Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes
Engelsk Hardback
Se mere i:
Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes
Engelsk Hardback

1.014 kr
Tilføj til kurv
Sikker betaling
23 - 25 hverdage

Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
260
ISBN-13:
9789811250491
Indbinding:
Hardback
Udgave:
ISBN-10:
9811250499
Kategori:
Udg. Dato:
8 jul 2022
Længde:
0mm
Bredde:
0mm
Højde:
0mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
8 jul 2022
Ofte købt sammen
Minder om
Kategori sammenhænge