Theory And Simulation Of Random Phenomena

Author : Ettore Vitali,Mario Motta,Davide Emilio Galli
Publisher : Springer
Page : 235 pages
File Size : 41,5 Mb
Release : 2018-06-13
Category : Science
ISBN : 9783319905150

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Theory and Simulation of Random Phenomena by Ettore Vitali,Mario Motta,Davide Emilio Galli Pdf

The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. The book will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.

Author : Abdo Abou Jaoudé
Publisher : Cambridge Scholars Publishing
Page : 306 pages
File Size : 53,8 Mb
Release : 2019-01-07
Category : Mathematics
ISBN : 9781527524262

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The Computer Simulation of Monté Carlo Methods and Random Phenomena by Abdo Abou Jaoudé Pdf

This book includes algorithms that illustrate the famous Monté Carlo Methods and the computer simulation of stochastic experiments in the areas of random numbers generation, the simulation of random phenomena, the computation of Pi and e (the base of logarithms), both simple and multiple integration, the computation of areas and volumes, probability and statistical distributions, in addition to an introduction to the novel Complex Probability Paradigm. As such, it will be of interest to all scholars, researchers, and undergraduate and graduate students in mathematics, computer science, and science in general.

Author : Roberto Fernandez,Jürg Fröhlich,Alan D. Sokal
Publisher : Springer Science & Business Media
Page : 446 pages
File Size : 45,8 Mb
Release : 2013-03-14
Category : Science
ISBN : 9783662028667

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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.

Author : Manfred Denker,Wojbor Woyczynski
Publisher : Birkhäuser
Page : 509 pages
File Size : 51,9 Mb
Release : 2017-09-16
Category : Computers
ISBN : 9783319661520

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Introductory Statistics and Random Phenomena by Manfred Denker,Wojbor Woyczynski Pdf

This textbook integrates traditional statistical data analysis with new computational experimentation capabilities and concepts of algorithmic complexity and chaotic behavior in nonlinear dynamic systems. This was the first advanced text/reference to bring together such a comprehensive variety of tools for the study of random phenomena occurring in engineering and the natural, life, and social sciences. The crucial computer experiments are conducted using the readily available computer program Mathematica® Uncertain Virtual WorldsTM software packages which optimize and facilitate the simulation environment. Brief tutorials are included that explain how to use the Mathematica® programs for effective simulation and computer experiments. Large and original real-life data sets are introduced and analyzed as a model for independent study. This is an excellent classroom tool and self-study guide. The material is presented in a clear and accessible style providing numerous exercises and bibliographical notes suggesting further reading. Topics and Features Comprehensive and integrated treatment of uncertainty arising in engineering and scientific phenomena – algorithmic complexity, statistical independence, and nonlinear chaotic behavior Extensive exercise sets, examples, and Mathematica® computer experiments that reinforce concepts and algorithmic methods Thorough presentation of methods of data compression and representation Algorithmic approach to model selection and design of experiments Large data sets and 13 Mathematica®-based Uncertain Virtual WorldsTM programs and code This text is an excellent resource for all applied statisticians, engineers, and scientists who need to use modern statistical analysis methods to investigate and model their data. The present, softcover reprint is designed to make this classic textbook available to a wider audience.

Author : P. Krée,C. Soize
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 54,5 Mb
Release : 2012-12-06
Category : Science
ISBN : 9789400947702

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Mathematics of Random Phenomena by P. Krée,C. Soize Pdf

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes.

Author : Henry C. Tuckwell
Publisher : Routledge
Page : 200 pages
File Size : 52,6 Mb
Release : 2018-02-06
Category : Mathematics
ISBN : 9781351452953

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Elementary Applications of Probability Theory by Henry C. Tuckwell Pdf

This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.

Author : V. S. Pugachev
Publisher : Elsevier
Page : 469 pages
File Size : 44,9 Mb
Release : 2014-06-28
Category : Mathematics
ISBN : 9781483190501

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Probability Theory and Mathematical Statistics for Engineers by V. S. Pugachev Pdf

Probability Theory and Mathematical Statistics for Engineers focuses on the concepts of probability theory and mathematical statistics for finite-dimensional random variables. The book underscores the probabilities of events, random variables, and numerical characteristics of random variables. Discussions focus on canonical expansions of random vectors, second-order moments of random vectors, generalization of the density concept, entropy of a distribution, direct evaluation of probabilities, and conditional probabilities. The text then examines projections of random vectors and their distributions, including conditional distributions of projections of a random vector, conditional numerical characteristics, and information contained in random variables. The book elaborates on the functions of random variables and estimation of parameters of distributions. Topics include frequency as a probability estimate, estimation of statistical characteristics, estimation of the expectation and covariance matrix of a random vector, and testing the hypotheses on the parameters of distributions. The text then takes a look at estimator theory and estimation of distributions. The book is a vital source of data for students, engineers, postgraduates of applied mathematics, and other institutes of higher technical education.

Author : Susmita Bandyopadhyay,Ranjan Bhattacharya
Publisher : CRC Press
Page : 375 pages
File Size : 53,7 Mb
Release : 2014-06-25
Category : Mathematics
ISBN : 9781466596405

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Discrete and Continuous Simulation by Susmita Bandyopadhyay,Ranjan Bhattacharya Pdf

When it comes to discovering glitches inherent in complex systems-be it a railway or banking, chemical production, medical, manufacturing, or inventory control system-developing a simulation of a system can identify problems with less time, effort, and disruption than it would take to employ the original. Advantageous to both academic and industria

Author : Darren J. Wilkinson
Publisher : CRC Press
Page : 360 pages
File Size : 51,7 Mb
Release : 2011-11-09
Category : Mathematics
ISBN : 9781439837764

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Stochastic Modelling for Systems Biology by Darren J. Wilkinson Pdf

Since the first edition of Stochastic Modelling for Systems Biology, there have been many interesting developments in the use of "likelihood-free" methods of Bayesian inference for complex stochastic models. Re-written to reflect this modern perspective, this second edition covers everything necessary for a good appreciation of stochastic kinetic modelling of biological networks in the systems biology context. Keeping with the spirit of the first edition, all of the new theory is presented in a very informal and intuitive manner, keeping the text as accessible as possible to the widest possible readership. New in the Second Edition All examples have been updated to Systems Biology Markup Language Level 3 All code relating to simulation, analysis, and inference for stochastic kinetic models has been re-written and re-structured in a more modular way An ancillary website provides links, resources, errata, and up-to-date information on installation and use of the associated R package More background material on the theory of Markov processes and stochastic differential equations, providing more substance for mathematically inclined readers Discussion of some of the more advanced concepts relating to stochastic kinetic models, such as random time change representations, Kolmogorov equations, Fokker-Planck equations and the linear noise approximation Simple modelling of "extrinsic" and "intrinsic" noise An effective introduction to the area of stochastic modelling in computational systems biology, this new edition adds additional mathematical detail and computational methods that will provide a stronger foundation for the development of more advanced courses in stochastic biological modelling.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 49,9 Mb
Release : 2024-06-30
Category : Electronic
ISBN : 9789814475693

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Mathematical Analysis of Random Phenomena by Anonim Pdf

Author : Igor I. Gorban
Publisher : Springer
Page : 322 pages
File Size : 53,9 Mb
Release : 2016-10-17
Category : Technology & Engineering
ISBN : 9783319435855

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The Statistical Stability Phenomenon by Igor I. Gorban Pdf

This monograph investigates violations of statistical stability of physical events, variables, and processes and develops a new physical-mathematical theory taking into consideration such violations – the theory of hyper-random phenomena. There are five parts. The first describes the phenomenon of statistical stability and its features, and develops methods for detecting violations of statistical stability, in particular when data is limited. The second part presents several examples of real processes of different physical nature and demonstrates the violation of statistical stability over broad observation intervals. The third part outlines the mathematical foundations of the theory of hyper-random phenomena, while the fourth develops the foundations of the mathematical analysis of divergent and many-valued functions. The fifth part contains theoretical and experimental studies of statistical laws where there is violation of statistical stability. The monograph should be of particular interest to engineers and scientists in general who study the phenomenon of statistical stability and use statistical methods for high-precision measurements, prediction, and signal processing over long observation intervals.

Author : Angel Mulero
Publisher : Springer
Page : 546 pages
File Size : 43,6 Mb
Release : 2008-07-10
Category : Science
ISBN : 9783540787679

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Theory and Simulation of Hard-Sphere Fluids and Related Systems by Angel Mulero Pdf

Hard spheres and related objects (hard disks and mixtures of hard systems) are paradigmatic systems: indeed, they have served as a basis for the theoretical and numerical development of a number of fields, such as general liquids and fluids, amorphous solids, liquid crystals, colloids and granular matter, to name but a few. The present volume introduces and reviews some important basics and progress in the study of such systems. Their structure, thermodynamic properties, equations of state, as well as kinetic and transport properties are considered from different and complementary points of view. This book addresses graduate students, lecturers as well as researchers in statistical mechanics, physics of liquids, physical chemistry and chemical engineering.

Author : Mangey Ram
Publisher : CRC Press
Page : 268 pages
File Size : 55,9 Mb
Release : 2018-07-18
Category : Business & Economics
ISBN : 9781351336420

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Modeling and Simulation Based Analysis in Reliability Engineering by Mangey Ram Pdf

Recent developments in reliability engineering has become the most challenging and demanding area of research. Modeling and Simulation, along with System Reliability Engineering has become a greater issue because of high-tech industrial processes, using more complex systems today. This book gives the latest research advances in the field of modeling and simulation, based on analysis in engineering sciences. Features Focuses on the latest research in modeling and simulation based analysis in reliability engineering. Covers performance evaluation of complex engineering systems Identifies and fills the gaps of knowledge pertaining to engineering applications Provides insights on an international and transnational scale Modeling and Simulation Based Analysis in Reliability Engineering aims at providing a reference for applications of mathematics in engineering, offering a theoretical sound background with adequate case studies, and will be of interest to researchers, practitioners, and academics.

Author : Pooneh Saidi Bidokhti
Publisher : BoD – Books on Demand
Page : 189 pages
File Size : 55,6 Mb
Release : 2019-12-18
Category : Computers
ISBN : 9781789855456

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Theory, Application, and Implementation of Monte Carlo Method in Science and Technology by Pooneh Saidi Bidokhti Pdf

The Monte Carlo method is a numerical technique to model the probability of all possible outcomes in a process that cannot easily be predicted due to the interference of random variables. It is a technique used to understand the impact of risk, uncertainty, and ambiguity in forecasting models. However, this technique is complicated by the amount of computer time required to achieve sufficient precision in the simulations and evaluate their accuracy. This book discusses the general principles of the Monte Carlo method with an emphasis on techniques to decrease simulation time and increase accuracy.

Author : Daguo Xiong
Publisher : World Scientific
Page : 200 pages
File Size : 54,7 Mb
Release : 2003-05-22
Category : Mathematics
ISBN : 9789814485685

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The Natural Axiom System of Probability Theory by Daguo Xiong Pdf

The causation space established in this book is a mathematical model of the random universe and a “living house” of all random tests and probability spaces. By using this space, one can introduce the mathematical calculation methods related to probability spaces and random tests. The book also points out that the basic unit to be studied in the probability theory is the random test, and not a stand-alone event. Contents:Real Background of Probability TheoryNatural Axiom System of Probability TheoryIntroduction of Random Variables Readership: Researchers and graduate students in probability and statistics. Keywords:Axiom System;Causation Space;Event Space;Causal Space;Random Test;Probability;Random Variable;Mathematical Expectation