Statistical Properties of Deterministic Systems

Statistical Properties of Deterministic Systems PDF Author: Jiu Ding
Publisher: Springer Science & Business Media
ISBN: 3540853677
Category : Mathematics
Languages : en
Pages : 248

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Book Description
Part of Tsinghua University Texts, "Statistical Properties of Deterministic Systems" discusses the fundamental theory and computational methods of the statistical properties of deterministic discrete dynamical systems. After introducing some basic results from ergodic theory, two problems related to the dynamical system are studied: first the existence of absolute continuous invariant measures, and then their computation. They correspond to the functional analysis and numerical analysis of the Frobenius-Perron operator associated with the dynamical system. The book can be used as a text for graduate students in applied mathematics and in computational mathematics; it can also serve as a reference book for researchers in the physical sciences, life sciences, and engineering. Dr. Jiu Ding is a professor at the Department of Mathematics of the University of Southern Mississippi; Dr. Aihui Zhou is a professor at the Academy of Mathematics and Systems Science of the Chinese Academy of Sciences.

Statistical Properties of Deterministic Systems

Statistical Properties of Deterministic Systems PDF Author: Jiu Ding
Publisher: Springer Science & Business Media
ISBN: 3540853677
Category : Mathematics
Languages : en
Pages : 248

Get Book Here

Book Description
Part of Tsinghua University Texts, "Statistical Properties of Deterministic Systems" discusses the fundamental theory and computational methods of the statistical properties of deterministic discrete dynamical systems. After introducing some basic results from ergodic theory, two problems related to the dynamical system are studied: first the existence of absolute continuous invariant measures, and then their computation. They correspond to the functional analysis and numerical analysis of the Frobenius-Perron operator associated with the dynamical system. The book can be used as a text for graduate students in applied mathematics and in computational mathematics; it can also serve as a reference book for researchers in the physical sciences, life sciences, and engineering. Dr. Jiu Ding is a professor at the Department of Mathematics of the University of Southern Mississippi; Dr. Aihui Zhou is a professor at the Academy of Mathematics and Systems Science of the Chinese Academy of Sciences.

Statistical Physics and Dynamical Systems

Statistical Physics and Dynamical Systems PDF Author: FRITZ
Publisher: Springer Science & Business Media
ISBN: 1489966536
Category : Science
Languages : en
Pages : 489

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Book Description


Extremes and Recurrence in Dynamical Systems

Extremes and Recurrence in Dynamical Systems PDF Author: Valerio Lucarini
Publisher: John Wiley & Sons
ISBN: 1118632192
Category : Mathematics
Languages : en
Pages : 325

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Book Description
Written by a team of international experts, Extremes and Recurrence in Dynamical Systems presents a unique point of view on the mathematical theory of extremes and on its applications in the natural and social sciences. Featuring an interdisciplinary approach to new concepts in pure and applied mathematical research, the book skillfully combines the areas of statistical mechanics, probability theory, measure theory, dynamical systems, statistical inference, geophysics, and software application. Emphasizing the statistical mechanical point of view, the book introduces robust theoretical embedding for the application of extreme value theory in dynamical systems. Extremes and Recurrence in Dynamical Systems also features: • A careful examination of how a dynamical system can serve as a generator of stochastic processes • Discussions on the applications of statistical inference in the theoretical and heuristic use of extremes • Several examples of analysis of extremes in a physical and geophysical context • A final summary of the main results presented along with a guide to future research projects • An appendix with software in Matlab® programming language to help readers to develop further understanding of the presented concepts Extremes and Recurrence in Dynamical Systems is ideal for academics and practitioners in pure and applied mathematics, probability theory, statistics, chaos, theoretical and applied dynamical systems, statistical mechanics, geophysical fluid dynamics, geosciences and complexity science. VALERIO LUCARINI, PhD, is Professor of Theoretical Meteorology at the University of Hamburg, Germany and Professor of Statistical Mechanics at the University of Reading, UK. DAVIDE FARANDA, PhD, is Researcher at the Laboratoire des science du climat et de l’environnement, IPSL, CEA Saclay, Université Paris-Saclay, Gif-sur-Yvette, France. ANA CRISTINA GOMES MONTEIRO MOREIRA DE FREITAS, PhD, is Assistant Professor in the Faculty of Economics at the University of Porto, Portugal. JORGE MIGUEL MILHAZES DE FREITAS, PhD, is Assistant Professor in the Department of Mathematics of the Faculty of Sciences at the University of Porto, Portugal. MARK HOLLAND, PhD, is Senior Lecturer in Applied Mathematics in the College of Engineering, Mathematics and Physical Sciences at the University of Exeter, UK. TOBIAS KUNA, PhD, is Associate Professor in the Department of Mathematics and Statistics at the University of Reading, UK. MATTHEW NICOL, PhD, is Professor of Mathematics at the University of Houston, USA. MIKE TODD, PhD, is Lecturer in the School of Mathematics and Statistics at the University of St. Andrews, Scotland. SANDRO VAIENTI, PhD, is Professor of Mathematics at the University of Toulon and Researcher at the Centre de Physique Théorique, France.

Dynamical Systems and Ergodic Theory

Dynamical Systems and Ergodic Theory PDF Author: Mark Pollicott
Publisher:
ISBN: 9781299733909
Category :
Languages : en
Pages :

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Book Description
Essentially a self-contained text giving an introduction to topological dynamics and ergodic theory.

Dynamical Systems

Dynamical Systems PDF Author: I?Akov Grigor?evich Sina?
Publisher: World Scientific
ISBN: 9789810204372
Category : Science
Languages : en
Pages : 694

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Book Description
This volume consists of very high quality articles which not only give a very good account of this field in the Soviet Union, but also provide stimulating materials for researchers working on this topic.

Nonlinear Dynamics and Statistics

Nonlinear Dynamics and Statistics PDF Author: Alistair I. Mees
Publisher: Springer Science & Business Media
ISBN: 9780817641634
Category : Business & Economics
Languages : en
Pages : 490

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Book Description
This book describes the state of the art in nonlinear dynamical reconstruction theory. The chapters are based upon a workshop held at the Isaac Newton Institute, Cambridge University, UK, in late 1998. The book's chapters present theory and methods topics by leading researchers in applied and theoretical nonlinear dynamics, statistics, probability, and systems theory. Features and topics: * disentangling uncertainty and error: the predictability of nonlinear systems * achieving good nonlinear models * delay reconstructions: dynamics vs. statistics * introduction to Monte Carlo Methods for Bayesian Data Analysis * latest results in extracting dynamical behavior via Markov Models * data compression, dynamics and stationarity Professionals, researchers, and advanced graduates in nonlinear dynamics, probability, optimization, and systems theory will find the book a useful resource and guide to current developments in the subject.

A Concise Introduction to the Statistical Physics of Complex Systems

A Concise Introduction to the Statistical Physics of Complex Systems PDF Author: Eric Bertin
Publisher: Springer Science & Business Media
ISBN: 3642239234
Category : Science
Languages : en
Pages : 85

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Book Description
This concise primer (based on lectures given at summer schools on complex systems and on a masters degree course in complex systems modeling) will provide graduate students and newcomers to the field with the basic knowledge of the concepts and methods of statistical physics and its potential for application to interdisciplinary topics. Indeed, in recent years, statistical physics has begun to attract the interest of a broad community of researchers in the field of complex system sciences, ranging from biology to the social sciences, economics and computer science. More generally, a growing number of graduate students and researchers feel the need to learn some basic concepts and questions originating in other disciplines without necessarily having to master all of the corresponding technicalities and jargon. Generally speaking, the goals of statistical physics may be summarized as follows: on the one hand to study systems composed of a large number of interacting ‘entities’, and on the other to predict the macroscopic (or collective) behavior of the system considered from the microscopic laws ruling the dynamics of the individual ‘entities’. These two goals are, to some extent, also shared by what is nowadays called ‘complex systems science’ and for these reasons, systems studied in the framework of statistical physics may be considered as among the simplest examples of complex systems—allowing in addition a rather well developed mathematical treatment.

Differential Dynamical Systems, Revised Edition

Differential Dynamical Systems, Revised Edition PDF Author: James D. Meiss
Publisher: SIAM
ISBN: 161197464X
Category : Mathematics
Languages : en
Pages : 410

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Book Description
Differential equations are the basis for models of any physical systems that exhibit smooth change. This book combines much of the material found in a traditional course on ordinary differential equations with an introduction to the more modern theory of dynamical systems. Applications of this theory to physics, biology, chemistry, and engineering are shown through examples in such areas as population modeling, fluid dynamics, electronics, and mechanics. Differential Dynamical Systems begins with coverage of linear systems, including matrix algebra; the focus then shifts to foundational material on nonlinear differential equations, making heavy use of the contraction-mapping theorem. Subsequent chapters deal specifically with dynamical systems concepts?flow, stability, invariant manifolds, the phase plane, bifurcation, chaos, and Hamiltonian dynamics. This new edition contains several important updates and revisions throughout the book. Throughout the book, the author includes exercises to help students develop an analytical and geometrical understanding of dynamics. Many of the exercises and examples are based on applications and some involve computation; an appendix offers simple codes written in Maple, Mathematica, and MATLAB software to give students practice with computation applied to dynamical systems problems.

Dynamic Data Analysis

Dynamic Data Analysis PDF Author: James Ramsay
Publisher: Springer
ISBN: 1493971905
Category : Mathematics
Languages : en
Pages : 242

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Book Description
This text focuses on the use of smoothing methods for developing and estimating differential equations following recent developments in functional data analysis and building on techniques described in Ramsay and Silverman (2005) Functional Data Analysis. The central concept of a dynamical system as a buffer that translates sudden changes in input into smooth controlled output responses has led to applications of previously analyzed data, opening up entirely new opportunities for dynamical systems. The technical level has been kept low so that those with little or no exposure to differential equations as modeling objects can be brought into this data analysis landscape. There are already many texts on the mathematical properties of ordinary differential equations, or dynamic models, and there is a large literature distributed over many fields on models for real world processes consisting of differential equations. However, a researcher interested in fitting such a model to data, or a statistician interested in the properties of differential equations estimated from data will find rather less to work with. This book fills that gap.

Introduction to the Modern Theory of Dynamical Systems

Introduction to the Modern Theory of Dynamical Systems PDF Author: Anatole Katok
Publisher: Cambridge University Press
ISBN: 9780521575577
Category : Mathematics
Languages : en
Pages : 828

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Book Description
This book provided the first self-contained comprehensive exposition of the theory of dynamical systems as a core mathematical discipline closely intertwined with most of the main areas of mathematics. The authors introduce and rigorously develop the theory while providing researchers interested in applications with fundamental tools and paradigms. The book begins with a discussion of several elementary but fundamental examples. These are used to formulate a program for the general study of asymptotic properties and to introduce the principal theoretical concepts and methods. The main theme of the second part of the book is the interplay between local analysis near individual orbits and the global complexity of the orbit structure. The third and fourth parts develop the theories of low-dimensional dynamical systems and hyperbolic dynamical systems in depth. Over 400 systematic exercises are included in the text. The book is aimed at students and researchers in mathematics at all levels from advanced undergraduate up.