Author: Kung-Sik Chan
Publisher: Springer Science & Business Media
ISBN: 1475734646
Category : Mathematics
Languages : en
Pages : 312
Book Description
This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
Chaos: A Statistical Perspective
Author: Kung-Sik Chan
Publisher: Springer Science & Business Media
ISBN: 1475734646
Category : Mathematics
Languages : en
Pages : 312
Book Description
This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
Publisher: Springer Science & Business Media
ISBN: 1475734646
Category : Mathematics
Languages : en
Pages : 312
Book Description
This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
Nonlinear Dynamics, Chaos, and Instability
Author: William A. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362
Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.
Chaos
Author: Angelo Vulpiani
Publisher: World Scientific
ISBN: 9814277665
Category : Mathematics
Languages : en
Pages : 482
Book Description
Chaos: from simple models to complex systems aims to guide science and engineering students through chaos and nonlinear dynamics from classical examples to the most recent fields of research. The first part, intended for undergraduate and graduate students, is a gentle and self-contained introduction to the concepts and main tools for the characterization of deterministic chaotic systems, with emphasis to statistical approaches. The second part can be used as a reference by researchers as it focuses on more advanced topics including the characterization of chaos with tools of information theory and applications encompassing fluid and celestial mechanics, chemistry and biology. The book is novel in devoting attention to a few topics often overlooked in introductory textbooks and which are usually found only in advanced surveys such as: information and algorithmic complexity theory applied to chaos and generalization of Lyapunov exponents to account for spatiotemporal and non-infinitesimal perturbations. The selection of topics, numerous illustrations, exercises and proposals for computer experiments make the book ideal for both introductory and advanced courses. Sample Chapter(s). Introduction (164 KB). Chapter 1: First Encounter with Chaos (1,323 KB). Contents: First Encounter with Chaos; The Language of Dynamical Systems; Examples of Chaotic Behaviors; Probabilistic Approach to Chaos; Characterization of Chaotic Dynamical Systems; From Order to Chaos in Dissipative Systems; Chaos in Hamiltonian Systems; Chaos and Information Theory; Coarse-Grained Information and Large Scale Predictability; Chaos in Numerical and Laboratory Experiments; Chaos in Low Dimensional Systems; Spatiotemporal Chaos; Turbulence as a Dynamical System Problem; Chaos and Statistical Mechanics: Fermi-Pasta-Ulam a Case Study. Readership: Students and researchers in science (physics, chemistry, mathematics, biology) and engineering.
Publisher: World Scientific
ISBN: 9814277665
Category : Mathematics
Languages : en
Pages : 482
Book Description
Chaos: from simple models to complex systems aims to guide science and engineering students through chaos and nonlinear dynamics from classical examples to the most recent fields of research. The first part, intended for undergraduate and graduate students, is a gentle and self-contained introduction to the concepts and main tools for the characterization of deterministic chaotic systems, with emphasis to statistical approaches. The second part can be used as a reference by researchers as it focuses on more advanced topics including the characterization of chaos with tools of information theory and applications encompassing fluid and celestial mechanics, chemistry and biology. The book is novel in devoting attention to a few topics often overlooked in introductory textbooks and which are usually found only in advanced surveys such as: information and algorithmic complexity theory applied to chaos and generalization of Lyapunov exponents to account for spatiotemporal and non-infinitesimal perturbations. The selection of topics, numerous illustrations, exercises and proposals for computer experiments make the book ideal for both introductory and advanced courses. Sample Chapter(s). Introduction (164 KB). Chapter 1: First Encounter with Chaos (1,323 KB). Contents: First Encounter with Chaos; The Language of Dynamical Systems; Examples of Chaotic Behaviors; Probabilistic Approach to Chaos; Characterization of Chaotic Dynamical Systems; From Order to Chaos in Dissipative Systems; Chaos in Hamiltonian Systems; Chaos and Information Theory; Coarse-Grained Information and Large Scale Predictability; Chaos in Numerical and Laboratory Experiments; Chaos in Low Dimensional Systems; Spatiotemporal Chaos; Turbulence as a Dynamical System Problem; Chaos and Statistical Mechanics: Fermi-Pasta-Ulam a Case Study. Readership: Students and researchers in science (physics, chemistry, mathematics, biology) and engineering.
An Introduction to Chaos in Nonequilibrium Statistical Mechanics
Author: J. R. Dorfman
Publisher: Cambridge University Press
ISBN: 0521655897
Category : Science
Languages : en
Pages : 303
Book Description
Introduction to applications and techniques in non-equilibrium statistical mechanics of chaotic dynamics.
Publisher: Cambridge University Press
ISBN: 0521655897
Category : Science
Languages : en
Pages : 303
Book Description
Introduction to applications and techniques in non-equilibrium statistical mechanics of chaotic dynamics.
Chaos, Scattering and Statistical Mechanics
Author: Pierre Gaspard
Publisher: Cambridge University Press
ISBN: 9780521018258
Category : Science
Languages : en
Pages : 496
Book Description
This book describes recent advances in the application of chaos theory to classical scattering and nonequilibrium statistical mechanics generally, and to transport by deterministic diffusion in particular. The author presents the basic tools of dynamical systems theory, such as dynamical instability, topological analysis, periodic-orbit methods, Liouvillian dynamics, dynamical randomness and large-deviation formalism. These tools are applied to chaotic scattering and to transport in systems near equilibrium and maintained out of equilibrium. This book will be bought by researchers interested in chaos, dynamical systems, chaotic scattering, and statistical mechanics in theoretical, computational and mathematical physics and also in theoretical chemistry.
Publisher: Cambridge University Press
ISBN: 9780521018258
Category : Science
Languages : en
Pages : 496
Book Description
This book describes recent advances in the application of chaos theory to classical scattering and nonequilibrium statistical mechanics generally, and to transport by deterministic diffusion in particular. The author presents the basic tools of dynamical systems theory, such as dynamical instability, topological analysis, periodic-orbit methods, Liouvillian dynamics, dynamical randomness and large-deviation formalism. These tools are applied to chaotic scattering and to transport in systems near equilibrium and maintained out of equilibrium. This book will be bought by researchers interested in chaos, dynamical systems, chaotic scattering, and statistical mechanics in theoretical, computational and mathematical physics and also in theoretical chemistry.
Microscopic Chaos, Fractals and Transport in Nonequilibrium Statistical Mechanics
Author: Rainer Klages
Publisher: World Scientific
ISBN: 9812565078
Category : Science
Languages : en
Pages : 458
Book Description
A valuable introduction for newcomers as well as an important reference and source of inspiration for established researchers, this book provides an up-to-date summary of central topics in the field of nonequilibrium statistical mechanics and dynamical systems theory.Understanding macroscopic properties of matter starting from microscopic chaos in the equations of motion of single atoms or molecules is a key problem in nonequilibrium statistical mechanics. Of particular interest both for theory and applications are transport processes such as diffusion, reaction, conduction and viscosity.Recent advances towards a deterministic theory of nonequilibrium statistical physics are summarized: Both Hamiltonian dynamical systems under nonequilibrium boundary conditions and non-Hamiltonian modelings of nonequilibrium steady states by using thermal reservoirs are considered. The surprising new results include transport coefficients that are fractal functions of control parameters, fundamental relations between transport coefficients and chaos quantities, and an understanding of nonequilibrium entropy production in terms of fractal measures and attractors.The theory is particularly useful for the description of many-particle systems with properties in-between conventional thermodynamics and nonlinear science, as they are frequently encountered on nanoscales.
Publisher: World Scientific
ISBN: 9812565078
Category : Science
Languages : en
Pages : 458
Book Description
A valuable introduction for newcomers as well as an important reference and source of inspiration for established researchers, this book provides an up-to-date summary of central topics in the field of nonequilibrium statistical mechanics and dynamical systems theory.Understanding macroscopic properties of matter starting from microscopic chaos in the equations of motion of single atoms or molecules is a key problem in nonequilibrium statistical mechanics. Of particular interest both for theory and applications are transport processes such as diffusion, reaction, conduction and viscosity.Recent advances towards a deterministic theory of nonequilibrium statistical physics are summarized: Both Hamiltonian dynamical systems under nonequilibrium boundary conditions and non-Hamiltonian modelings of nonequilibrium steady states by using thermal reservoirs are considered. The surprising new results include transport coefficients that are fractal functions of control parameters, fundamental relations between transport coefficients and chaos quantities, and an understanding of nonequilibrium entropy production in terms of fractal measures and attractors.The theory is particularly useful for the description of many-particle systems with properties in-between conventional thermodynamics and nonlinear science, as they are frequently encountered on nanoscales.
Laws of Chaos
Author: Emmanuel Farjoun
Publisher: Verso Books
ISBN: 1788737040
Category : Political Science
Languages : en
Pages : 345
Book Description
Classic work of political economics In this classic work of political economy, Emmanuel Farjoun and Moshé Machover rebuild two fundamental concepts of the discipline: price and profit. They redefine the basic notions of political economy, relying on probabilistic–statistical methods of the kind used in the modern foundations of other sciences. This amounts to a rigorous new foundation of the labour theory of value. A defining work of Econophysics, republished for the first time since 1983, Laws of Chaos remains a challenging, innovative work of Marxist economics.
Publisher: Verso Books
ISBN: 1788737040
Category : Political Science
Languages : en
Pages : 345
Book Description
Classic work of political economics In this classic work of political economy, Emmanuel Farjoun and Moshé Machover rebuild two fundamental concepts of the discipline: price and profit. They redefine the basic notions of political economy, relying on probabilistic–statistical methods of the kind used in the modern foundations of other sciences. This amounts to a rigorous new foundation of the labour theory of value. A defining work of Econophysics, republished for the first time since 1983, Laws of Chaos remains a challenging, innovative work of Marxist economics.
Robust Chaos and Its Applications
Author: Elhadj Zeraoulia
Publisher: World Scientific
ISBN: 9814374083
Category : Mathematics
Languages : en
Pages : 473
Book Description
Robust chaos is defined by the absence of periodic windows and coexisting attractors in some neighborhoods in the parameter space of a dynamical system. This unique book explores the definition, sources, and roles of robust chaos. The book is written in a reasonably self-contained manner and aims to provide students and researchers with the necessary understanding of the subject. Most of the known results, experiments, and conjectures about chaos in general and about robust chaos in particular are collected here in a pedagogical form. Many examples of dynamical systems, ranging from purely mathematical to natural and social processes displaying robust chaos, are discussed in detail. At the end of each chapter is a set of exercises and open problems intended to reinforce the ideas and provide additional experiences for both readers and researchers in nonlinear science in general, and chaos theory in particular.
Publisher: World Scientific
ISBN: 9814374083
Category : Mathematics
Languages : en
Pages : 473
Book Description
Robust chaos is defined by the absence of periodic windows and coexisting attractors in some neighborhoods in the parameter space of a dynamical system. This unique book explores the definition, sources, and roles of robust chaos. The book is written in a reasonably self-contained manner and aims to provide students and researchers with the necessary understanding of the subject. Most of the known results, experiments, and conjectures about chaos in general and about robust chaos in particular are collected here in a pedagogical form. Many examples of dynamical systems, ranging from purely mathematical to natural and social processes displaying robust chaos, are discussed in detail. At the end of each chapter is a set of exercises and open problems intended to reinforce the ideas and provide additional experiences for both readers and researchers in nonlinear science in general, and chaos theory in particular.
Dynamical And Complex Systems
Author: Shaun Bullett
Publisher: World Scientific
ISBN: 1786341050
Category : Mathematics
Languages : en
Pages : 228
Book Description
This book leads readers from a basic foundation to an advanced level understanding of dynamical and complex systems. It is the perfect text for graduate or PhD mathematical-science students looking for support in topics such as applied dynamical systems, Lotka-Volterra dynamical systems, applied dynamical systems theory, dynamical systems in cosmology, aperiodic order, and complex systems dynamics.Dynamical and Complex Systems is the fifth volume of the LTCC Advanced Mathematics Series. This series is the first to provide advanced introductions to mathematical science topics to advanced students of mathematics. Edited by the three joint heads of the London Taught Course Centre for PhD Students in the Mathematical Sciences (LTCC), each book supports readers in broadening their mathematical knowledge outside of their immediate research disciplines while also covering specialized key areas.
Publisher: World Scientific
ISBN: 1786341050
Category : Mathematics
Languages : en
Pages : 228
Book Description
This book leads readers from a basic foundation to an advanced level understanding of dynamical and complex systems. It is the perfect text for graduate or PhD mathematical-science students looking for support in topics such as applied dynamical systems, Lotka-Volterra dynamical systems, applied dynamical systems theory, dynamical systems in cosmology, aperiodic order, and complex systems dynamics.Dynamical and Complex Systems is the fifth volume of the LTCC Advanced Mathematics Series. This series is the first to provide advanced introductions to mathematical science topics to advanced students of mathematics. Edited by the three joint heads of the London Taught Course Centre for PhD Students in the Mathematical Sciences (LTCC), each book supports readers in broadening their mathematical knowledge outside of their immediate research disciplines while also covering specialized key areas.
Complex Systems: Chaos and Beyond
Author: Kunihiko Kaneko
Publisher: Springer Science & Business Media
ISBN: 3642568610
Category : Mathematics
Languages : en
Pages : 284
Book Description
This book, the first in a series on this subject, is the outcome of many years of efforts to give a new all-encompassing approach to complex systems in nature based on chaos theory. While maintaining a high level of rigor, the authors avoid an overly complicated mathematical apparatus, making the book accessible to a wider interdisciplinary readership.
Publisher: Springer Science & Business Media
ISBN: 3642568610
Category : Mathematics
Languages : en
Pages : 284
Book Description
This book, the first in a series on this subject, is the outcome of many years of efforts to give a new all-encompassing approach to complex systems in nature based on chaos theory. While maintaining a high level of rigor, the authors avoid an overly complicated mathematical apparatus, making the book accessible to a wider interdisciplinary readership.