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Applied physical engineering --- fysica --- Classical mechanics. Field theory --- statica (fysica) --- Matter physics --- Statics. --- Statique --- statica --- inertie

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The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models. The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book. The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models.

Classical mechanics. Field theory --- Statistical physics --- statica (fysica) --- statistiek --- fysica --- Markov processes. --- Processos de Markov

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This book focuses on analysing the applications of the Shannon Measure of Information (SMI). The book introduces the concept of frustration and discusses the question of the quantification of this concept within information theory (IT), while it also focuses on the interpretation of the entropy of systems of interacting particles in terms of the SMI and of mutual information. The author examines the question of the possibility of measuring the extent of frustration using mutual information and discusses some classical examples of processes of mixing and assimilation for which the entropy changes are interpreted in terms of SMI. A description of a few binding systems and the interpretation of cooperativity phenomena in terms of mutual information are also presented, along with a detailed discussion on the general method of using maximum SMI in order to find the “best-guess” probability distribution. This book is a valuable contribution to the field of information theory and will be of great interest to any scientist who is interested in IT and in its potential applications.

Operational research. Game theory --- Mathematical control systems --- Probability theory --- Classical mechanics. Field theory --- Thermodynamics --- Chemistry --- Information systems --- Computer. Automation --- statica (fysica) --- thermodynamica --- waarschijnlijkheidstheorie --- stochastische analyse --- chemie --- informatica --- informatietechnologie --- kansrekening --- informatietheorie --- Information theory.

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Physica A publishes research in the field of statistical mechanics and its applications. Statistical mechanics sets out to explain the behaviour of macroscopic systems by studying the statistical properties of their microscopic constituents. Applications of the techniques of statistical mechanics are widespread, and include applications to physical systems such as solids, liquids and gases; applications to chemical and biological systems (colloids, interfaces, complex fluids, polymers and biopolymers, cell physics); and other interdisciplinary applications to for instance biological, economical and sociological systems.

theoretische fysica --- fysica --- Physics --- statica (fysica) --- Mathematical physics --- Statistical physics --- Physique mathématique --- Physique statistique --- Periodicals --- Periodicals. --- Périodiques --- #TS:WBIB --- General and Others --- Physique mathématique --- Périodiques --- EJPHYSI ELSEVIER-E EPUB-ALPHA-P EPUB-PER-FT --- Fysica --- Journal --- Mathematical statistics --- Statistical methods

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This textbook aimed at upper-level undergraduate and graduate engineering students who need to describe the large deformation of elastic materials like soft plastics, rubber, and biological materials. The classical approaches to finite deformations of elastic materials describe a dozen or more measures of stress and strain. These classical approaches require an in-depth knowledge of tensor analysis and provide little instruction as to how to relate the derived equations to the materials to be described. This text, by contrast, introduces only one strain measure and one stress measure. No tensor analysis is required. The theory is applied by showing how to measure material properties and to perform computer simulations for both isotropic and anisotropic materials. The theory can be covered in one chapter for students familiar with Euler-Lagrange techniques, but is also introduced more slowly in several chapters for students not familiar with these techniques. The connection to linear elasticity is provided along with a comparison of this approach to classical elasticity. Explains ably simulation of materials undergoing large deformations Illustrates a simpler mathematical base to build thermodynamic and viscoelastic theories Describes how experimenters can make better numerical descriptions of deformable bodies.

Classical mechanics. Field theory --- Fluid mechanics --- Physics --- Materials sciences --- Applied physical engineering --- statica (fysica) --- materiaalkennis --- toegepaste mechanica --- fysica --- mechanica --- Materials --- Mechanics, Applied. --- Continuum mechanics. --- Physics. --- Statics. --- Materials. --- Materials Fatigue. --- Engineering Mechanics. --- Continuum Mechanics. --- Classical and Continuum Physics. --- Mechanical Statics and Structures. --- Materials Engineering. --- Fatigue.