Noise in Complex Systems and Stochastic Dynamics II


Book Description

Proceedings of SPIE present the original research papers presented at SPIE conferences and other high-quality conferences in the broad-ranging fields of optics and photonics. These books provide prompt access to the latest innovations in research and technology in their respective fields. Proceedings of SPIE are among the most cited references in patent literature.







Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems


Book Description

This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space), uni- or multi-variant sequentially measured set of experimental data (even noisy data), how should one analyse non-parametrically the data, assess underlying trends, uncover characteristics of the fluctuations (including diffusion and jump contributions), and construct a stochastic evolution equation? Here, the term "non-parametrically" exemplifies that all the functions and parameters of the constructed stochastic evolution equation can be determined directly from the measured data. The book provides an overview of methods that have been developed for the analysis of fluctuating time series and of spatially disordered structures. Thanks to its feasibility and simplicity, it has been successfully applied to fluctuating time series and spatially disordered structures of complex systems studied in scientific fields such as physics, astrophysics, meteorology, earth science, engineering, finance, medicine and the neurosciences, and has led to a number of important results. The book also includes the numerical and analytical approaches to the analyses of complex time series that are most common in the physical and natural sciences. Further, it is self-contained and readily accessible to students, scientists, and researchers who are familiar with traditional methods of mathematics, such as ordinary, and partial differential equations. The codes for analysing continuous time series are available in an R package developed by the research group Turbulence, Wind energy and Stochastic (TWiSt) at the Carl von Ossietzky University of Oldenburg under the supervision of Prof. Dr. Joachim Peinke. This package makes it possible to extract the (stochastic) evolution equation underlying a set of data or measurements.




Complex Systems: Chaos and Beyond


Book Description

This book, the first in a series on this subject, is the outcome of many years of efforts to give a new all-encompassing approach to complex systems in nature based on chaos theory. While maintaining a high level of rigor, the authors avoid an overly complicated mathematical apparatus, making the book accessible to a wider interdisciplinary readership.




Stochastic Dynamics for Systems Biology


Book Description

This is one of the first books to provide a systematic study of the many stochastic models used in systems biology. The book shows how the mathematical models are used as technical tools for simulating biological processes and how the models lead to conceptual insights on the functioning of the cellular processing system. Examples cover the phage lambda genetic switch, eukaryotic gene expression, noise propagation in gene networks, and more. Most of the text should be accessible to scientists with basic knowledge in calculus and probability theory.




Recent Development In Stochastic Dynamics And Stochastic Analysis


Book Description

Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.




The Synchronized Dynamics of Complex Systems


Book Description

The origin of the word synchronization is a greek root, meaning "to share the common time". The original meaning of synchronization has been maintained up to now in the colloquial use of this word, as agreement or correlation in time of different processes. Historically, the analysis of synchronization phenomena in the evolution of dynamical systems has been a subject of active investigation since the earlier days of physics. Recently, the search for synchronization has moved to chaotic systems. In this latter framework, the appearance of collective (synchronized) dynamics is, in general, not trivial. Indeed, a dynamical system is called chaotic whenever its evolution sensitively depends on the initial conditions. The above said implies that two trajectories emerging from two different closeby initial conditions separate exponentially in the course of the time. As a result, chaotic systems intrinsically defy synchronization, because even two identical systems starting from slightly different initial conditions would evolve in time in a unsynchronized manner (the differences in the systems' states would grow exponentially). This is a relevant practical problem, insofar as experimental initial conditions are never known perfectly. The setting of some collective (synchronized) behavior in coupled chaotic systems has therefore a great importance and interest.The subject of the present book is to summarize the recent discoveries involving the study of synchronization in coupled chaotic systems.Not always the word synchronization is taken as having the same colloquial meaning, and one needs to specify what synchrony means in all particular contexts in which we will describe its emergence.The book describes the complete synchronization phenomenon, both for low and for high dimensional situations, and illustrates possible applications in the field of communicating with chaos.Furthermore, the book summarizes the concepts of phase synchronization, lag synchronization, imperfect phase synchronization, and generalized synchronization, describing a general transition scenario between a hierarchy of different types of synchronization for chaotic oscillators.These concepts are extended to the case of structurally different systems, of uncoupled systems subjected to a common external source, of space extended nonlinearly evolving fields, and of dynamical units networking via a complex wiring of connections, giving thus a summary of all possible situations that are encountered in real life and in technology. - Technical, but not specialistic language - About 100 illustrative Figures - Full overview on synchronization phenomena - Review of the main tools and techniques used in the field - Paradigmatic examples and experiments illustrating the basic concepts - Full Reference to the main publications existing in the literature on the subject




1990 Lectures In Complex Systems


Book Description

An excellent series presenting top lecturers from the best institute for complex systems. Topics covered include: stochastic processes; fluid flow; pattern formation; information-based complexity; motor system problems; and the nature of adaptive change.




An Introduction to Stochastic Dynamics


Book Description

An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.




Noise in Nonlinear Dynamical Systems


Book Description

A specially written review of all areas of noise and nonlinear in natural environments.