Stochastic Exponential Growth and Lattice Gases

Stochastic Exponential Growth and Lattice Gases
Author: Dan Pirjol
Publisher: Springer Nature
Total Pages: 138
Release: 2022-09-01
Genre: Mathematics
ISBN: 3031111435

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.

Cellular Automaton Modeling of Biological Pattern Formation

Cellular Automaton Modeling of Biological Pattern Formation
Author: Andreas Deutsch
Publisher: Springer Science & Business Media
Total Pages: 331
Release: 2007-12-26
Genre: Science
ISBN: 0817644156

This book focuses on a challenging application field of cellular automata: pattern formation in biological systems, such as the growth of microorganisms, dynamics of cellular tissue and tumors, and formation of pigment cell patterns. These phenomena, resulting from complex cellular interactions, cannot be deduced solely from experimental analysis, but can be more easily examined using mathematical models, in particular, cellular automaton models. While there are various books treating cellular automaton modeling, this interdisciplinary work is the first one covering biological applications. The book is aimed at researchers, practitioners, and students in applied mathematics, mathematical biology, computational physics, bioengineering, and computer science interested in a cellular automaton approach to biological modeling.

Lattice Gas Methods for Partial Differential Equations

Lattice Gas Methods for Partial Differential Equations
Author: Gary Doolen
Publisher: CRC Press
Total Pages: 582
Release: 2021-03-13
Genre: Differential equations, Partial
ISBN: 9780367152741

This book provides an overview of the directions that lattice gas research has taken from 1986 to early 1989. It shows potential users and lattice gas scientists what research has been completed and gives some indication of the utility and limitations of lattice gas models.

Convexity in the Theory of Lattice Gases

Convexity in the Theory of Lattice Gases
Author: Robert B. Israel
Publisher:
Total Pages: 0
Release: 2015-02-16
Genre: Science
ISBN: 9780691606194

In this book, Robert Israel considers classical and quantum lattice systems in terms of equilibrium statistical mechanics. He is especially concerned with the characterization of translation-invariant equilibrium states by a variational principle and the use of convexity in studying these states. Arthur Wightman's Introduction gives a general and historical perspective on convexity in statistical mechanics and thermodynamics. Professor Israel then reviews the general framework of the theory of lattice gases. In addition to presenting new and more direct proofs of some known results, he uses a version of a theorem by Bishop and Phelps to obtain existence results for phase transitions. Furthermore, he shows how the Gibbs Phase Rule and the existence of a wide variety of phase transitions follow from the general framework and the theory of convex functions. While the behavior of some of these phase transitions is very "pathological," others exhibit more "reasonable" behavior. As an example, the author considers the isotropic Heisenberg model. Formulating a version of the Gibbs Phase Rule using Hausdorff dimension, he shows that the finite dimensional subspaces satisfying this phase rule are generic. Originally published in 1979. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Stochastic Spatial Processes

Stochastic Spatial Processes
Author: Petre Tautu
Publisher: Springer
Total Pages: 320
Release: 2006-11-14
Genre: Mathematics
ISBN: 3540470530

Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984

Polygons, Polyominoes and Polycubes

Polygons, Polyominoes and Polycubes
Author: A. J. Guttmann
Publisher: Springer Science & Business Media
Total Pages: 500
Release: 2009-05-18
Genre: Science
ISBN: 1402099266

The problem of counting the number of self-avoiding polygons on a square grid, - therbytheirperimeterortheirenclosedarea,is aproblemthatis soeasytostate that, at ?rst sight, it seems surprising that it hasn’t been solved. It is however perhaps the simplest member of a large class of such problems that have resisted all attempts at their exact solution. These are all problems that are easy to state and look as if they should be solvable. They include percolation, in its various forms, the Ising model of ferromagnetism, polyomino enumeration, Potts models and many others. These models are of intrinsic interest to mathematicians and mathematical physicists, but can also be applied to many other areas, including economics, the social sciences, the biological sciences and even to traf?c models. It is the widespread applicab- ity of these models to interesting phenomena that makes them so deserving of our attention. Here however we restrict our attention to the mathematical aspects. Here we are concerned with collecting together most of what is known about polygons, and the closely related problems of polyominoes. We describe what is known, taking care to distinguish between what has been proved, and what is c- tainlytrue,but has notbeenproved. Theearlierchaptersfocusonwhatis knownand on why the problems have not been solved, culminating in a proof of unsolvability, in a certain sense. The next chapters describe a range of numerical and theoretical methods and tools for extracting as much information about the problem as possible, in some cases permittingexactconjecturesto be made.