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Random Processes: First-passage And Escape

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Release : 2018-06-27
Genre : Mathematics
Kind : eBook
Book Rating : 335/5 ( reviews)

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Book Synopsis Random Processes: First-passage And Escape by : Jaume Masoliver

Download or read book Random Processes: First-passage And Escape written by Jaume Masoliver. This book was released on 2018-06-27. Available in PDF, EPUB and Kindle. Book excerpt: Random processes are one of the most powerful tools in the study and understanding of countless phenomena in natural and social sciences.The book is a complete medium-level introduction to the subject. The book is written in a clear and pedagogical manner but with enough rigor and scope that can appeal to both students and researchers.This book is addressed to advanced students and professional researchers in many branches of science where level crossings and extremes appear but with some particular emphasis on some applications in socio-economic systems.

First-passage Phenomena And Their Applications

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Release : 2014-03-21
Genre : Science
Kind : eBook
Book Rating : 304/5 ( reviews)

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Book Synopsis First-passage Phenomena And Their Applications by : Ralf Metzler

Download or read book First-passage Phenomena And Their Applications written by Ralf Metzler. This book was released on 2014-03-21. Available in PDF, EPUB and Kindle. Book excerpt: The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic.

Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes

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Release : 2022-06-20
Genre : Mathematics
Kind : eBook
Book Rating : 510/5 ( reviews)

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Book Synopsis Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes by : Weihua Deng

Download or read book Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes written by Weihua Deng. This book was released on 2022-06-20. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a pedagogical review of the functional distribution of anomalous and nonergodic diffusion and its numerical simulations, starting from the studied stochastic processes to the deterministic partial differential equations governing the probability density function of the functionals. Since the remarkable theory of Brownian motion was proposed by Einstein in 1905, it had a sustained and broad impact on diverse fields, such as physics, chemistry, biology, economics, and mathematics. The functionals of Brownian motion are later widely attractive for their extensive applications. It was Kac, who firstly realized the statistical properties of these functionals can be studied by using Feynman's path integrals.In recent decades, anomalous and nonergodic diffusions which are non-Brownian become topical issues, such as fractional Brownian motion, Lévy process, Lévy walk, among others. This volume examines the statistical properties of the non-Brownian functionals, derives the governing equations of their distributions, and shows some algorithms for solving these equations numerically.

Stochastic Processes in Cell Biology

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Release : 2022-01-10
Genre : Mathematics
Kind : eBook
Book Rating : 197/5 ( reviews)

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Book Synopsis Stochastic Processes in Cell Biology by : Paul C. Bressloff

Download or read book Stochastic Processes in Cell Biology written by Paul C. Bressloff. This book was released on 2022-01-10. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. In the second edition the material has been significantly expanded, particularly within the context of nonequilibrium and self-organizing systems. Given the amount of additional material, the book has been divided into two volumes, with volume I mainly covering molecular processes and volume II focusing on cellular processes. A wide range of biological topics are covered in the new edition, including stochastic ion channels and excitable systems, molecular motors, stochastic gene networks, genetic switches and oscillators, epigenetics, normal and anomalous diffusion in complex cellular environments, stochastically-gated diffusion, active intracellular transport, signal transduction, cell sensing, bacterial chemotaxis, intracellular pattern formation, cell polarization, cell mechanics, biological polymers and membranes, nuclear structure and dynamics, biological condensates, molecular aggregation and nucleation, cellular length control, cell mitosis, cell motility, cell adhesion, cytoneme-based morphogenesis, bacterial growth, and quorum sensing. The book also provides a pedagogical introduction to the theory of stochastic and nonequilibrium processes – Fokker Planck equations, stochastic differential equations, stochastic calculus, master equations and jump Markov processes, birth-death processes, Poisson processes, first passage time problems, stochastic hybrid systems, queuing and renewal theory, narrow capture and escape, extreme statistics, search processes and stochastic resetting, exclusion processes, WKB methods, large deviation theory, path integrals, martingales and branching processes, numerical methods, linear response theory, phase separation, fluctuation-dissipation theorems, age-structured models, and statistical field theory. This text is primarily aimed at graduate students and researchers working in mathematical biology, statistical and biological physicists, and applied mathematicians interested in stochastic modeling. Applied probabilists should also find it of interest. It provides significant background material in applied mathematics and statistical physics, and introduces concepts in stochastic and nonequilibrium processes via motivating biological applications. The book is highly illustrated and contains a large number of examples and exercises that further develop the models and ideas in the body of the text. It is based on a course that the author has taught at the University of Utah for many years.

Statistical Thermodynamics And Stochastic Theory Of Nonequilibrium Systems

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Release : 2005-09-23
Genre : Science
Kind : eBook
Book Rating : 635/5 ( reviews)

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Book Synopsis Statistical Thermodynamics And Stochastic Theory Of Nonequilibrium Systems by : Ebeling Werner

Download or read book Statistical Thermodynamics And Stochastic Theory Of Nonequilibrium Systems written by Ebeling Werner. This book was released on 2005-09-23. Available in PDF, EPUB and Kindle. Book excerpt: This book presents both the fundamentals and the major research topics in statistical physics of systems out of equilibrium. It summarizes different approaches to describe such systems on the thermodynamic and stochastic levels, and discusses a variety of areas including reactions, anomalous kinetics, and the behavior of self-propelling particles.

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