Author: Weihua Deng Publisher: World Scientific ISBN: 9811213011 Category : Mathematics Languages : en Pages : 267
Book Description
This book focuses on modeling the anomalous diffusion phenomena, being ubiquitous in the natural world. Both the microscopic models (stochastic processes) and macroscopic models (partial differential equations) have been built up. The relationships between the two kinds of models are clarified, and based on these models, some statistical observables are analyzed. From statistics to mathematics, the built models show their power with their associated applications.This book is important for students to develop basic skills to be able to succeed in their future research. In addition to introducing the related models or methods, it also provides the corresponding applications and simulation results, which will attract more readers ranging from mathematicians to physicists or chemists, to name a few.
Author: Luiz Roberto Evangelista Publisher: Cambridge University Press ISBN: 1107143551 Category : Mathematics Languages : en Pages : 361
Book Description
Presents a unified treatment of anomalous diffusion problems using fractional calculus in a wide range of applications across scientific and technological disciplines.
Author: Andrzej Pekalski Publisher: Springer ISBN: 9783662142417 Category : Science Languages : en Pages : 382
Book Description
This collection of articles gives a nice overview of the fast growing field of diffusion and transport. The area of non-Browman statistical mechanics has many extensions into other fields like biology, ecology, geophysics etc. These tutorial lectures address e.g. Lévy flights and walks, diffusion on metal surfaces or in superconductors, classical diffusion, biased and anomalous diffusion, chemical reaction diffusion, aging in glassy systems, diffusion in soft matter and in nonsymmetric potentials, and also new problems like diffusive processes in econophysics and in biology.
Author: J. Klafter Publisher: Oxford University Press ISBN: 0199234868 Category : Business & Economics Languages : en Pages : 161
Book Description
Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology and other disciplines. The book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.
Author: Mark M. Meerschaert Publisher: Walter de Gruyter GmbH & Co KG ISBN: 3110560240 Category : Mathematics Languages : en Pages : 337
Book Description
Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations, and mathematical physics. It is used to model anomalous diffusion, in which a cloud of particles spreads in a different manner than traditional diffusion. This monograph develops the basic theory of fractional calculus and anomalous diffusion, from the point of view of probability. In this book, we will see how fractional calculus and anomalous diffusion can be understood at a deep and intuitive level, using ideas from probability. It covers basic limit theorems for random variables and random vectors with heavy tails. This includes regular variation, triangular arrays, infinitely divisible laws, random walks, and stochastic process convergence in the Skorokhod topology. The basic ideas of fractional calculus and anomalous diffusion are closely connected with heavy tail limit theorems. Heavy tails are applied in finance, insurance, physics, geophysics, cell biology, ecology, medicine, and computer engineering. The goal of this book is to prepare graduate students in probability for research in the area of fractional calculus, anomalous diffusion, and heavy tails. Many interesting problems in this area remain open. This book will guide the motivated reader to understand the essential background needed to read and unerstand current research papers, and to gain the insights and techniques needed to begin making their own contributions to this rapidly growing field.
Author: Qiang Du Publisher: SIAM ISBN: 1611975611 Category : Science Languages : en Pages : 181
Book Description
Studies of complexity, singularity, and anomaly using nonlocal continuum models are steadily gaining popularity. This monograph provides an introduction to basic analytical, computational, and modeling issues and to some of the latest developments in these areas. Nonlocal Modeling, Analysis, and Computation includes motivational examples of nonlocal models, basic building blocks of nonlocal vector calculus, elements of theory for well-posedness and nonlocal spaces, connections to and coupling with local models, convergence and compatibility of numerical approximations, and various applications, such as nonlocal dynamics of anomalous diffusion and nonlocal peridynamic models of elasticity and fracture mechanics. A particular focus is on nonlocal systems with a finite range of interaction to illustrate their connection to local partial differential equations and fractional PDEs. These models are designed to represent nonlocal interactions explicitly and to remain valid for complex systems involving possible singular solutions and they have the potential to be alternatives for as well as bridges to existing models. The author discusses ongoing studies of nonlocal models to encourage the discovery of new mathematical theory for nonlocal continuum models and offer new perspectives on traditional models, analytical techniques, and algorithms.
Author: Weihua Deng Publisher: World Scientific Publishing Company ISBN: 9789813142206 Category : Differential equations Languages : en Pages : 0
Book Description
The aim of this book is to extend the application field of 'anomalous diffusion', and describe the newly built models and the simulation techniques to the models. The book first introduces 'anomalous diffusion' from the statistical physics point of view, then discusses the models characterizing anomalous diffusion and its applications, including the Fokker-Planck equation, the Feymann-Kac equations describing the functional distribution of the anomalous trajectories of the particles, and also the microscopic model -- Langevin type equation. The second main part focuses on providing the high accuracy schemes for these kinds of models, and the corresponding convergence and stability analysis.
Author: Vicenç Méndez Publisher: Springer Science & Business Media ISBN: 3642390102 Category : Science Languages : en Pages : 321
Book Description
This book presents the fundamental theory for non-standard diffusion problems in movement ecology. Lévy processes and anomalous diffusion have shown to be both powerful and useful tools for qualitatively and quantitatively describing a wide variety of spatial population ecological phenomena and dynamics, such as invasion fronts and search strategies. Adopting a self-contained, textbook-style approach, the authors provide the elements of statistical physics and stochastic processes on which the modeling of movement ecology is based and systematically introduce the physical characterization of ecological processes at the microscopic, mesoscopic and macroscopic levels. The explicit definition of these levels and their interrelations is particularly suitable to coping with the broad spectrum of space and time scales involved in bio-ecological problems. Including numerous exercises (with solutions), this text is aimed at graduate students and newcomers in this field at the interface of theoretical ecology, mathematical biology and physics.
Author: Paul Heitjans Publisher: Springer Science & Business Media ISBN: 3540309705 Category : Science Languages : en Pages : 971
Book Description
This comprehensive, handbook-style survey of diffusion in condensed matter gives detailed insight into diffusion as the process of particle transport due to stochastic movement. It is understood and presented as a phenomenon of crucial relevance for a large variety of processes and materials. In this book, all aspects of the theoretical fundamentals, experimental techniques, highlights of current developments and results for solids, liquids and interfaces are presented.
Author: Weihua Deng
Author: Luiz Roberto Evangelista
Author: Andrzej Pekalski
Author: J. Klafter
Author: Mark M. Meerschaert
Author: Qiang Du
Author: Weihua Deng
Author: Vicenç Méndez
Author: Paul Heitjans
Author: Daniel ben-Avraham