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Author: Ralf Metzler Publisher: World Scientific ISBN: 9814590304 Category : Science Languages : en Pages : 608
Book Description
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.
Author: Ralf Metzler Publisher: World Scientific Publishing Company Incorporated ISBN: 9789814590280 Category : Mathematics Languages : en Pages : 595
Book Description
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. Book jacket.
Author: Irving P Herman Publisher: World Scientific ISBN: 9811209863 Category : Mathematics Languages : en Pages : 445
Book Description
We live in a world of numbers and mathematics, and so we need to work with numbers and some math in almost everything we do, to control our happiness and the direction of our lives. The purpose of Coming Home to Math is to make adults with little technical training more comfortable with math, in using it and enjoying it, and to allay their fears of math, enable their numerical thinking, and convince them that math is fun. A range of important math concepts are presented and explained in simple terms, mostly by using arithmetic, with frequent connections to the real world of personal financial matters, health, gambling, and popular culture.As such, Coming Home to Math is geared to making the general, non-specialist, adult public more comfortable with math, though not to formally train them for new careers or to teach those first learning math. It may also be helpful to liberal arts college students who need to tackle more technical subjects. The range of topics covered may also appeal to scholars who are more math savvy, though it may not challenge them.
Author: Jean-Philippe Bouchaud Publisher: Cambridge University Press ISBN: 1316998886 Category : Science Languages : en Pages : 463
Book Description
The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.
Author: Arnab Chatterjee Publisher: Springer Science & Business Media ISBN: 8847006651 Category : Science Languages : en Pages : 262
Book Description
Econophysics research studies, which apply methods developed by physicists to solve problems in economics, enable you to deepen your understanding of what financial systems are and how they operate. Articles in this book identify and explain the statistical behavior of the underlying networks in trading, banking, and stock markets as well as other financial systems. Authors also debate the latest issues arising from these econophysics studies.
Author: Peter Ashcroft Publisher: Springer ISBN: 3319412132 Category : Science Languages : en Pages : 175
Book Description
This thesis explores several interdisciplinary topics at the border of theoretical physics and biology, presenting results that demonstrate the power of methods from statistical physics when applied to neighbouring disciplines. From birth-death processes in switching environments to discussions on the meaning of quasi-potential landscapes in high-dimensional spaces, this thesis is a shining example of the efficacy of interdisciplinary research. The fields advanced in this work include game theory, the dynamics of cancer, and invasion of mutants in resident populations, as well as general contributions to the theory of stochastic processes. The background material provides an intuitive introduction to the theory and applications of stochastic population dynamics, and the use of techniques from statistical physics in their analysis. The thesis then builds on these foundations to address problems motivated by biological phenomena.
Author: Karl K. Sabelfeld Publisher: Walter de Gruyter GmbH & Co KG ISBN: 3110479451 Category : Mathematics Languages : en Pages : 208
Book Description
This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach. The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: Introduction Random walk algorithms for solving integral equations Random walk-on-boundary algorithms for the Laplace equation Walk-on-boundary algorithms for the heat equation Spatial problems of elasticity Variants of the random walk on boundary for solving stationary potential problems Splitting and survival probabilities in random walk methods and applications A random WOS-based KMC method for electron–hole recombinations Monte Carlo methods for computing macromolecules properties and solving related problems Bibliography
Author: Artem Ryabov Publisher: Springer ISBN: 3319271881 Category : Science Languages : en Pages : 127
Book Description
This thesis both broadens and deepens our understanding of the Brownian world. It addresses new problems in diffusion theory that have recently attracted considerable attention, both from the side of nanotechnology and from the viewpoint of pure academic research. The author focusses on the difussion of interacting particles in restricted geometries and under externally controlled forces. These geometries serve, for example, to model ion transport through narrow channels in cell membranes or a Brownian particle diffusing in an optical trap, now a paradigm for both theory and experiment. The work is exceptional in obtaining explicit analytically formulated answers to such realistic, experimentally relevant questions. At the same time, with its detailed exposition of the problems and a complete set of references, it presents a clear and broadly accessible introduction to the domain. Many of the problem settings and the corresponding exact asymptotic laws are completely new in diffusion theory.
Author: Stuart A. Rice Publisher: John Wiley & Sons ISBN: 1119165164 Category : Science Languages : en Pages : 404
Book Description
The Advances in Chemical Physics series provides the chemical physics field with a forum for critical, authoritative evaluations of advances in every area of the discipline. This volume explores the following topics: Thermodynamic Perturbation Theory for Associating Molecules Path Integrals and Effective Potentials in the Study of Monatomic Fluids at Equilibrium Sponteneous Symmetry Breaking in Matter Induced by Degeneracies and Pseudogeneracies Mean-Field Electrostatics Beyond the Point-Charge Description First Passage Processes in Cellular Biology Theoretical Modeling of Vibrational Spectra and Proton Tunneling in Hydroen-Bonded Systems
Author: Sidney Redner
Author: Sidney Redner
Author: Ralf Metzler
Author: Ralf Metzler
Author: Irving P Herman
Author: Jean-Philippe Bouchaud
Author: Arnab Chatterjee
Author: Peter Ashcroft
Author: Karl K. Sabelfeld
Author: Artem Ryabov
Author: Stuart A. Rice