The Parabolic Anderson Model PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Parabolic Anderson Model PDF full book. Access full book title The Parabolic Anderson Model.

The Parabolic Anderson Model

The Parabolic Anderson Model
Author: Wolfgang König
Publisher: Birkhäuser
Total Pages: 192
Release: 2016-06-30
Genre: Mathematics
ISBN: 3319335960

Download The Parabolic Anderson Model Book in PDF, ePub and Kindle

This is a comprehensive survey on the research on the parabolic Anderson model – the heat equation with random potential or the random walk in random potential – of the years 1990 – 2015. The investigation of this model requires a combination of tools from probability (large deviations, extreme-value theory, e.g.) and analysis (spectral theory for the Laplace operator with potential, variational analysis, e.g.). We explain the background, the applications, the questions and the connections with other models and formulate the most relevant results on the long-time behavior of the solution, like quenched and annealed asymptotics for the total mass, intermittency, confinement and concentration properties and mass flow. Furthermore, we explain the most successful proof methods and give a list of open research problems. Proofs are not detailed, but concisely outlined and commented; the formulations of some theorems are slightly simplified for better comprehension.


Parabolic Anderson Problem and Intermittency

Parabolic Anderson Problem and Intermittency
Author: René Carmona
Publisher: American Mathematical Soc.
Total Pages: 138
Release: 1994
Genre: Mathematics
ISBN: 0821825771

Download Parabolic Anderson Problem and Intermittency Book in PDF, ePub and Kindle

This book is devoted to the analysis of the large time asymptotics of the solutions of the heat equation in a random time-dependent potential. The authors give complete results in the discrete case of the d-dimensional lattice when the potential is, at each site, a Brownian motion in time. The phenomenon of intermittency of the solutions is discussed.


Large Deviations

Large Deviations
Author: Frank Hollander
Publisher: American Mathematical Soc.
Total Pages: 164
Release: 2000
Genre: Mathematics
ISBN: 9780821844359

Download Large Deviations Book in PDF, ePub and Kindle

Offers an introduction to large deviations. This book is divided into two parts: theory and applications. It presents basic large deviation theorems for i i d sequences, Markov sequences, and sequences with moderate dependence. It also includes an outline of general definitions and theorems.


Surveys in Stochastic Processes

Surveys in Stochastic Processes
Author: Jochen Blath
Publisher: European Mathematical Society
Total Pages: 270
Release: 2011
Genre: Business mathematics
ISBN: 9783037190722

Download Surveys in Stochastic Processes Book in PDF, ePub and Kindle

The 33rd Bernoulli Society Conference on Stochastic Processes and Their Applications was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries to discuss recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. This book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists to pursue research goals in the wide range of fields represented in this volume.


Probability in Complex Physical Systems

Probability in Complex Physical Systems
Author: Jean-Dominique Deuschel
Publisher: Springer Science & Business Media
Total Pages: 518
Release: 2012-04-23
Genre: Mathematics
ISBN: 3642238114

Download Probability in Complex Physical Systems Book in PDF, ePub and Kindle

Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research; some of them include review aspects and summarize the state-of-the-art on topical issues – one focal point is the parabolic Anderson model, which is considered with various novel aspects including moving catalysts, acceleration and deceleration and fron propagation, for both time-dependent and time-independent potentials. The authors are among the world’s leading experts. This Festschrift honours two eminent researchers, Erwin Bolthausen and Jürgen Gärtner, whose scientific work has profoundly influenced the field and all of the present contributions.


Interacting Stochastic Systems

Interacting Stochastic Systems
Author: Jean-Dominique Deuschel
Publisher: Springer Science & Business Media
Total Pages: 470
Release: 2005-01-12
Genre: Computers
ISBN: 9783540230335

Download Interacting Stochastic Systems Book in PDF, ePub and Kindle

The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work. This yields a reference work on results and methods that will be useful to all who work between applied probability and the physical, economic, and life sciences.


In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius

In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius
Author: Maria Eulália Vares
Publisher: Springer Nature
Total Pages: 819
Release: 2021-03-25
Genre: Mathematics
ISBN: 3030607542

Download In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius Book in PDF, ePub and Kindle

This is a volume in memory of Vladas Sidoravicius who passed away in 2019. Vladas has edited two volumes appeared in this series ("In and Out of Equilibrium") and is now honored by friends and colleagues with research papers reflecting Vladas' interests and contributions to probability theory.


Sojourns in Probability Theory and Statistical Physics - III

Sojourns in Probability Theory and Statistical Physics - III
Author: Vladas Sidoravicius
Publisher: Springer Nature
Total Pages: 341
Release: 2019-10-17
Genre: Mathematics
ISBN: 9811503028

Download Sojourns in Probability Theory and Statistical Physics - III Book in PDF, ePub and Kindle

Charles M. (Chuck) Newman has been a leader in Probability Theory and Statistical Physics for nearly half a century. This three-volume set is a celebration of the far-reaching scientific impact of his work. It consists of articles by Chuck’s collaborators and colleagues across a number of the fields to which he has made contributions of fundamental significance. This publication was conceived during a conference in 2016 at NYU Shanghai that coincided with Chuck's 70th birthday. The sub-titles of the three volumes are: I. Spin Glasses and Statistical Mechanics II. Brownian Web and Percolation III. Interacting Particle Systems and Random Walks The articles in these volumes, which cover a wide spectrum of topics, will be especially useful for graduate students and researchers who seek initiation and inspiration in Probability Theory and Statistical Physics.


Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday

Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday
Author: Fritz Gesztesy
Publisher: American Mathematical Soc.
Total Pages: 472
Release: 2007
Genre: Mathematics
ISBN: 9780821842492

Download Spectral Theory and Mathematical Physics: A Festschrift in Honor of Barry Simon's 60th Birthday Book in PDF, ePub and Kindle

This Festschrift had its origins in a conference called SimonFest held at Caltech, March 27-31, 2006, to honor Barry Simon's 60th birthday. It is not a proceedings volume in the usual sense since the emphasis of the majority of the contributions is on reviews of the state of the art of certain fields, with particular focus on recent developments and open problems. The bulk of the articles in this Festschrift are of this survey form, and a few review Simon's contributions to aparticular area. Part 1 contains surveys in the areas of Quantum Field Theory, Statistical Mechanics, Nonrelativistic Two-Body and $N$-Body Quantum Systems, Resonances, Quantum Mechanics with Electric and Magnetic Fields, and the Semiclassical Limit. Part 2 contains surveys in the areas of Random andErgodic Schrodinger Operators, Singular Continuous Spectrum, Orthogonal Polynomials, and Inverse Spectral Theory. In several cases, this collection of surveys portrays both the history of a subject and its current state of the art. A substantial part of the contributions to this Festschrift are survey articles on the state of the art of certain areas with special emphasis on open problems. This will benefit graduate students as well as researchers who want to get a quick, yet comprehensiveintroduction into an area covered in this volume.


Stochastic Models

Stochastic Models
Author: Donald Andrew Dawson
Publisher: American Mathematical Soc.
Total Pages: 492
Release: 2000
Genre: Mathematics
ISBN: 9780821810637

Download Stochastic Models Book in PDF, ePub and Kindle

This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.