-Passage and Extremes in Socio-Economic Systems (J Masoliver and J Perelló)Transport and the First-Passage Time Problem with Application to Cold Atoms in Optical Traps (E Barkai and D A Kessler)The Excursion Set Theory in Cosmology (M Maggiore and A Riottoo)Self-Organized Escape Processes of Linear Chains in Nonlinear Potentials (T Gross, D Hennig and L Schimansky-Geier)Efficient Monte Carlo Methods for Simulating Diffusion-Reaction Processes in Complex Systems (D S Grebenkov) Readership: Researchers in stochastic processes, statistical physics, and mathematical physics. Key Features:Comprehensive update of the classical book by Sidney RednerApplications to wide-ranging and active fields of researchWell-known authors in the fieldKeywords:First Passage;Stochastic Processes;Diffusion;Biophysics;Non-Equilibrium Statistical Mechanics;Complex Systems;Econophysics

Random Processes: First-passage And Escape

Random Processes: First-passage And Escape PDF

Author: Jaume Masoliver

Publisher: World Scientific

Published: 2018-06-27

Total Pages: 388

ISBN-13: 9813225335

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Random processes are one of the most powerful tools in the study and understanding of countless phenomena in natural and social sciences.The book is a complete medium-level introduction to the subject. The book is written in a clear and pedagogical manner but with enough rigor and scope that can appeal to both students and researchers.This book is addressed to advanced students and professional researchers in many branches of science where level crossings and extremes appear but with some particular emphasis on some applications in socio-economic systems.

Chemical Kinetics: Beyond The Textbook

Chemical Kinetics: Beyond The Textbook PDF

Author: Lindenberg Katja

Publisher: World Scientific

Published: 2019-08-27

Total Pages: 620

ISBN-13: 1786347024

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Processes involving randomly moving particles, which react either upon encounter or via distance-dependent reaction rates, are ubiquitous in nature. A few stray examples are recombination of ions or holes and electrons, excitation energy migration and quenching, trapping of particles by other species, coagulation, binding of ligands and proteins to specific sites, chemotaxis, catalytically-induced self-propulsion, polymerization, growth of dendrites or aggregates, or nuclei of a new phase.Several decades ago, it was recognized that the kinetic behavior in some systems with reactions and random transport is strongly affected by many factors, which were not taken into account in previous studies. These are, to name but a few, fluctuations in the spatial distributions of the reactants and fluctuations of the reactivity, some essentially many-particle phenomena, effects of anomalous diffusion, molecular crowding, as well as the internal geometry of the reaction bath. Within recent years, along with a growing interest in chemical processes ocurring in biological systems or cellular environments, numerous advances have been made and considerable knowledge has been acquired. These seminal contributions are, however, scattered among many journals and no attempt has been made so far to present a unified picture.This book presents a general overview of different contemporary facets of chemical kinetics in a variety of different environments. It includes 23 seminal works and reviews on different aspects of reaction processes in chemical, physical and biophysical systems, both theoretical and experimental.

Advances in Disordered Systems, Random Processes and Some Applications

Advances in Disordered Systems, Random Processes and Some Applications PDF

Author: Pierluigi Contucci

Publisher: Cambridge University Press

Published: 2016-12-15

Total Pages: 383

ISBN-13: 1107124107

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This book offers a unified perspective on the study of complex systems with contributions written by leading scientists from various disciplines, including mathematics, physics, computer science, biology, economics and social science. It is written for researchers from a broad range of scientific fields with an interest in recent developments in complex systems.

Lévy Matters V

Lévy Matters V PDF

Author: Lars Nørvang Andersen

Publisher: Springer

Published: 2015-10-24

Total Pages: 224

ISBN-13: 3319231383

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This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process.

Computation and Modeling for Fractional Order Systems

Computation and Modeling for Fractional Order Systems PDF

Author: Snehashish Chakraverty

Publisher: Elsevier

Published: 2024-03-01

Total Pages: 288

ISBN-13: 0443154058

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Computation and Modeling for Fractional Order Systems provides readers with problem-solving techniques for obtaining exact and/or approximate solutions of governing equations arising in fractional dynamical systems presented using various analytical, semi-analytical, and numerical methods. In this regard, this book brings together contemporary and computationally efficient methods for investigating real-world fractional order systems in one volume. Fractional calculus has gained increasing popularity and relevance over the last few decades, due to its well-established applications in various fields of science and engineering. It deals with the differential and integral operators with non-integral powers. Fractional differential equations are the pillar of various systems occurring in a wide range of science and engineering disciplines, namely physics, chemical engineering, mathematical biology, financial mathematics, structural mechanics, control theory, circuit analysis, and biomechanics, among others. The fractional derivative has also been used in various other physical problems, such as frequency-dependent damping behavior of structures, motion of a plate in a Newtonian fluid, PID controller for the control of dynamical systems, and many others. The mathematical models in electromagnetics, rheology, viscoelasticity, electrochemistry, control theory, Brownian motion, signal and image processing, fluid dynamics, financial mathematics, and material science are well defined by fractional-order differential equations. Generally, these physical models are demonstrated either by ordinary or partial differential equations. However, modeling these problems by fractional differential equations, on the other hand, can make the physics of the systems more feasible and practical in some cases. In order to know the behavior of these systems, we need to study the solutions of the governing fractional models. The exact solution of fractional differential equations may not always be possible using known classical methods. Generally, the physical models occurring in nature comprise complex phenomena, and it is sometimes challenging to obtain the solution (both analytical and numerical) of nonlinear differential equations of fractional order. Various aspects of mathematical modeling that may include deterministic or uncertain (viz. fuzzy or interval or stochastic) scenarios along with fractional order (singular/non-singular kernels) are important to understand the dynamical systems. Computation and Modeling for Fractional Order Systems covers various types of fractional order models in deterministic and non-deterministic scenarios. Various analytical/semi-analytical/numerical methods are applied for solving real-life fractional order problems. The comprehensive descriptions of different recently developed fractional singular, non-singular, fractal-fractional, and discrete fractional operators, along with computationally efficient methods, are included for the reader to understand how these may be applied to real-world systems, and a wide variety of dynamical systems such as deterministic, stochastic, continuous, and discrete are addressed by the authors of the book.

Statistics of Extremes and Records in Random Sequences

Statistics of Extremes and Records in Random Sequences PDF

Author: Satya N. Majumdar

Publisher: Oxford University Press

Published: 2024-05-16

Total Pages: 257

ISBN-13: 0192517880

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Rare events such as earthquakes, tsunamis, floods etc do not fortunately occur every day, but when they do, their effects are devastating. These days, such rare events are particularly important to understand to characterize the global warming and climate changes. In addition to natural catastrophes, rare events such as big financial crashes also play a significant role in economy. In the absence of predictive models, the best way forward is to analyse the statistics of these extreme events and draw conclusions from it about the probability of their occurrences. Extreme value statistics (EVS) and the statistics of records in a random sequence are examples of a truly interdisciplinary topic, spanning from statistics and mathematics on one side to physics of disordered systems on the other. They have tremendous importance and practical applications in a wide variety of fields, such as climate science, finance, spin-glasses, and random matrices. Statistics and mathematical literature have explored the subject of the classical theory of EVS. However, more recently, EVS started to play a very important role in statistical physics, in particular in disordered systems. This has led to a plethora of activities, both in the statistical physics and in the mathematics communities over the last few decades. This book develops the theory of rare events, both for the classical uncorrelated as well as for correlated sequences, in terms of simple models and examples. Statistics of Extremes and Records in Random Sequences is a pedagogical book with examples illustrating the basic tools and techniques that are essential to a student starting to work in this interesting and rapidly developing field.

Special Functions Of Fractional Calculus: Applications To Diffusion And Random Search Processes

Special Functions Of Fractional Calculus: Applications To Diffusion And Random Search Processes PDF

Author: Trifce Sandev

Publisher: World Scientific

Published: 2022-10-07

Total Pages: 292

ISBN-13: 9811252963

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This book aims to provide an overview of the special functions of fractional calculus and their applications in diffusion and random search processes. The book contains detailed calculations for various examples of anomalous diffusion, random search and stochastic resetting processes, which can be easily followed by the reader, who will be able to reproduce the obtained results. The book will be intended for advanced undergraduate and graduate students and researchers in physics, mathematics and other natural sciences due to the various examples which will be provided in the book.

Fractional Kinetics In Space: Anomalous Transport Models

Fractional Kinetics In Space: Anomalous Transport Models PDF

Author: Vladimir V Uchaikin

Publisher: World Scientific

Published: 2017-12-12

Total Pages: 300

ISBN-13: 9813225440

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This book is first of its kind describing a new direction in modeling processes taking place in interplanetary and interstellar space (magnetic fields, plasma, cosmic rays, etc.). This method is based on a special mathematical analysis — fractional calculus. The reader will find in this book clear physical explanation of the fractional approach and will become familiar with basic rules in this calculus and main results obtained in frame of this approach. In spite of its profound subject, the book is not overloaded by mathematical details. It contains many illustrations, rich citation and remains accessible to a wide circle of physicists.This book is addressed to graduate and postgraduate students, young and mature researchers specializing in applications of fractional calculus, astrophysics, solar-terrestrial science and physics of cosmic rays.

Proceedings of the 2018 Conference of the Computational Social Science Society of the Americas

Proceedings of the 2018 Conference of the Computational Social Science Society of the Americas PDF

Author: Ted Carmichael

Publisher: Springer Nature

Published: 2020-05-27

Total Pages: 292

ISBN-13: 3030359026

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This book contains a selection of the latest research in the field of Computational Social Science (CSS) methods, uses, and results, as presented at the 2018 annual conference of the CSSSA. This conference was held in Santa Fe, New Mexico, October 25 – 28, 2018, at the Drury Plaza Hotel. CSS investigates social and behavioral dynamics in both nature and society, through computer simulation, network analysis, and the science of complex systems. The Computational Social Science Society of the Americas (CSSSA) is a professional society that aims to advance the field of CSS in all its areas, from fundamental principles to real-world applications, by holding conferences and workshops, promoting standards of scientific excellence in research and teaching, and publishing novel research findings. What follows is a diverse representation of new approaches and research findings, using the tools of CSS and Agent-Based Modeling (ABM) in exploring complex phenomena across many different domains. Readers will not only have the methods and results of these specific projects on which to build, but will also gain a greater appreciation for the broad scope of CSS, and have a wealth of case-study examples that can serve as meaningful exemplars for new research projects and activities. This book, we hope, will appeal to any researchers and students working in the social sciences, broadly defined, who aim to better understand and apply the concepts of Complex Adaptive Systems to their work.