Author: Günter Haag
Publisher: Springer
ISBN: 3319603000
Category : Social Science
Languages : en
Pages : 355
Book Description
This book presents the theory and practical applications of the Master equation approach, which provides a powerful general framework for model building in a variety of disciplines. The aim of the book is to not only highlight different mathematical solution methods, but also reveal their potential by means of practical examples. Part I of the book, which can be used as a toolbox, introduces selected statistical fundamentals and solution methods for the Master equation. In Part II and Part III, the Master equation approach is applied to important applications in the natural and social sciences. The case studies presented mainly hail from the social sciences, including urban and regional dynamics, population dynamics, dynamic decision theory, opinion formation and traffic dynamics; however, some applications from physics and chemistry are treated as well, underlining the interdisciplinary modelling potential of the Master equation approach. Drawing upon the author’s extensive teaching and research experience and consulting work, the book offers a valuable guide for researchers, graduate students and professionals alike.
Modelling with the Master Equation
Author: Günter Haag
Publisher: Springer
ISBN: 3319603000
Category : Social Science
Languages : en
Pages : 355
Book Description
This book presents the theory and practical applications of the Master equation approach, which provides a powerful general framework for model building in a variety of disciplines. The aim of the book is to not only highlight different mathematical solution methods, but also reveal their potential by means of practical examples. Part I of the book, which can be used as a toolbox, introduces selected statistical fundamentals and solution methods for the Master equation. In Part II and Part III, the Master equation approach is applied to important applications in the natural and social sciences. The case studies presented mainly hail from the social sciences, including urban and regional dynamics, population dynamics, dynamic decision theory, opinion formation and traffic dynamics; however, some applications from physics and chemistry are treated as well, underlining the interdisciplinary modelling potential of the Master equation approach. Drawing upon the author’s extensive teaching and research experience and consulting work, the book offers a valuable guide for researchers, graduate students and professionals alike.
Publisher: Springer
ISBN: 3319603000
Category : Social Science
Languages : en
Pages : 355
Book Description
This book presents the theory and practical applications of the Master equation approach, which provides a powerful general framework for model building in a variety of disciplines. The aim of the book is to not only highlight different mathematical solution methods, but also reveal their potential by means of practical examples. Part I of the book, which can be used as a toolbox, introduces selected statistical fundamentals and solution methods for the Master equation. In Part II and Part III, the Master equation approach is applied to important applications in the natural and social sciences. The case studies presented mainly hail from the social sciences, including urban and regional dynamics, population dynamics, dynamic decision theory, opinion formation and traffic dynamics; however, some applications from physics and chemistry are treated as well, underlining the interdisciplinary modelling potential of the Master equation approach. Drawing upon the author’s extensive teaching and research experience and consulting work, the book offers a valuable guide for researchers, graduate students and professionals alike.
Interactive Macroeconomics
Author: Corrado Di Guilmi
Publisher: Cambridge University Press
ISBN: 1107198941
Category : Business & Economics
Languages : en
Pages : 307
Book Description
This book describes the analysis of macroeconomic agent based models using the tools of statistical mechanics.
Publisher: Cambridge University Press
ISBN: 1107198941
Category : Business & Economics
Languages : en
Pages : 307
Book Description
This book describes the analysis of macroeconomic agent based models using the tools of statistical mechanics.
Chemical Master Equation for Large Biological Networks
Author: Don Kulasiri
Publisher: Springer
ISBN: 9789811653537
Category : Science
Languages : en
Pages : 0
Book Description
This book highlights the theory and practical applications of the chemical master equation (CME) approach for very large biochemical networks, which provides a powerful general framework for model building in a variety of biological networks. The aim of the book is to not only highlight advanced numerical solution methods for the CME, but also reveal their potential by means of practical examples. The case studies presented are mainly from biology; however, the applications from novel methods are discussed comprehensively, underlining the interdisciplinary approach in simulation and the potential of the chemical master equation approach for modelling bionetworks. The book is a valuable guide for researchers, graduate students, and professionals alike.
Publisher: Springer
ISBN: 9789811653537
Category : Science
Languages : en
Pages : 0
Book Description
This book highlights the theory and practical applications of the chemical master equation (CME) approach for very large biochemical networks, which provides a powerful general framework for model building in a variety of biological networks. The aim of the book is to not only highlight advanced numerical solution methods for the CME, but also reveal their potential by means of practical examples. The case studies presented are mainly from biology; however, the applications from novel methods are discussed comprehensively, underlining the interdisciplinary approach in simulation and the potential of the chemical master equation approach for modelling bionetworks. The book is a valuable guide for researchers, graduate students, and professionals alike.
Statistical Methods in Quantum Optics 1
Author: Howard J. Carmichael
Publisher: Springer Science & Business Media
ISBN: 3662038757
Category : Science
Languages : en
Pages : 384
Book Description
This is the first of a two-volume presentation on current research problems in quantum optics, and will serve as a standard reference in the field for many years to come. The book provides an introduction to the methods of quantum statistical mechanics used in quantum optics and their application to the quantum theories of the single-mode laser and optical bistability. The generalized representations of Drummond and Gardiner are discussed together with the more standard methods for deriving Fokker-Planck equations.
Publisher: Springer Science & Business Media
ISBN: 3662038757
Category : Science
Languages : en
Pages : 384
Book Description
This is the first of a two-volume presentation on current research problems in quantum optics, and will serve as a standard reference in the field for many years to come. The book provides an introduction to the methods of quantum statistical mechanics used in quantum optics and their application to the quantum theories of the single-mode laser and optical bistability. The generalized representations of Drummond and Gardiner are discussed together with the more standard methods for deriving Fokker-Planck equations.
The Master Equation and the Convergence Problem in Mean Field Games
Author: Pierre Cardaliaguet
Publisher: Princeton University Press
ISBN: 0691190712
Category : Mathematics
Languages : en
Pages : 224
Book Description
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.
Publisher: Princeton University Press
ISBN: 0691190712
Category : Mathematics
Languages : en
Pages : 224
Book Description
This book describes the latest advances in the theory of mean field games, which are optimal control problems with a continuum of players, each of them interacting with the whole statistical distribution of a population. While it originated in economics, this theory now has applications in areas as diverse as mathematical finance, crowd phenomena, epidemiology, and cybersecurity. Because mean field games concern the interactions of infinitely many players in an optimal control framework, one expects them to appear as the limit for Nash equilibria of differential games with finitely many players as the number of players tends to infinity. This book rigorously establishes this convergence, which has been an open problem until now. The limit of the system associated with differential games with finitely many players is described by the so-called master equation, a nonlocal transport equation in the space of measures. After defining a suitable notion of differentiability in the space of measures, the authors provide a complete self-contained analysis of the master equation. Their analysis includes the case of common noise problems in which all the players are affected by a common Brownian motion. They then go on to explain how to use the master equation to prove the mean field limit. This groundbreaking book presents two important new results in mean field games that contribute to a unified theoretical framework for this exciting and fast-developing area of mathematics.
Stochastic Modelling of Reaction–Diffusion Processes
Author: Radek Erban
Publisher: Cambridge University Press
ISBN: 1108572995
Category : Mathematics
Languages : en
Pages : 322
Book Description
This practical introduction to stochastic reaction-diffusion modelling is based on courses taught at the University of Oxford. The authors discuss the essence of mathematical methods which appear (under different names) in a number of interdisciplinary scientific fields bridging mathematics and computations with biology and chemistry. The book can be used both for self-study and as a supporting text for advanced undergraduate or beginning graduate-level courses in applied mathematics. New mathematical approaches are explained using simple examples of biological models, which range in size from simulations of small biomolecules to groups of animals. The book starts with stochastic modelling of chemical reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular dynamics, Brownian dynamics, velocity jump processes and compartment-based (lattice-based) models.
Publisher: Cambridge University Press
ISBN: 1108572995
Category : Mathematics
Languages : en
Pages : 322
Book Description
This practical introduction to stochastic reaction-diffusion modelling is based on courses taught at the University of Oxford. The authors discuss the essence of mathematical methods which appear (under different names) in a number of interdisciplinary scientific fields bridging mathematics and computations with biology and chemistry. The book can be used both for self-study and as a supporting text for advanced undergraduate or beginning graduate-level courses in applied mathematics. New mathematical approaches are explained using simple examples of biological models, which range in size from simulations of small biomolecules to groups of animals. The book starts with stochastic modelling of chemical reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular dynamics, Brownian dynamics, velocity jump processes and compartment-based (lattice-based) models.
Composite-Based Structural Equation Modeling
Author: Jörg Henseler
Publisher: Guilford Publications
ISBN: 1462545610
Category : Social Science
Languages : en
Pages : 387
Book Description
This book presents powerful tools for integrating interrelated composites--such as capabilities, policies, treatments, indices, and systems--into structural equation modeling (SEM). Jörg Henseler introduces the types of research questions that can be addressed with composite-based SEM and explores the differences between composite- and factor-based SEM, variance- and covariance-based SEM, and emergent and latent variables. Using rich illustrations and walked-through data sets, the book covers how to specify, identify, estimate, and assess composite models using partial least squares path modeling, maximum likelihood, and other estimators, as well as how to interpret findings and report the results. Advanced topics include confirmatory composite analysis, mediation analysis, second-order constructs, interaction effects, and importance–performance analysis. Most chapters conclude with software tutorials for ADANCO and the R package cSEM. The companion website includes data files and syntax for the book's examples, along with presentation slides.
Publisher: Guilford Publications
ISBN: 1462545610
Category : Social Science
Languages : en
Pages : 387
Book Description
This book presents powerful tools for integrating interrelated composites--such as capabilities, policies, treatments, indices, and systems--into structural equation modeling (SEM). Jörg Henseler introduces the types of research questions that can be addressed with composite-based SEM and explores the differences between composite- and factor-based SEM, variance- and covariance-based SEM, and emergent and latent variables. Using rich illustrations and walked-through data sets, the book covers how to specify, identify, estimate, and assess composite models using partial least squares path modeling, maximum likelihood, and other estimators, as well as how to interpret findings and report the results. Advanced topics include confirmatory composite analysis, mediation analysis, second-order constructs, interaction effects, and importance–performance analysis. Most chapters conclude with software tutorials for ADANCO and the R package cSEM. The companion website includes data files and syntax for the book's examples, along with presentation slides.
The Fokker-Planck Equation
Author: Hannes Risken
Publisher: Springer Science & Business Media
ISBN: 3642615449
Category : Mathematics
Languages : en
Pages : 486
Book Description
This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Publisher: Springer Science & Business Media
ISBN: 3642615449
Category : Mathematics
Languages : en
Pages : 486
Book Description
This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Open Quantum Systems Far from Equilibrium
Author: Gernot Schaller
Publisher: Springer
ISBN: 331903877X
Category : Science
Languages : en
Pages : 215
Book Description
This monograph provides graduate students and also professional researchers aiming to understand the dynamics of open quantum systems with a valuable and self-contained toolbox. Special focus is laid on the link between microscopic models and the resulting open-system dynamics. This includes how to derive the celebrated Lindblad master equation without applying the rotating wave approximation. As typical representatives for non-equilibrium configurations it treats systems coupled to multiple reservoirs (including the description of quantum transport), driven systems and feedback-controlled quantum systems. Each method is illustrated with easy-to-follow examples from recent research. Exercises and short summaries at the end of every chapter enable the reader to approach the frontiers of current research quickly and make the book useful for quick reference.
Publisher: Springer
ISBN: 331903877X
Category : Science
Languages : en
Pages : 215
Book Description
This monograph provides graduate students and also professional researchers aiming to understand the dynamics of open quantum systems with a valuable and self-contained toolbox. Special focus is laid on the link between microscopic models and the resulting open-system dynamics. This includes how to derive the celebrated Lindblad master equation without applying the rotating wave approximation. As typical representatives for non-equilibrium configurations it treats systems coupled to multiple reservoirs (including the description of quantum transport), driven systems and feedback-controlled quantum systems. Each method is illustrated with easy-to-follow examples from recent research. Exercises and short summaries at the end of every chapter enable the reader to approach the frontiers of current research quickly and make the book useful for quick reference.
A Modern Course in Statistical Physics
Author: L. E. Reichl
Publisher: Hodder Education
ISBN: 9780713127775
Category : Statistical physics
Languages : en
Pages : 709
Book Description
Going beyond traditional textbook topics, 'A Modern Course in Statistical Physics' incorporates contemporary research in a basic course on statistical mechanics. From the universal nature of matter to the latest results in the spectral properties of decay processes, this book emphasizes the theoretical foundations derived from thermodynamics and probability theory underlying all concepts in statistical physics. This completely revised and updated third edition continues the comprehensive coverage of numerous core topics and special applications, allowing professors flexibility in designing individualized courses. The inclusion of advanced topics and extensive references makes this an invaluable resource for researchers as well as students -- a textbook that will be kept on the shelf long after the course is completed.
Publisher: Hodder Education
ISBN: 9780713127775
Category : Statistical physics
Languages : en
Pages : 709
Book Description
Going beyond traditional textbook topics, 'A Modern Course in Statistical Physics' incorporates contemporary research in a basic course on statistical mechanics. From the universal nature of matter to the latest results in the spectral properties of decay processes, this book emphasizes the theoretical foundations derived from thermodynamics and probability theory underlying all concepts in statistical physics. This completely revised and updated third edition continues the comprehensive coverage of numerous core topics and special applications, allowing professors flexibility in designing individualized courses. The inclusion of advanced topics and extensive references makes this an invaluable resource for researchers as well as students -- a textbook that will be kept on the shelf long after the course is completed.