Homogenization of Diffusion Processes in Random Fields
| Author | : S. Olla |
| Publisher | : |
| Total Pages | : 68 |
| Release | : 1994 |
| Genre | : |
| ISBN | : |
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Diffusion In Random Fields 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 Diffusion In Random Fields PDF full book. Access full book title Diffusion In Random Fields.
Diffusion in Random Fields
| Author | : Nicolae Suciu |
| Publisher | : Springer |
| Total Pages | : 267 |
| Release | : 2019-05-31 |
| Genre | : Mathematics |
| ISBN | : 303015081X |
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This book presents, in an accessible and self-consistent way, the theory of diffusion in random velocity fields, together with robust numerical simulation approaches. The focus is on transport processes in natural porous media, with applications to contaminant transport in groundwater. Starting from basic information on stochastic processes, more challenging issues are subsequently addressed, such as the correlation structure of the diffusion process in random fields, the relation between memory effects and ergodic properties, derivation and parameterizations of evolution equations for probability densities, and the relation between measurements and spatio-temporal upscaling. Written for readers with a background in applied mathematics, engineering, physics or geophysics, the book offers an essential basis for further research in the stochastic modeling of groundwater systems.
Modeling and Estimation of Reciprocal Diffusion and Gauss-Markov Random Fields
| Author | : CALIFORNIA UNIV DAVIS. |
| Publisher | : |
| Total Pages | : 4 |
| Release | : 1992 |
| Genre | : |
| ISBN | : |
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The basic goal of this research was to develop a theory of second order stochastic differential equations as a class of model for problems of filtering and estimation. This goal has been achieved for both continuous and discrete time linear-Gaussian reciprocal processes.
Spectral Models of Random Fields in Monte Carlo Methods
| Author | : Serge M. Prigarin |
| Publisher | : VSP |
| Total Pages | : 220 |
| Release | : 2001 |
| Genre | : Science |
| ISBN | : 9789067643436 |
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Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimisation and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.
Minimum Distance Estimation for Diffusion Random Fields
| Author | : Yu. A. Kutoyants |
| Publisher | : |
| Total Pages | : 15 |
| Release | : 1994 |
| Genre | : |
| ISBN | : |
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Random Fields and Stochastic Lagrangian Models
| Author | : Karl K. Sabelfeld |
| Publisher | : Walter de Gruyter |
| Total Pages | : 416 |
| Release | : 2012-12-06 |
| Genre | : Mathematics |
| ISBN | : 3110296810 |
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The book presents advanced stochastic models and simulation methods for random flows and transport of particles by turbulent velocity fields and flows in porous media. Two main classes of models are constructed: (1) turbulent flows are modeled as synthetic random fields which have certain statistics and features mimicing those of turbulent fluid in the regime of interest, and (2) the models are constructed in the form of stochastic differential equations for stochastic Lagrangian trajectories of particles carried by turbulent flows. The book is written for mathematicians, physicists, and engineers studying processes associated with probabilistic interpretation, researchers in applied and computational mathematics, in environmental and engineering sciences dealing with turbulent transport and flows in porous media, as well as nucleation, coagulation, and chemical reaction analysis under fluctuation conditions. It can be of interest for students and post-graduates studying numerical methods for solving stochastic boundary value problems of mathematical physics and dispersion of particles by turbulent flows and flows in porous media.
Spatiotemporal Random Fields
| Author | : George Christakos |
| Publisher | : Elsevier |
| Total Pages | : 698 |
| Release | : 2017-07-26 |
| Genre | : Science |
| ISBN | : 0128030321 |
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Spatiotemporal Random Fields: Theory and Applications, Second Edition, provides readers with a new and updated edition of the text that explores the application of spatiotemporal random field models to problems in ocean, earth, and atmospheric sciences, spatiotemporal statistics, and geostatistics, among others. The new edition features considerable detail of spatiotemporal random field theory, including ordinary and generalized models, as well as space-time homostationary, isostationary and hetrogeneous approaches. Presenting new theoretical and applied results, with particular emphasis on space-time determination and interpretation, spatiotemporal analysis and modeling, random field geometry, random functionals, probability law, and covariance construction techniques, this book highlights the key role of space-time metrics, the physical interpretation of stochastic differential equations, higher-order space-time variability functions, the validity of major theoretical assumptions in real-world practice (covariance positive-definiteness, metric-adequacy etc.), and the emergence of interdisciplinary phenomena in conditions of multi-sourced real-world uncertainty. Contains applications in the form of examples and case studies, providing readers with first-hand experiences Presents an easy to follow narrative which progresses from simple concepts to more challenging ideas Includes significant updates from the previous edition, including a focus on new theoretical and applied results
Elements of Random Walk and Diffusion Processes
| Author | : Oliver C. Ibe |
| Publisher | : John Wiley & Sons |
| Total Pages | : 280 |
| Release | : 2013-08-29 |
| Genre | : Mathematics |
| ISBN | : 1118617932 |
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Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic processes, the book presents the connections between diffusion equations and random motion. Standard methods and applications of Brownian motion are addressed in addition to Levy motion, which has become popular in random searches in a variety of fields. The book also covers fractional calculus and introduces percolation theory and its relationship to diffusion processes. With a strong emphasis on the relationship between random walk theory and diffusion processes, Elements of Random Walk and Diffusion Processes features: Basic concepts in probability, an overview of stochastic and fractional processes, and elements of graph theory Numerous practical applications of random walk across various disciplines, including how to model stock prices and gambling, describe the statistical properties of genetic drift, and simplify the random movement of molecules in liquids and gases Examples of the real-world applicability of random walk such as node movement and node failure in wireless networking, the size of the Web in computer science, and polymers in physics Plentiful examples and exercises throughout that illustrate the solution of many practical problems Elements of Random Walk and Diffusion Processes is an ideal reference for researchers and professionals involved in operations research, economics, engineering, mathematics, and physics. The book is also an excellent textbook for upper-undergraduate and graduate level courses in probability and stochastic processes, stochastic models, random motion and Brownian theory, random walk theory, and diffusion process techniques.
Random Fields for Spatial Data Modeling
| Author | : Dionissios T. Hristopulos |
| Publisher | : Springer Nature |
| Total Pages | : 884 |
| Release | : 2020-02-17 |
| Genre | : Science |
| ISBN | : 9402419187 |
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This book provides an inter-disciplinary introduction to the theory of random fields and its applications. Spatial models and spatial data analysis are integral parts of many scientific and engineering disciplines. Random fields provide a general theoretical framework for the development of spatial models and their applications in data analysis. The contents of the book include topics from classical statistics and random field theory (regression models, Gaussian random fields, stationarity, correlation functions) spatial statistics (variogram estimation, model inference, kriging-based prediction) and statistical physics (fractals, Ising model, simulated annealing, maximum entropy, functional integral representations, perturbation and variational methods). The book also explores links between random fields, Gaussian processes and neural networks used in machine learning. Connections with applied mathematics are highlighted by means of models based on stochastic partial differential equations. An interlude on autoregressive time series provides useful lower-dimensional analogies and a connection with the classical linear harmonic oscillator. Other chapters focus on non-Gaussian random fields and stochastic simulation methods. The book also presents results based on the author’s research on Spartan random fields that were inspired by statistical field theories originating in physics. The equivalence of the one-dimensional Spartan random field model with the classical, linear, damped harmonic oscillator driven by white noise is highlighted. Ideas with potentially significant computational gains for the processing of big spatial data are presented and discussed. The final chapter concludes with a description of the Karhunen-Loève expansion of the Spartan model. The book will appeal to engineers, physicists, and geoscientists whose research involves spatial models or spatial data analysis. Anyone with background in probability and statistics can read at least parts of the book. Some chapters will be easier to understand by readers familiar with differential equations and Fourier transforms.
Random Fields: Analysis And Synthesis (Revised And Expanded New Edition)
| Author | : Erik Vanmarcke |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 363 |
| Release | : 2010-07-21 |
| Genre | : Mathematics |
| ISBN | : 9813101997 |
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Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be “both technically interesting and a pleasure to read … the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science … and (there is) continued emphasis on describing the mathematics in physical terms.”
