Stochastic Processes in Physics and Engineering

by Sergio Albeverio (Editor), Philip Blanchard (Editor), Michiel Hazewinkel (Editor), L. Streit (Editor)

Overview

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. O. K. Chesterton. The Scandal of Father 'The Hermit Qad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gu!ik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Product Details

ISBN-13:	9789401078030
Publisher:	Springer Netherlands
Publication date:	10/07/2011
Series:	Mathematics and Its Applications , #42
Edition description:	Softcover reprint of the original 1st ed. 1988
Pages:	436
Product dimensions:	6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

Statistical physics and optimization: binary sequences with small auorrelations.- A MACSYMA/expert system for nonlinear filtering.- Generalized solution of some shastic P.D.E.’s in turbulent diffusion.- Nonstandard techniques in shastic optimal control theory.- Recursive estimation of order and parameters of a pilot plant turbo generator.- Attainability and reversibility of a golden age for the labour-surplus economy: a shastic variational approach.- Wavelet transforms and edge detection.- Lie algebraic method in filtering and identification.- White noise analysis and the Levy Laplacian.- An application of adaptive optimal control.- The value of an option based on an average security value.- On asymptotic localization by perturbing operators for partial observation of a shastic evolution equation.- Adaptive games.- Nonlinear filtering and smoothing with high signal-to-noise ratio.- Fractal and multifractal structures in kinetic critical phenomena.- Generalized Levy distributions as limit laws.- The oscillator representation of the metaplectic group applied to quantum electronics and computerized tomography.- Stepping stone models in population genetics and population dynamics.- Power spectrum and Fredholm determinant related to intermittent chaos.- On the qualitative behaviour of interacting biological cell systems.- List of participants.