This self-contained text develops a Markov chain approach that makes the rigorous analysis of a class of microscopic models that specify the dynamics of complex systems at the individual level possible. It presents a general framework of aggregation in agent-based and related co…
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized rele…
This book is an interdisciplinary introduction to optical collapse of laser beams, which is modelled by singular (blow-up) solutions of the nonlinear Schrödinger equation. With great care and detail, it develops the subject including the mathematical and physical background and …
In the field of Dynamical Systems, nonlinear iterative processes play an important role. Nonlinear mappings can be found as immediate models for many systems from different scientific areas, such as engineering, economics, biology, or can also be obtained via numerical methods p…
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem prov…
This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters. The first contribution by Jan van Leeuwen focuses on the potential …
This book contains two review articles℗ℓon℗ℓthe dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibit…
This book introduces the basic fundamentals, models, emulators and analyses of mem-elements in the circuit theory with applications. The book starts reviewing the literature on mem-elements, models and their recent applications. It presents mathematical models, numerical results…
This book provides an introduction to dynamical systems with multiple time scales. The approach it takes is to provide an overview of key areas, particularly topics that are less available in the introductory form.℗ℓ The broad range of topics included makes it accessible for stu…
Synergetics is the quantitative study of multicomponent systems that exhibit nonlinear dynamics and cooperativity. This book specifically considers basic models of the nonlinear dynamics of molecular systems and discusses relevant applications in biological physics and the polym…
This book highlights recent compelling research results and trends in various aspects of contemporary mathematics, emphasizing applications to real-world situations. The chapters present exciting new findings and developments in situations where mathematical rigor is combined wi…
This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probabilit…
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic syste…
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theo…
The essence of this book can be found in a line written by the ancient Roman Stoic Philosopher Lucius Annaeus Seneca: "Fortune is of sluggish growth, but ruin is rapid". This sentence summarizes the features of the phenomenon that we call "collapse," which is typically sudden an…
This book provides an analysis of the construction, diagnosis (as chaotic) and evaluation of models in chaos theory. It contains a detailed look at the interaction of the different models used in chaos theory and analyses how these models influence the way chaos is defined. Furt…
This book provides a unique survey displaying the power of Riccati equations to describe reversible and irreversible processes in physics and, in particular, quantum physics. Quantum mechanics is supposedly linear, invariant under time-reversal, conserving energy and, in contras…
Here is an accurate and readable translation of a seminal article by Henri Poincaré that is a classic in the study of dynamical systems popularly called chaos theory. In an effort to understand the stability of orbits in the solar system, Poincaré applied a Hamiltonian formulati…