1.

Record Nr.

UNINA9910780731303321

Autore

Phillipson Paul E (Paul Edgar), <1933->

Titolo

Modeling by nonlinear differential equations [[electronic resource] ] : dissipative and conservative processes / / Paul E. Phillipson, Peter Schuster

Pubbl/distr/stampa

Singapore, : World Scientific, c2009

ISBN

1-282-75795-4

9786612757952

981-4271-60-8

Descrizione fisica

1 online resource (238 p.)

Collana

World Scientific series on nonlinear science. Series A ; ; vol. 69

Classificazione

SK 520

WD 2100

Altri autori (Persone)

SchusterP <1941-> (Peter)

Disciplina

515.355

Soggetti

Differential equations, Nonlinear

Differential equations, Partial

Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Contents; Acknowledgments; 1. Theme and Contents of this Book; 2. Processes in Closed and Open Systems; 2.1 Introduction; 2.2 Thermodynamics of general systems; 2.3 Chemical reactions; 2.4 Autocatalysis in closed and open systems; 2.4.1 Autocatalysis in closed systems; 2.4.2 Autocatalysis in the flow reactor; 3. Dynamics of Molecular Evolution; 3.1 Introduction; 3.2 Selection and evolution; 3.3 Template induced autocatalysis; 3.3.1 Autocatalytic oligomerization; 3.3.2 Biopolymer replication; 3.3.3 Replication and selection; 3.3.4 Replication and mutation; 3.3.5 Error thresholds

3.4 Replicator equations 3.4.1 Schlogl model; 3.4.2 Fisher's selection equation; 3.4.3 Symbioses and hypercycles; 3.5 Unlimited growth and selection; 4. Relaxation Oscillations; 4.1 Introduction; 4.2 Self-exciting relaxation oscillations; 4.2.1 van der Pol equation; 4.2.2 Stoker-Haag equation; 4.3 Current induced neuron oscillations; 4.4 Bistability and complex structure of harmonically forced relaxation oscillations; 5. Order and Chaos; 5.1 Introduction; 5.2 One dimensional maps; 5.2.1 Formation of a period window; 5.2.2 Stability of a period window; 5.2.3



Topology of one dimensional maps

5.3 Lorenz equations5.4 Low dimensional autocatalytic networks; 5.5 Chua equations; 6. Reaction Diffusion Dynamics; 6.1 Introduction; 6.2 Pulse front solutions of Fisher and related equations; 6.3 Diffusion driven spatial inhomogeneities; 6.4 Turing mechanism of chemical pattern formation; 7. Solitons; 7.1 Introduction; 7.2 One dimensional lattice dynamics; 7.2.1 Korteweg-de Vries equation; 7.2.2 sine-Gordon equation; 7.3 Burgers equation; 8. Neuron Pulse Propagation; 8.1 Introduction; 8.2 Properties of a neural pulse; 8.3 FitzHugh-Nagumo equations; 8.4 Hodgkin-Huxley equations

8.5 An overview 9. Time Reversal, Dissipation and Conservation; 9.1 Introduction; 9.2 Irreversibility and diffusion; 9.2.1 Theory of random walk; 9.2.2 Langevin equation and equilibrium fluctuations; 9.2.3 Newtonian mechanics and asymptotic irreversibility; 9.3 Reversibility and time recurrence; 9.3.1 A linear synchronous system; 9.3.2 Recurrence in nonlinear Hamiltonian systems: Fermi-Pasta-Ulam Model; 9.4 Complex dynamics and chaos in Newtonian dynamics: H enon-Heiles equations; Bibliography; Index

Sommario/riassunto

This book aims to provide mathematical analyses of nonlinear differential equations, which have proved pivotal to understanding many phenomena in physics, chemistry and biology. Topics of focus are autocatalysis and dynamics of molecular evolution, relaxation oscillations, deterministic chaos, reaction diffusion driven chemical pattern formation, solitons and neuron dynamics. Included is a discussion of processes from the viewpoints of reversibility, reflected by conservative classical mechanics, and irreversibility introduced by the dissipative role of diffusion. Each chapter presents the su



2.

Record Nr.

UNINA9910741175103321

Autore

Vamos Calin

Titolo

Automatic trend estimation / / Calin Vamos, Maria Craciun

Pubbl/distr/stampa

New York, : Springer, 2012

ISBN

1-283-63415-5

9786613946607

94-007-4825-6

Edizione

[1st ed. 2013.]

Descrizione fisica

1 online resource (135 p.)

Collana

SpringerBriefs in physics, , 2191-5423

Altri autori (Persone)

CraciunMaria

Disciplina

330.01

330.0151955

Soggetti

Estimation theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Discrete stochastic processes and time series -- Trend definition -- Finite AR(1) stochastic process -- Monte Carlo experiments. - Monte Carlo statistical ensembles -- Numerical generation of trends -- Numerical generation of noisy time series -- Statistical hypothesis testing -- Testing the i.i.d. property -- Polynomial fitting -- Linear regression -- Polynomial fitting -- Polynomial fitting of artificial time series -- An astrophysical example -- Noise smoothing -- Moving average -- Repeated moving average (RMA) -- Smoothing of artificial time series -- A financial example -- Automatic estimation of monotonic trends -- Average conditional displacement (ACD) algorithm -- Artificial time series with monotonic trends -- Automatic ACD algorithm -- Evaluation of the ACD algorithm -- A paleoclimatological example -- Statistical significance of the ACD trend -- Time series partitioning -- Partitioning of trends into monotonic segments -- Partitioning of noisy signals into monotonic segments -- Partitioning of a real time series -- Estimation of the ratio between the trend and noise -- Automatic estimation of arbitrary trends -- Automatic RMA (AutRMA) -- Monotonic segments of the AutRMA trend -- Partitioning of a financial time series.

Sommario/riassunto

Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in



real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.