Handbook of Dynamics and Probability - Müller, Peter

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Résumé :
Our time is characterized by an explosive growth in the use of ever more complicated and sophisticated (computer) models. These models rely on dynamical systems theory for the interpretation of their results and on probability theory for the quantification of their uncertainties. A conscientious and intelligent use of these models requires that both these theories are properly understood. This book is to provide such understanding. It gives a unifying treatment of dynamical systems theory and probability theory. It covers the basic concepts and statements of these theories, their interrelations, and their applications to scientific reasoning and physics. The book stresses the underlying concepts and mathematical structures but is written in a simple and illuminating manner without sacrificing too much mathematical rigor. The book is aimed at students, post-docs, and researchers in the applied sciences who aspire to better understand the conceptual and mathematical underpinnings of the models that they use. Despite the peculiarities of any applied science, dynamics and probability are the common and indispensable tools in any modeling effort. The book is self-contained, with many technical aspects covered in appendices, but does require some basic knowledge in analysis, linear algebra, and physics. Peter M?ller, now a professor emeritus at the University of Hawaii, has worked extensively on ocean and climate models and the foundations of complex system theories.

Biographie:
Peter M?ller studied physics and mathematics at the University of Hamburg. He received his Diplom degree (Physics) in 1970 , his Ph.D. (Geophysics) in 1974, and his habilitation (Geophysics) in 1981. He worked at Harvard University as a research associate before moving to the University of Hawaii in 1982, where he was a professor of Oceanography in the School of Ocean and Earth Science and Technology until his retirement in 2013. He is now a professor emeritus. His research interests cover a broad range of topics in oceanography and climate research, especially wave dynamics, stochastic (climate) models, and foundations of complex system theories. He has published two books and numerous articles. Peter M?ller was the organizer of the 'Aha Huliko'a Hawaiian Winter Workshop series and for ten years the chief editor of the Journal of Physical Oceanography..

Sommaire:

Introduction

I Dynamics

Deterministic dynamical systems

Linear and integrable systems

Stability and long-time behavior

Ergodic theory

Numerical Algorithms

II Probability

Probability Theory

Discrete-time stochastic processes

Continuous-time stochastic processes

Information entropy

III Probability in dynamical evolution

Time evolution of broadened initial states

Stochastic processes generated by observables

Stochastic dynamical systems

IV Probability in scientific reasoning

Interpretations of probability

Parameter estimation and hypothesis testing

Bayesian inferences

V Probability in physics

Equilibrium statistical mechanics

Non-equilibrium statistical mechanics

Foundational issues of statistical mechanics

Quantum Mechanics

A Classical Mechanics

B Thermostatics

D Some proofs and explicit computations

E Mathematical tools, conventions and notation

References

Index