Random Fields and Stochastic Lagrangian Models

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.

Random Fields

Random Fields
Author: Erik Vanmarcke
Publisher: World Scientific
Total Pages: 363
Release: 2010
Genre: Mathematics
ISBN: 9812563539

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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.?

Random Fields on a Network

Random Fields on a Network
Author: Xavier Guyon
Publisher: Springer Science & Business Media
Total Pages: 294
Release: 1995-06-23
Genre: Mathematics
ISBN: 9780387944289

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The theory of spatial models over lattices, or random fields as they are known, has developed significantly over recent years. This book provides a graduate-level introduction to the subject which assumes only a basic knowledge of probability and statistics, finite Markov chains, and the spectral theory of second-order processes. A particular strength of this book is its emphasis on examples - both to motivate the theory which is being developed, and to demonstrate the applications which range from statistical mechanics to image analysis and from statistics to stochastic algorithms.

Seminar on Stochastic Analysis, Random Fields and Applications VII

Seminar on Stochastic Analysis, Random Fields and Applications VII
Author: Robert C. Dalang
Publisher: Springer Science & Business Media
Total Pages: 470
Release: 2013-09-05
Genre: Mathematics
ISBN: 3034805454

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This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.​

Modeling Approaches and Computational Methods for Particle-laden Turbulent Flows

Modeling Approaches and Computational Methods for Particle-laden Turbulent Flows
Author: Shankar Subramaniam
Publisher: Academic Press
Total Pages: 588
Release: 2022-10-20
Genre: Science
ISBN: 0323901344

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Modelling Approaches and Computational Methods for Particle-laden Turbulent Flows introduces the principal phenomena observed in applications where turbulence in particle-laden flow is encountered while also analyzing the main methods for analyzing numerically. The book takes a practical approach, providing advice on how to select and apply the correct model or tool by drawing on the latest research. Sections provide scales of particle-laden turbulence and the principal analytical frameworks and computational approaches used to simulate particles in turbulent flow. Each chapter opens with a section on fundamental concepts and theory before describing the applications of the modelling approach or numerical method. Featuring explanations of key concepts, definitions, and fundamental physics and equations, as well as recent research advances and detailed simulation methods, this book is the ideal starting point for students new to this subject, as well as an essential reference for experienced researchers. Provides a comprehensive introduction to the phenomena of particle laden turbulent flow Explains a wide range of numerical methods, including Eulerian-Eulerian, Eulerian-Lagrange, and volume-filtered computation Describes a wide range of innovative applications of these models

Stochastic Methods for Boundary Value Problems

Stochastic Methods for Boundary Value Problems
Author: Karl K. Sabelfeld
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 208
Release: 2016-09-26
Genre: Mathematics
ISBN: 3110479451

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This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach. The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: Introduction Random walk algorithms for solving integral equations Random walk-on-boundary algorithms for the Laplace equation Walk-on-boundary algorithms for the heat equation Spatial problems of elasticity Variants of the random walk on boundary for solving stationary potential problems Splitting and survival probabilities in random walk methods and applications A random WOS-based KMC method for electron–hole recombinations Monte Carlo methods for computing macromolecules properties and solving related problems Bibliography

Spherical and Plane Integral Operators for PDEs

Spherical and Plane Integral Operators for PDEs
Author: Karl K. Sabelfeld
Publisher: Walter de Gruyter
Total Pages: 338
Release: 2013-10-29
Genre: Mathematics
ISBN: 3110315335

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The book presents integral formulations for partial differential equations, with the focus on spherical and plane integral operators. The integral relations are obtained for different elliptic and parabolic equations, and both direct and inverse mean value relations are studied. The derived integral equations are used to construct new numerical methods for solving relevant boundary value problems, both deterministic and stochastic based on probabilistic interpretation of the spherical and plane integral operators.

Limit Theorems for Associated Random Fields and Related Systems

Limit Theorems for Associated Random Fields and Related Systems
Author: Aleksandr Vadimovich Bulinski?
Publisher: World Scientific
Total Pages: 447
Release: 2007
Genre: Mathematics
ISBN: 9812709401

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This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).

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.