Random Walk And Diffusion Models Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Random Walk And Diffusion Models book. This book definitely worth reading, it is an incredibly well-written.
Dual-Process Theories of the Social Mind by Jeffrey W. Sherman,Bertram Gawronski,Yaacov Trope Pdf
This volume provides an authoritative synthesis of a dynamic, influential area of psychological research. Leading investigators address all aspects of dual-process theories: their core assumptions, conceptual foundations, and applications to a wide range of social phenomena. In 38 chapters, the volume addresses the pivotal role of automatic and controlled processes in attitudes and evaluation; social perception; thinking and reasoning; self-regulation; and the interplay of affect, cognition, and motivation. Current empirical and methodological developments are described. Critiques of the duality approach are explored and important questions for future research identified.
Random Walk and Diffusion Models by Subhash C. Kochar,Wolf Schwarz Pdf
This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences. In recent decades these models have become widely used in areas far beyond their traditional origins in physics, for example, in studies of animal behavior, ecology, sociology, sports science, population genetics, public health applications, and human decision making. Developing the main formal concepts, the book provides detailed and intuitive step-by-step explanations, and moves smoothly from simple to more complex models. Finally, in the last chapter, some successful and original applications of random walk and diffusion models in the life and behavioral sciences are illustrated in detail. The treatment of basic techniques and models is consolidated and extended throughout by a set of carefully chosen exercises.
Random Walk and Diffusion Models by Wolfgang Schwarz Pdf
This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences. In recent decades these models have become widely used in areas far beyond their traditional origins in physics, for example, in studies of animal behavior, ecology, sociology, sports science, population genetics, public health applications, and human decision making. Developing the main formal concepts, the book provides detailed and intuitive step-by-step explanations, and moves smoothly from simple to more complex models. Finally, in the last chapter, some successful and original applications of random walk and diffusion models in the life and behavioral sciences are illustrated in detail. The treatment of basic techniques and models is consolidated and extended throughout by a set of carefully chosen exercises.
Elements of Random Walk and Diffusion Processes by Oliver C. Ibe Pdf
Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes. With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features: Basic concepts in probability, an overview of stochastic and fractional processes, and elements of graph theory Numerous practical applications of random walk across various disciplines, including how to model stock prices and gambling, describe the statistical properties of genetic drift, and simplify the random movement of molecules in liquids and gases Examples of the real-world applicability of random walk such as node movement and node failure in wireless networking, the size of the Web in computer science, and polymers in physics Plentiful examples and exercises throughout that illustrate the solution of many practical problems Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.
Random Walk and Diffusion Models by Wolf Schwarz Pdf
This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences. In recent decades these models have become widely used in areas far beyond their traditional origins in physics, for example, in studies of animal behavior, ecology, sociology, sports science, population genetics, public health applications, and human decision making. Developing the main formal concepts, the book provides detailed and intuitive step-by-step explanations, and moves smoothly from simple to more complex models. Finally, in the last chapter, some successful and original applications of random walk and diffusion models in the life and behavioral sciences are illustrated in detail. The treatment of basic techniques and models is consolidated and extended throughout by a set of carefully chosen exercises.
Problems and Methods in Mathematical Physics by Johannes Elschner,Israel Gohberg,Bernd Silbermann Pdf
This volume presents the proceedings of the 11th Conference on Problems and Methods in Mathematical Physics (11th TMP), held in Chemnitz, March 25-28, 1999. The conference was dedicated to the memory of Siegfried Prössdorf, who made important contributions to the theory and numerical analysis of operator equations and their applications in mathematical physics and mechanics. The main part of the book comprises original research papers. The topics are ranging from integral and pseudodifferential equations, boundary value problems, operator theory, boundary element and wavelet methods, approximation theory and inverse problems to various concrete problems and applications in physics and engineering, and reflect Prössdorf's broad spectrum of research activities. The volume also contains articles describing the life and mathematical achievements of Siegfried Prössdorf and includes a list of his publications. The book is addressed to a wide audience in the mathematical and engineering sciences.
Random Walk and the Heat Equation by Gregory F. Lawler Pdf
The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Statistical Mechanics and Random Walks by Abram Skogseid,Vicente Fasano Pdf
In this book, the authors gather and present topical research in the study of statistical mechanics and random walk principles and applications. Topics discussed in this compilation include the application of stochastic approaches to modelling suspension flow in porous media; subordinated Gaussian processes; random walk models in biophysical science; non-equilibrium dynamics and diffusion processes; global random walk algorithm for diffusion processes and application of random walks for the analysis of graphs, musical composition and language phylogeny.
Random Walks and Diffusion by Open University Course Team,Open University MS324/Block 2 Pdf
This block explores the diffusion equation which is most commonly encountered in discussions of the flow of heat and of molecules moving in liquids, but diffusion equations arise from many different areas of applied mathematics. As well as considering the solutions of diffusion equations in detail, we also discuss the microscopic mechanism underlying the diffusion equation, namely that particles of matter or heat move erratically. This involves a discussion of elementary probability and statistics, which are used to develop a description of random walk processes and of the central limit theorem. These concepts are used to show that if particles follow random walk trajectories, their density obeys the diffusion equation.
First Steps in Random Walks by J. Klafter,I. M. Sokolov Pdf
The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of "Nature". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks has proved useful in physics and chemistry (diffusion, reactions, mixing flows), economics, biology (from animal spread to motion of subcellular structures) and in many other disciplines. The random walk approach serves not only as a model of simple diffusion but of many complex sub- and super-diffusive transport processes as well. This book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.
Quantitative Ecology and Evolutionary Biology by Otso Ovaskainen,Henrik Johan de Knegt,Maria del Mar Delgado Pdf
This is an integration of empirical data and theory in quantitative ecology and evolution through the use of mathematical models and statistical methods.
Variational and Diffusion Problems in Random Walk Spaces by José M. Mazón,Marcos Solera-Diana,J. Julián Toledo-Melero Pdf
This book presents the latest developments in the theory of gradient flows in random walk spaces. A broad framework is established for a wide variety of partial differential equations on nonlocal models and weighted graphs. Within this framework, specific gradient flows that are studied include the heat flow, the total variational flow, and evolution problems of Leray-Lions type with different types of boundary conditions. With many timely applications, this book will serve as an invaluable addition to the literature in this active area of research. Variational and Diffusion Problems in Random Walk Spaces will be of interest to researchers at the interface between analysis, geometry, and probability, as well as to graduate students interested in exploring these areas.
Random Walks, Critical Phenomena, and Triviality in Quantum Field Theory by Roberto Fernandez,Jürg Fröhlich,Alan D. Sokal Pdf
Simple random walks - or equivalently, sums of independent random vari ables - have long been a standard topic of probability theory and mathemat ical physics. In the 1950s, non-Markovian random-walk models, such as the self-avoiding walk,were introduced into theoretical polymer physics, and gradu ally came to serve as a paradigm for the general theory of critical phenomena. In the past decade, random-walk expansions have evolved into an important tool for the rigorous analysis of critical phenomena in classical spin systems and of the continuum limit in quantum field theory. Among the results obtained by random-walk methods are the proof of triviality of the cp4 quantum field theo ryin space-time dimension d (::::) 4, and the proof of mean-field critical behavior for cp4 and Ising models in space dimension d (::::) 4. The principal goal of the present monograph is to present a detailed review of these developments. It is supplemented by a brief excursion to the theory of random surfaces and various applications thereof. This book has grown out of research carried out by the authors mainly from 1982 until the middle of 1985. Our original intention was to write a research paper. However, the writing of such a paper turned out to be a very slow process, partly because of our geographical separation, partly because each of us was involved in other projects that may have appeared more urgent.
Intersections of Random Walks by Gregory F. Lawler Pdf
A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks do not intersect; and self-avoiding walks, i. e. , random walks which have no self-intersections. The prerequisite is a standard measure theoretic course in probability including martingales and Brownian motion. The first chapter develops the facts about simple random walk that will be needed. The discussion is self-contained although some previous expo sure to random walks would be helpful. Many of the results are standard, and I have made borrowed from a number of sources, especially the ex cellent book of Spitzer [65]. For the sake of simplicity I have restricted the discussion to simple random walk. Of course, many of the results hold equally well for more general walks. For example, the local central limit theorem can be proved for any random walk whose increments have mean zero and finite variance. Some of the later results, especially in Section 1. 7, have not been proved for very general classes of walks. The proofs here rely heavily on the fact that the increments of simple random walk are bounded and symmetric.
Aspects and Applications of the Random Walk by George Herbert Weiss Pdf
Paperback. Both the formalism and many of the attendant ideas related to the random walk lie at the core of a significant fraction of contemporary research in statistical physics. In the language of physics the random walk can be described as a microscopic model for transport processes which have some element of randomness. The starting point of nearly all analyses of transport in disordered media is to be found in one or another type of random walk model. Mathematical formalism based on the theory of random walks is not only pervasive in a number of areas of physics, but also finds application in many areas of chemistry. The random walk has also been applied to the study of a number of biological phenomena.Despite the obvious importance of random walks in these and other applications there are few books devoted to the subject. This is therefore a timely introduction to the subject which will be welcomed by students and more senior researchers who have
