Modeling Anomalous Diffusion: From Statistics To Mathematics

Modeling Anomalous Diffusion: From Statistics To Mathematics PDF Author: Weihua Deng
Publisher: World Scientific
ISBN: 9811213011
Category : Mathematics
Languages : en
Pages : 267

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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.

Modeling Anomalous Diffusion: From Statistics To Mathematics

Modeling Anomalous Diffusion: From Statistics To Mathematics PDF Author: Weihua Deng
Publisher: World Scientific
ISBN: 9811213011
Category : Mathematics
Languages : en
Pages : 267

Get Book Here

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.

Fractional Diffusion Equations and Anomalous Diffusion

Fractional Diffusion Equations and Anomalous Diffusion PDF Author: Luiz Roberto Evangelista
Publisher: Cambridge University Press
ISBN: 1107143551
Category : Mathematics
Languages : en
Pages : 361

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Book Description
Presents a unified treatment of anomalous diffusion problems using fractional calculus in a wide range of applications across scientific and technological disciplines.

Anomalous Diffusion

Anomalous Diffusion PDF Author: Andrzej Pekalski
Publisher: Springer
ISBN: 9783662142417
Category : Science
Languages : en
Pages : 382

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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.

First Steps in Random Walks

First Steps in Random Walks PDF Author: J. Klafter
Publisher: Oxford University Press
ISBN: 0199234868
Category : Business & Economics
Languages : en
Pages : 161

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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.

Stochastic Models for Fractional Calculus

Stochastic Models for Fractional Calculus PDF Author: Mark M. Meerschaert
Publisher: Walter de Gruyter
ISBN: 3110258161
Category : Mathematics
Languages : en
Pages : 305

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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.

Stochastic Foundations in Movement Ecology

Stochastic Foundations in Movement Ecology PDF Author: Vicenç Méndez
Publisher: Springer Science & Business Media
ISBN: 3642390102
Category : Science
Languages : en
Pages : 321

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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.

Nonlocal Modeling, Analysis, and Computation

Nonlocal Modeling, Analysis, and Computation PDF Author: Qiang Du
Publisher: SIAM
ISBN: 1611975611
Category : Science
Languages : en
Pages : 181

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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.

High Accuracy Algorithm for the Differential Equations Governing Anomalous Diffusion

High Accuracy Algorithm for the Differential Equations Governing Anomalous Diffusion PDF Author: Weihua Deng
Publisher: World Scientific Publishing Company
ISBN: 9789813142206
Category : Differential equations
Languages : en
Pages : 0

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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.

Diffusion in Condensed Matter

Diffusion in Condensed Matter PDF Author: Paul Heitjans
Publisher: Springer Science & Business Media
ISBN: 3540309705
Category : Science
Languages : en
Pages : 971

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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.

Diffusion and Reactions in Fractals and Disordered Systems

Diffusion and Reactions in Fractals and Disordered Systems PDF Author: Daniel ben-Avraham
Publisher: Cambridge University Press
ISBN: 0521622786
Category : Mathematics
Languages : en
Pages : 334

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Book Description
This book describes diffusion and transport in disordered media such as fractals and random resistor networks.