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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
by Cheng-Ke Zhang Huai-Nian Zhu Hai-Ying Zhou Ning BinThis book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
Non-equilibrium Evaporation and Condensation Processes: Analytical Solutions (Mathematical Engineering)
by Yuri B. ZudinThis monograph is focused mostly on the exposition of analytical methods for the solution of problems of strong phase change. A new theoretical model is proved useful in describing, with acceptable accuracy, problems of strong evaporation and condensation. The book is the first to treat the problem of asymmetry for evaporation/condensation. A semi-empirical model for the process is proposed for purposes of practical calculation of the process of strong evaporation. The “limiting schemes” of the vapor bubble growth are analyzed. The thermo-hydrodynamic problem of evaporating meniscus of a thin liquid film on a heated surface is considered. A theoretical analysis of the problem of evaporation of a drop levitating over a vapor cushion is performed. The problem of vapor condensation upon a transversal flow around a horizontal cylinder is considered. The second edition is extended by (i) the conjugate “strong evaporation - heat conduction” problem, (ii) the influence of accommodation coefficients on intensive processes of evaporation and condensation, (iii) the problem of supersonic condensation. This book is the first to present a comprehensive theoretical approach of boiling problems: nucleate boiling, superfluid helium phase transition, similarity between pseudo-boiling and subcritical pressure nucleate boiling. The target audience primarily comprises research experts in the field of thermodynamics and fluid dynamics, but the book may also be beneficial for graduate students.
Non-equilibrium Many-body States in Carbon Nanotube Quantum Dots (Springer Theses)
by Tokuro HataThis book presents the first experiment revealing several unexplored non-equilibrium properties of quantum many-body states, and addresses the interplay between the Kondo effect and superconductivity by probing shot noise. In addition, it describes in detail nano-fabrication techniques for carbon nanotube quantum dots, and a measurement protocol and principle that probes both equilibrium and non-equilibrium quantum states of electrons. The book offers various reviews of topics in mesoscopic systems: shot noise measurement, carbon nanotube quantum dots, the Kondo effect in quantum dots, and quantum dots with superconducting leads, which are relevant to probing non-equilibrium physics. These reviews offer particularly valuable resources for readers interested in non-equilibrium physics in mesoscopic systems. Further, the cutting-edge experimental results presented will allow reader to catch up on a vital new trend in the field.
Non-Equilibrium Nano-Physics: A Many-Body Approach
by Jonas FranssonThe aim of this book is to present a formulation of the non-equilibrium physics in nanoscale systems in terms of many-body states and operators and, in addition, discuss a diagrammatic approach to Green functions expressed by many-body states. The intention is not to give an account of strongly correlated systems as such. Thus, the focus of this book ensues from the typical questions that arise when addressing nanoscale systems from a practical point of view, e.g. current-voltage asymmetries, negative differential conductance, spin-dependent tunneling. The focus is on nanoscale systems constituted of complexes of subsystems interacting with one another, under non-equilibrium conditions, in which the local properties of the subsystems are preferably being described in terms of its (many-body) eigenstates.
Non-Equilibrium Statistical Mechanics
by James H. LuscombeStatistical mechanics provides a framework for relating the properties of macroscopic systems (large collections of atoms, such as in a solid) to the microscopic properties of its parts. However, what happens when macroscopic systems are not in thermal equilibrium, where time is not only a relevant variable, but also essential?That is the province of nonequilibrium statistical mechanics – there are many ways for systems to be out of equilibrium! The subject is governed by fewer general principles than equilibrium statistical mechanics and consists of a number of different approaches for describing nonequilibrium systems.Financial markets are analyzed using methods of nonequilibrium statistical physics, such as the Fokker-Planck equation. Any system of sufficient complexity can be analyzed using the methods of nonequilibrium statistical mechanics. The Boltzmann equation is used frequently in the analysis of systems out of thermal equilibrium, from electron transport in semiconductors to modeling the early Universe following the Big Bang.This book provides an accessible yet very thorough introduction to nonequilibrium statistical mechanics, building on the author's years of teaching experience. Covering a broad range of advanced, extension topics, it can be used to support advanced courses on statistical mechanics, or as a supplementary text for core courses in this field.Key Features: Features a clear, accessible writing style which enables the author to take a sophisticated approach to the subject, but in a way that is suitable for advanced undergraduate students and above Presents foundations of probability theory and stochastic processes and treats principles and basic methods of kinetic theory and time correlation functions Accompanied by separate volumes on thermodynamics and equilibrium statistical mechanics, which can be used in conjunction with this book
Non-Equilibrium Statistical Mechanics (Dover Books On Physics Series)
by Ilya PrigogineIlya Prigogine won the 1977 Nobel Prize in Chemistry for his contributions to non-equilibrium thermodynamics. This groundbreaking 1962 monograph, written for researchers and graduate students in this field, was his first book-length contribution to this subject. Suitable for advanced undergraduates and graduate students in physics and chemistry, the treatment begins with examinations of the Liouville equation, anharmonic solids, and Brownian motion. Subsequent chapters explore weakly coupled gases, scattering theory and short-range forces, distribution functions and their diagrammatic representation, the time dependence of diagrams, the approach to equilibrium in ionized gases, and statistical hydrodynamics. Additional topics include general kinetic equations, general H-theorem, quantum mechanics, and irreversibility and invariants of motion. Appendices, a bibliography, list of symbols, and an index conclude the text.
Non-equilibrium Statistical Physics with Application to Disordered Systems
by Manuel Osvaldo CáceresThis textbook is the result of the enhancement of several courses on non-equilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The little-known physical and mathematical concepts are described in sections and specific exercises throughout the text, as well as in appendices. Physical-mathematical motivation is the main driving force for the development of this text. It presents the academic topics of probability theory and stochastic processes as well as new educational aspects in the presentation of non-equilibrium statistical theory and stochastic differential equations.. In particular it discusses the problem of irreversibility in that context and the dynamics of Fokker-Planck. An introduction on fluctuations around metastable and unstable points are given. It also describes relaxation theory of non-stationary Markov periodic in time systems. The theory of finite and infinite transport in disordered networks, with a discussion of the issue of anomalous diffusion is introduced. Further, it provides the basis for establishing the relationship between quantum aspects of the theory of linear response and the calculation of diffusion coefficients in amorphous systems.
Non-equilibrium Thermodynamics (Lecture Notes in Physics #1007)
by Andrea Di VitaThe importance of thermodynamics, particularly its Second Principle, to all branches of science in which systems with very large numbers of particles are involved cannot be overstated. This book offers a panoramic view of non-equilibrium thermodynamics. Perhaps the two most attractive aspects of thermodynamic equilibrium are its stability and its independence from the specifics of the particular system involved. Does an equivalent exist for non-equilibrium thermodynamics? Many researchers have tried to describe such stability in the same way that the Second Principle describes the stability of thermodynamic equilibrium - and failed. Most of them invoked either entropy, or its production rate, or some modified version of it. In their efforts, however, those researchers have found a lot of useful stability criteria for far-from-equilibrium states. These criteria usually take the form of variational principles, in terms of the minimization or maximization of some quantity. The aim of this book is to discuss these variational principles by highlighting the role of macroscopic quantities. This book is aimed at a wider audience than those most often exposed to the criteria described, i.e., undergraduates in STEM, as well as the usual interested and invested professionals.
Non-Euclidean Geometry: A Critical And Historical Study Of Its Development (1912) (Dover Books on Mathematics)
by Roberto BonolaThis is an excellent historical and mathematical view by a renowned Italian geometer of the geometries that have risen from a rejection of Euclid's parallel postulate. Students, teachers and mathematicians will find here a ready reference source and guide to a field that has now become overwhelmingly important.Non-Euclidean Geometry first examines the various attempts to prove Euclid's parallel postulate-by the Greeks, Arabs, and mathematicians of the Renaissance. Then, ranging through the 17th, 18th and 19th centuries, it considers the forerunners and founders of non-Euclidean geometry, such as Saccheri, Lambert, Legendre, W. Bolyai, Gauss, Schweikart, Taurinus, J. Bolyai and Lobachevski. In a discussion of later developments, the author treats the work of Riemann, Helmholtz and Lie; the impossibility of proving Euclid's postulate, and similar topics. The complete text of two of the founding monographs is appended to Bonola's study: "The Science of Absolute Space" by John Bolyai and "Geometrical Researches on the Theory of Parallels" by Nicholas Lobachevski. "Firmly recommended to any scientific reader with some mathematical inclination" -- Journal of the Royal Naval Scientific Service. "Classic on the subject." -- Scientific American.
Non-Euclidean Geometry (Dover Books on Mathematics)
by Stefan KulczyckiThis accessible approach features two varieties of proofs: stereometric and planimetric, as well as elementary proofs that employ only the simplest properties of the plane. A short history of geometry precedes a systematic exposition of the principles of non-Euclidean geometry.Starting with fundamental assumptions, the author examines the theorems of Hjelmslev, mapping a plane into a circle, the angle of parallelism and area of a polygon, regular polygons, straight lines and planes in space, and the horosphere. Further development of the theory covers hyperbolic functions, the geometry of sufficiently small domains, spherical and analytical geometry, the Klein model, and other topics. Appendixes include a table of values of hyperbolic functions.
Non-Euclidean Geometry (Mathematical Expositions #2)
by H.S.M. CoxeterThe name non-Euclidean was used by Gauss to describe a system of geometry which differs from Euclid's in its properties of parallelism. Such a system was developed independently by Bolyai in Hungary and Lobatschewsky in Russia, about 120 years ago. Another system, differing more radically from Euclid's, was suggested later by Riemann in Germany and Cayley in England. The subject was unified in 1871 by Klein, who gave the names of parabolic, hyperbolic, and elliptic to the respective systems of Euclid-Bolyai-Lobatschewsky, and Riemann-Cayley. Since then, a vast literature has accumulated. The Fifth edition adds a new chapter, which includes a description of the two families of 'mid-lines' between two given lines, an elementary derivation of the basic formulae of spherical trigonometry and hyperbolic trigonometry, a computation of the Gaussian curvature of the elliptic and hyperbolic planes, and a proof of Schlafli's remarkable formula for the differential of the volume of a tetrahedron.
Non-fickian Solute Transport in Porous Media
by Don KulasiriThe advection-dispersion equation that is used to model the solute transport in a porous medium is based on the premise that the fluctuating components of the flow velocity, hence the fluxes, due to a porous matrix can be assumed to obey a relationship similar to Fick's law. This introduces phenomenological coefficients which are dependent on the scale of the experiments. This book presents an approach, based on sound theories of stochastic calculus and differential equations, which removes this basic premise. This leads to a multiscale theory with scale independent coefficients. This book illustrates this outcome with available data at different scales, from experimental laboratory scales to regional scales.
Non-fickian Solute Transport in Porous Media: A Mechanistic and Stochastic Theory (Advances in Geophysical and Environmental Mechanics and Mathematics)
by Don KulasiriThe advection-dispersion equation that is used to model the solute transport in a porous medium is based on the premise that the fluctuating components of the flow velocity, hence the fluxes, due to a porous matrix can be assumed to obey a relationship similar to Fick’s law. This introduces phenomenological coefficients which are dependent on the scale of the experiments. This book presents an approach, based on sound theories of stochastic calculus and differential equations, which removes this basic premise. This leads to a multiscale theory with scale independent coefficients. This book illustrates this outcome with available data at different scales, from experimental laboratory scales to regional scales.
Non-Formal and Informal Science Learning in the ICT Era (Lecture Notes in Educational Technology)
by Michail GiannakosThis book introduces the reader to evidence-based non-formal and informal science learning considerations (including technological and pedagogical innovations) that have emerged in and empowered the information and communications technology (ICT) era. The contributions come from diverse countries and contexts (such as hackerspaces, museums, makerspaces, after-school activities) to support a wide range of educators, practitioners, and researchers (such as K-12 teachers, learning scientists, museum curators, librarians, parents, hobbyists). The documented considerations, lessons learned, and concepts have been extracted using diverse methods, ranging from experience reports and conceptual methods to quantitative studies and field observation using qualitative methods. This volume attempts to support the preparation, set-up, implementation, but also evaluation of informal learning activities to enhance science education.
Non-Fourier Heat Conduction: From Phase-Lag Models to Relativistic and Quantum Transport
by Alexander I. ZhmakinThis book presents a broad and well-structured overview of various non-Fourier heat conduction models. The classical Fourier heat conduction model is valid for most macroscopic problems. However, it fails when the wave nature of the heat propagation becomes dominant and memory or non-local spatial effects become significant; e.g., during ultrafast heating, heat transfer at the nanoscale, in granular and porous materials, at extremely high values of the heat flux, or in heat transfer in biological tissues. The book looks at numerous non-Fourier heat conduction models that incorporate time non-locality for materials with memory, such as hereditary materials, including fractional hereditary materials, and/or spatial non-locality, i.e. materials with a non-homogeneous inner structure. Beginning with an introduction to classical transport theory, including phase-lag, phonon, and thermomass models, the book then looks at various aspects of relativistic and quantum transport, including approaches based on the Landauer formalism as well as the Green-Kubo theory of linear response. Featuring an appendix that provides an introduction to methods in fractional calculus, this book is a valuable resource for any researcher interested in theoretical and numerical aspects of complex, non-trivial heat conduction problems.
Non-Gaussian Autoregressive-Type Time Series
by N. BalakrishnaThis book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.
Non-Gaussian Selfsimilar Stochastic Processes (SpringerBriefs in Probability and Mathematical Statistics)
by Ciprian TudorThis book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and multiple stochastic integrals, the book covers the main properties of Hermite processes and their multiparameter counterparts, the Hermite sheets. It delves into the probability distribution of these stochastic processes and their sample paths, while also presenting the basics of stochastic integration theory with respect to Hermite processes and sheets. The book goes beyond theory and provides a thorough analysis of physical models driven by Hermite noise, including the Hermite Ornstein-Uhlenbeck process and the solution to the stochastic heat equation driven by such a random perturbation. Moreover, it explores up-to-date topics central to current research in statistical inference for Hermite-driven models.
Non-Hausdorff Topology and Domain Theory
by Jean Goubault-LarrecqThis unique book on modern topology looks well beyond traditional treatises and explores spaces that may, but need not, be Hausdorff. This is essential for domain theory, the cornerstone of semantics of computer languages, where the Scott topology is almost never Hausdorff. For the first time in a single volume, this book covers basic material on metric and topological spaces, advanced material on complete partial orders, Stone duality, stable compactness, quasi-metric spaces and much more. An early chapter on metric spaces serves as an invitation to the topic (continuity, limits, compactness, completeness) and forms a complete introductory course by itself. Graduate students and researchers alike will enjoy exploring this treasure trove of results. Full proofs are given, as well as motivating ideas, clear explanations, illuminating examples, application exercises and some more challenging problems for more advanced readers.
Non-Hermitian Hamiltonians in Quantum Physics
by Fabio Bagarello Roberto Passante Camillo TrapaniThis book presents the Proceedings of the 15th International Conference on Non-Hermitian Hamiltonians in Quantum Physics, held in Palermo, Italy, from 18 to 23 May 2015. Non-Hermitian operators, and non-Hermitian Hamiltonians in particular, have recently received considerable attention from both the mathematics and physics communities. There has been a growing interest in non-Hermitian Hamiltonians in quantum physics since the discovery that PT-symmetric Hamiltonians can have a real spectrum and thus a physical relevance. The main subjects considered in this book include: PT-symmetry in quantum physics, PT-optics, Spectral singularities and spectral techniques, Indefinite-metric theories, Open quantum systems, Krein space methods, and Biorthogonal systems and applications. The book also provides a summary of recent advances in pseudo-Hermitian Hamiltonians and PT-symmetric Hamiltonians, as well as their applications in quantum physics and in the theory of open quantum systems.
Non-Homogeneous Markov Chains and Systems: Theory and Applications
by P.-C.G. VassiliouNon-Homogeneous Markov Chains and Systems: Theory and Applications fulfills two principal goals. It is devoted to the study of non-homogeneous Markov chains in the first part, and to the evolution of the theory and applications of non-homogeneous Markov systems (populations) in the second. The book is self-contained, requiring a moderate background in basic probability theory and linear algebra, common to most undergraduate programs in mathematics, statistics, and applied probability. There are some advanced parts, which need measure theory and other advanced mathematics, but the readers are alerted to these so they may focus on the basic results. Features A broad and accessible overview of non-homogeneous Markov chains and systems Fills a significant gap in the current literature A good balance of theory and applications, with advanced mathematical details separated from the main results Many illustrative examples of potential applications from a variety of fields Suitable for use as a course text for postgraduate students of applied probability, or for self-study Potential applications included could lead to other quantitative areas The book is primarily aimed at postgraduate students, researchers, and practitioners in applied probability and statistics, and the presentation has been planned and structured in a way to provide flexibility in topic selection so that the text can be adapted to meet the demands of different course outlines. The text could be used to teach a course to students studying applied probability at a postgraduate level or for self-study. It includes many illustrative examples of potential applications, in order to be useful to researchers from a variety of fields.
Non-Homogeneous Random Walks: Lyapunov Function Methods for Near-Critical Stochastic Systems
by Mikhail Menshikov Serguei Popov Andrew WadeStochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.
Non-Ideal Compressible Fluid Dynamics for Propulsion and Power: Selected Contributions from the 2nd International Seminar on Non-Ideal Compressible Fluid Dynamics for Propulsion & Power, NICFD 2018, October 4-5, 2018, Bochum, Germany (Lecture Notes in Mechanical Engineering)
by Francesca Di Mare Andrea Spinelli Matteo PiniThis book reports on advanced theories and methods aimed at characterizing the dynamics of non-ideal compressible fluids. A special emphasis is given to research fostering the use of non-ideal compressible fluids for propulsion and power engineering. Both numerical and experimental studies, as well as simulations, are described in the book, which is based on selected contributions and keynote lectures presented at the 2nd International Seminar on Non-Ideal Compressible-Fluid Dynamics for Propulsion & Power. Held on October 4-5 in Bochum, Germany, the seminar aimed at fostering collaborations between academics and professionals. The two perspectives have been gathered together in this book, which offers a timely guide to advanced fundamentals, innovative methods and current applications of non-ideal compressible fluids to developing turbomachines, and for propulsion and power generation.
Non-Instantaneous Impulses in Differential Equations
by Ravi Agarwal Snezhana Hristova Donal O’reganThis monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader's understanding. Additionally, a carefully selected bibliography is included. Graduate students at various levels as well as researchers in differential equations and related fields will find this a valuable resource of both introductory and advanced material.
Non-Invasive Thermometry of the Human Body
by Michio Miyakawa J. Ch. BolomeyThis exciting book describes the latest technology in non-invasive thermometry that measures temperature distribution, with discussions focusing on image-based techniques. This is the first book devoted entirely to this topic. An international team of experts detail all important techniques for possible non-invasive thermometry. Descriptions of each technique explain in depth the principles of measurement, the measurement system, obtained temperature image, and the future prospects for the method.
Non-invertible Symmetry in 4-Dimensional Z2 Lattice Gauge Theory (Springer Theses)
by Masataka KoideThis book provides a method for concretely constructing defects that represent non-invertible symmetries in four-dimensional lattice gauge theory. In terms of generalized symmetry, a symmetry is considered to be equivalent to a topological operator whose value does not change even if the shape is topologically transformed. Even for models that lack symmetry in the traditional sense and are difficult to analyze, it is possible to analyze them as long as a generalized symmetry exists. Therefore, generalized symmetry is important for the non-perturbative analysis of quantum field theory. Some topological operators have no group structure, and the corresponding symmetries are called non-invertible symmetries. Concrete examples of non-invertible symmetries in higher-dimensional theories were discovered around 2020, and they have been actively studied as a field of generalized symmetries since then. This book explains the non-invertible symmetry represented by the Kramers-Wannier-Wegner duality, which was found firstly in a four-dimensional theory, represented by three-dimensional defects. This book is intended for those with preliminary knowledge of quantum field theory and statistical mechanics.