Particle Systems, Random Media and Large Deviations

Particle Systems, Random Media and Large Deviations

Author: Richard Durrett

Publisher: American Mathematical Soc.

Published: 1985

Total Pages: 394

ISBN-13: 0821850423

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Covers the proceedings of the 1984 AMS Summer Research Conference. This work provides a summary of results from some of the areas in probability theory; interacting particle systems, percolation, random media (bulk properties and hydrodynamics), the Ising model and large deviations.


Book Synopsis Particle Systems, Random Media and Large Deviations by : Richard Durrett

Download or read book Particle Systems, Random Media and Large Deviations written by Richard Durrett and published by American Mathematical Soc.. This book was released on 1985 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the proceedings of the 1984 AMS Summer Research Conference. This work provides a summary of results from some of the areas in probability theory; interacting particle systems, percolation, random media (bulk properties and hydrodynamics), the Ising model and large deviations.


Mathematics of Random Media

Mathematics of Random Media

Author: Werner E. Kohler

Publisher: American Mathematical Soc.

Published:

Total Pages: 516

ISBN-13: 9780821896952

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In recent years, there has been remarkable growth in the mathematics of random media. The field has deep scientific and technological roots, as well as purely mathematical ones in the theory of stochastic processes. This collection of papers by leading researchers provides an overview of this rapidly developing field. The papers were presented at the 1989 AMS-SIAM Summer Seminar in Applied Mathematics, held at Virginia Polytechnic Institute and State University in Blacksburg, Virginia. In addition to new results on stochastic differential equations and Markov processes, fields whose elegant mathematical techniques are of continuing value in application areas, the conference was organized around four themes: Systems of interacting particles are normally viewed in connection with the fundamental problems of statistical mechanics, but have also been used to model diverse phenomena such as computer architectures and the spread of biological populations. Powerful mathematical techniques have been developed for their analysis, and a number of important systems are now well understood. Random perturbations of dynamical systems have also been used extensively as models in physics, chemistry, biology, and engineering. Among the recent unifying mathematical developments is the theory of large deviations, which enables the accurate calculation of the probabilities of rare events. For these problems, approaches based on effective but formal perturbation techniques parallel rigorous mathematical approaches from probability theory and partial differential equations. The book includes representative papers from forefront research of both types. Effective medium theory, otherwise known as the mathematical theory of homogenization, consists of techniques for predicting the macroscopic properties of materials from an understanding of their microstructures. For example, this theory is fundamental in the science of composites, where it is used for theoretical determination of electrical and mechanical properties. Furthermore, the inverse problem is potentially of great technological importance in the design of composite materials which have been optimized for some specific use. Mathematical theories of the propagation of waves in random media have been used to understand phenomena as diverse as the twinkling of stars, the corruption of data in geophysical exploration, and the quantum mechanics of disordered solids. Especially effective methods now exist for waves in randomly stratified, one-dimensional media. A unifying theme is the mathematical phenomenon of localization, which occurs when a wave propogating into a random medium is attenuated exponentially with propagation distance, with the attenuation caused solely by the mechanism of random multiple scattering. Because of the wide applicability of this field of research, this book would appeal to mathematicians, scientists, and engineers in a wide variety of areas, including probabilistic methods, the theory of disordered materials, systems of interacting particles, the design of materials, and dynamical systems driven by noise. In addition, graduate students and others will find this book useful as an overview of current research in random media.


Book Synopsis Mathematics of Random Media by : Werner E. Kohler

Download or read book Mathematics of Random Media written by Werner E. Kohler and published by American Mathematical Soc.. This book was released on with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, there has been remarkable growth in the mathematics of random media. The field has deep scientific and technological roots, as well as purely mathematical ones in the theory of stochastic processes. This collection of papers by leading researchers provides an overview of this rapidly developing field. The papers were presented at the 1989 AMS-SIAM Summer Seminar in Applied Mathematics, held at Virginia Polytechnic Institute and State University in Blacksburg, Virginia. In addition to new results on stochastic differential equations and Markov processes, fields whose elegant mathematical techniques are of continuing value in application areas, the conference was organized around four themes: Systems of interacting particles are normally viewed in connection with the fundamental problems of statistical mechanics, but have also been used to model diverse phenomena such as computer architectures and the spread of biological populations. Powerful mathematical techniques have been developed for their analysis, and a number of important systems are now well understood. Random perturbations of dynamical systems have also been used extensively as models in physics, chemistry, biology, and engineering. Among the recent unifying mathematical developments is the theory of large deviations, which enables the accurate calculation of the probabilities of rare events. For these problems, approaches based on effective but formal perturbation techniques parallel rigorous mathematical approaches from probability theory and partial differential equations. The book includes representative papers from forefront research of both types. Effective medium theory, otherwise known as the mathematical theory of homogenization, consists of techniques for predicting the macroscopic properties of materials from an understanding of their microstructures. For example, this theory is fundamental in the science of composites, where it is used for theoretical determination of electrical and mechanical properties. Furthermore, the inverse problem is potentially of great technological importance in the design of composite materials which have been optimized for some specific use. Mathematical theories of the propagation of waves in random media have been used to understand phenomena as diverse as the twinkling of stars, the corruption of data in geophysical exploration, and the quantum mechanics of disordered solids. Especially effective methods now exist for waves in randomly stratified, one-dimensional media. A unifying theme is the mathematical phenomenon of localization, which occurs when a wave propogating into a random medium is attenuated exponentially with propagation distance, with the attenuation caused solely by the mechanism of random multiple scattering. Because of the wide applicability of this field of research, this book would appeal to mathematicians, scientists, and engineers in a wide variety of areas, including probabilistic methods, the theory of disordered materials, systems of interacting particles, the design of materials, and dynamical systems driven by noise. In addition, graduate students and others will find this book useful as an overview of current research in random media.


Random Media at Saint-Flour

Random Media at Saint-Flour

Author: Frank den Hollander

Publisher: Springer

Published: 2012-10-04

Total Pages: 564

ISBN-13: 9783642329487

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Molchanov, S.: Lectures on random media.- Zeitouni, Ofer: Random walks in random environment.-den Hollander, Frank: Random polymers ​


Book Synopsis Random Media at Saint-Flour by : Frank den Hollander

Download or read book Random Media at Saint-Flour written by Frank den Hollander and published by Springer. This book was released on 2012-10-04 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: Molchanov, S.: Lectures on random media.- Zeitouni, Ofer: Random walks in random environment.-den Hollander, Frank: Random polymers ​


Brownian Motion, Obstacles and Random Media

Brownian Motion, Obstacles and Random Media

Author: Alain-Sol Sznitman

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 366

ISBN-13: 3662112817

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This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.


Book Synopsis Brownian Motion, Obstacles and Random Media by : Alain-Sol Sznitman

Download or read book Brownian Motion, Obstacles and Random Media written by Alain-Sol Sznitman and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.


Ten Lectures on Random Media

Ten Lectures on Random Media

Author: Erwin Bolthausen

Publisher: Springer Science & Business Media

Published: 2002-03-01

Total Pages: 132

ISBN-13: 9783764367039

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The following notes grew out oflectures held during the DMV-Seminar on Random Media in November 1999 at the Mathematics Research Institute of Oberwolfach, and in February-March 2000 at the Ecole Normale Superieure in Paris. In both places the atmosphere was very friendly and stimulating. The positive response of the audience was encouragement enough to write up these notes. I hope they will carryover the enjoyment of the live lectures. I whole heartedly wish to thank Profs. Matthias Kreck and Jean-Franc;ois Le Gall who were respon sible for these two very enjoyable visits, Laurent Miclo for his comments on an earlier version of these notes, and last but not least Erwin Bolthausen who was my accomplice during the DMV-Seminar. A Brief Introduction The main theme of this series of lectures are "Random motions in random me dia". The subject gathers a variety of probabilistic models often originated from physical sciences such as solid state physics, physical chemistry, oceanography, biophysics . . . , in which typically some diffusion mechanism takes place in an inho mogeneous medium. Randomness appears at two levels. It comes in the description of the motion of the particle diffusing in the medium, this is a rather traditional point of view for probability theory; but it also comes in the very description of the medium in which the diffusion takes place.


Book Synopsis Ten Lectures on Random Media by : Erwin Bolthausen

Download or read book Ten Lectures on Random Media written by Erwin Bolthausen and published by Springer Science & Business Media. This book was released on 2002-03-01 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following notes grew out oflectures held during the DMV-Seminar on Random Media in November 1999 at the Mathematics Research Institute of Oberwolfach, and in February-March 2000 at the Ecole Normale Superieure in Paris. In both places the atmosphere was very friendly and stimulating. The positive response of the audience was encouragement enough to write up these notes. I hope they will carryover the enjoyment of the live lectures. I whole heartedly wish to thank Profs. Matthias Kreck and Jean-Franc;ois Le Gall who were respon sible for these two very enjoyable visits, Laurent Miclo for his comments on an earlier version of these notes, and last but not least Erwin Bolthausen who was my accomplice during the DMV-Seminar. A Brief Introduction The main theme of this series of lectures are "Random motions in random me dia". The subject gathers a variety of probabilistic models often originated from physical sciences such as solid state physics, physical chemistry, oceanography, biophysics . . . , in which typically some diffusion mechanism takes place in an inho mogeneous medium. Randomness appears at two levels. It comes in the description of the motion of the particle diffusing in the medium, this is a rather traditional point of view for probability theory; but it also comes in the very description of the medium in which the diffusion takes place.


Caught by Disorder

Caught by Disorder

Author: Peter Stollmann

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 177

ISBN-13: 1461201691

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Disorder is one of the predominant topics in science today. The present text is devoted to the mathematical studyofsome particular cases ofdisordered systems. It deals with waves in disordered media. To understand the significance of the influence of disorder, let us start by describing the propagation of waves in a sufficiently ordered or regular environment. That they do in fact propagate is a basic experience that is verified by our senses; we hear sound (acoustic waves) see (electromagnetic waves) and use the fact that electromagnetic waves travel long distances in many aspects ofour daily lives. The discovery that disorder can suppress the transport properties of a medium is oneof the fundamental findings of physics. In its most prominent practical application, the semiconductor, it has revolutionized the technical progress in the past century. A lot of what we see in the world today depends on that relatively young device. The basic phenomenon of wave propagation in disordered media is called a metal-insulator transition: a disordered medium can exhibit good transport prop erties for waves ofrelatively high energy (like a metal) and suppress the propaga tion of waves of low energy (like an insulator). Here we are actually talking about quantum mechanical wave functions that are used to describe electronic transport properties. To give an initial idea of why such a phenomenon could occur, we have to recall that in physical theories waves are represented by solutions to certain partial differential equations. These equations link time derivatives to spatial derivatives.


Book Synopsis Caught by Disorder by : Peter Stollmann

Download or read book Caught by Disorder written by Peter Stollmann and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disorder is one of the predominant topics in science today. The present text is devoted to the mathematical studyofsome particular cases ofdisordered systems. It deals with waves in disordered media. To understand the significance of the influence of disorder, let us start by describing the propagation of waves in a sufficiently ordered or regular environment. That they do in fact propagate is a basic experience that is verified by our senses; we hear sound (acoustic waves) see (electromagnetic waves) and use the fact that electromagnetic waves travel long distances in many aspects ofour daily lives. The discovery that disorder can suppress the transport properties of a medium is oneof the fundamental findings of physics. In its most prominent practical application, the semiconductor, it has revolutionized the technical progress in the past century. A lot of what we see in the world today depends on that relatively young device. The basic phenomenon of wave propagation in disordered media is called a metal-insulator transition: a disordered medium can exhibit good transport prop erties for waves ofrelatively high energy (like a metal) and suppress the propaga tion of waves of low energy (like an insulator). Here we are actually talking about quantum mechanical wave functions that are used to describe electronic transport properties. To give an initial idea of why such a phenomenon could occur, we have to recall that in physical theories waves are represented by solutions to certain partial differential equations. These equations link time derivatives to spatial derivatives.


An Introduction to Fronts in Random Media

An Introduction to Fronts in Random Media

Author: Jack Xin

Publisher: Springer Science & Business Media

Published: 2009-06-17

Total Pages: 165

ISBN-13: 0387876839

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This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or interfaces in random media) to senior undergraduates and beginning grad uate students with basic knowledge of partial differential equations (PDE) and prob ability. The approach taken is semiformal, using elementary methods to introduce ideas and motivate results as much as possible, then outlining how to pursue rigor ous theorems, with details to be found in the references section. Since the topic concerns both differential equations and probability, and proba bility is traditionally a quite technical subject with a heavy measure theoretic com ponent, the book strives to develop a simplistic approach so that students can grasp the essentials of fronts and random media and their applications in a self contained tutorial. The book introduces three fundamental PDEs (the Burgers equation, Hamilton– Jacobi equations, and reaction–diffusion equations), analysis of their formulas and front solutions, and related stochastic processes. It builds up tools gradually, so that students are brought to the frontiers of research at a steady pace. A moderate number of exercises are provided to consolidate the concepts and ideas. The main methods are representation formulas of solutions, Laplace meth ods, homogenization, ergodic theory, central limit theorems, large deviation princi ples, variational principles, maximum principles, and Harnack inequalities, among others. These methods are normally covered in separate books on either differential equations or probability. It is my hope that this tutorial will help to illustrate how to combine these tools in solving concrete problems.


Book Synopsis An Introduction to Fronts in Random Media by : Jack Xin

Download or read book An Introduction to Fronts in Random Media written by Jack Xin and published by Springer Science & Business Media. This book was released on 2009-06-17 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or interfaces in random media) to senior undergraduates and beginning grad uate students with basic knowledge of partial differential equations (PDE) and prob ability. The approach taken is semiformal, using elementary methods to introduce ideas and motivate results as much as possible, then outlining how to pursue rigor ous theorems, with details to be found in the references section. Since the topic concerns both differential equations and probability, and proba bility is traditionally a quite technical subject with a heavy measure theoretic com ponent, the book strives to develop a simplistic approach so that students can grasp the essentials of fronts and random media and their applications in a self contained tutorial. The book introduces three fundamental PDEs (the Burgers equation, Hamilton– Jacobi equations, and reaction–diffusion equations), analysis of their formulas and front solutions, and related stochastic processes. It builds up tools gradually, so that students are brought to the frontiers of research at a steady pace. A moderate number of exercises are provided to consolidate the concepts and ideas. The main methods are representation formulas of solutions, Laplace meth ods, homogenization, ergodic theory, central limit theorems, large deviation princi ples, variational principles, maximum principles, and Harnack inequalities, among others. These methods are normally covered in separate books on either differential equations or probability. It is my hope that this tutorial will help to illustrate how to combine these tools in solving concrete problems.


Random Media

Random Media

Author: George Papanicolaou

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 322

ISBN-13: 1461387256

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This IMA Volume in Mathematics and its Applications RANDOM MEDIA represents the proceedings of a workshop which was an integral part of the 1984-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: Daniel Stroock (Chairman) \~ende 11 Fl emi ng Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especi ally thank George Papani col aOIJ for organi zi ng a workshop which produced fruitful interactions between mathematicians and scientists from both academia and industry. George R. Sell Hans I~ei nherger PREFACE During September 1985 a workshop on random media was held at the Institute for Mathematics and its Applications at the University of Minnesota. This was part of the program for the year on Probability and Stochastic Processes at IMA. The main objective of the workshop was to bring together researchers who work in a broad area including applications and mathematical methodology. The papers in this volume give an idea of what went on and they also represent a cross section of problems and methods that are currently of interest.


Book Synopsis Random Media by : George Papanicolaou

Download or read book Random Media written by George Papanicolaou and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications RANDOM MEDIA represents the proceedings of a workshop which was an integral part of the 1984-85 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS We are grateful to the Scientific Committee: Daniel Stroock (Chairman) \~ende 11 Fl emi ng Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especi ally thank George Papani col aOIJ for organi zi ng a workshop which produced fruitful interactions between mathematicians and scientists from both academia and industry. George R. Sell Hans I~ei nherger PREFACE During September 1985 a workshop on random media was held at the Institute for Mathematics and its Applications at the University of Minnesota. This was part of the program for the year on Probability and Stochastic Processes at IMA. The main objective of the workshop was to bring together researchers who work in a broad area including applications and mathematical methodology. The papers in this volume give an idea of what went on and they also represent a cross section of problems and methods that are currently of interest.


Random Walks on Disordered Media and their Scaling Limits

Random Walks on Disordered Media and their Scaling Limits

Author: Takashi Kumagai

Publisher: Springer

Published: 2014-01-25

Total Pages: 147

ISBN-13: 331903152X

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In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods, and will study the scaling limits. We will focus on the discrete potential theory and how the theory is effectively used in the analysis of disordered media. The first few chapters of the notes can be used as an introduction to discrete potential theory. Recently, there has been significant progress on the theory of random walk on disordered media such as fractals and random media. Random walk on a percolation cluster(‘the ant in the labyrinth’)is one of the typical examples. In 1986, H. Kesten showed the anomalous behavior of a random walk on a percolation cluster at critical probability. Partly motivated by this work, analysis and diffusion processes on fractals have been developed since the late eighties. As a result, various new methods have been produced to estimate heat kernels on disordered media. These developments are summarized in the notes.


Book Synopsis Random Walks on Disordered Media and their Scaling Limits by : Takashi Kumagai

Download or read book Random Walks on Disordered Media and their Scaling Limits written by Takashi Kumagai and published by Springer. This book was released on 2014-01-25 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: In these lecture notes, we will analyze the behavior of random walk on disordered media by means of both probabilistic and analytic methods, and will study the scaling limits. We will focus on the discrete potential theory and how the theory is effectively used in the analysis of disordered media. The first few chapters of the notes can be used as an introduction to discrete potential theory. Recently, there has been significant progress on the theory of random walk on disordered media such as fractals and random media. Random walk on a percolation cluster(‘the ant in the labyrinth’)is one of the typical examples. In 1986, H. Kesten showed the anomalous behavior of a random walk on a percolation cluster at critical probability. Partly motivated by this work, analysis and diffusion processes on fractals have been developed since the late eighties. As a result, various new methods have been produced to estimate heat kernels on disordered media. These developments are summarized in the notes.


Media Theory

Media Theory

Author: David Eppstein

Publisher: Springer Science & Business Media

Published: 2007-10-25

Total Pages: 330

ISBN-13: 3540716971

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This book presents a mathematical structure modeling a physical or biological system that can be in any of a number of states. Each state is characterized by a set of binary features, and differs from some other neighbor state or states by just one of those features. The book considers the evolution of such a system over time and analyzes such a structure from algebraic and probabilistic (stochastic) standpoints.


Book Synopsis Media Theory by : David Eppstein

Download or read book Media Theory written by David Eppstein and published by Springer Science & Business Media. This book was released on 2007-10-25 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a mathematical structure modeling a physical or biological system that can be in any of a number of states. Each state is characterized by a set of binary features, and differs from some other neighbor state or states by just one of those features. The book considers the evolution of such a system over time and analyzes such a structure from algebraic and probabilistic (stochastic) standpoints.