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Random Processes in Physics and Finance

Melvin Lax, Wei Cai, and Min Xu

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.001.0001
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This book discusses random processes in physics, from basic probability theory to the Fokker-Planck process and Langevin equation for the Fokker Planck process and diffusion. It includes diverse ... More


Quantum Theory from Small to Large Scales: Lecture Notes of the Les Houches Summer School: Volume 95, August 2010

Jürg Frohlich, Manfred Salmhofer, Vieri Mastropietro, Wojciech De Roeck, and Leticia F. Cugliandolo (eds)

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199652495
eISBN:
9780191741203
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199652495.001.0001
Subject:
Physics, Atomic, Laser, and Optical Physics

This book collects lecture courses and seminars given at the Les Houches Summer School 2010 on ‘Quantum Theory: From Small to Large Scales’. Fundamental quantum phenomena appear on all scales, from ... More


A PRIORI ESTIMATES

Eduard Feireisl

in Dynamics of Viscous Compressible Fluids

Published in print:
2003
Published Online:
September 2007
ISBN:
9780198528388
eISBN:
9780191713590
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198528388.003.0003
Subject:
Mathematics, Applied Mathematics

A priori estimates play a decisive role in the analysis of any nonlinear problem. They determine the class of functions, where the solutions are looked for. A priori estimates resulting from the ... More


Respiration in aquatic ecosystems: history and background

Peter J. le B. Williams and Paul A. del Giorgio

in Respiration in Aquatic Ecosystems

Published in print:
2005
Published Online:
September 2007
ISBN:
9780198527084
eISBN:
9780191713347
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198527084.003.0001
Subject:
Biology, Aquatic Biology

This introductory chapter presents a general historical, biochemical, and ecological background to the topics covered in this book, and sets the following chapters in a broad context. The various ... More


Non‐Linear Hyperbolic Rigid Heat Conductor of The Coleman Type

Józef Ignaczak and Martin Ostoja‐Starzewski

in Thermoelasticity with Finite Wave Speeds

Published in print:
2009
Published Online:
February 2010
ISBN:
9780199541645
eISBN:
9780191716164
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199541645.003.0013
Subject:
Mathematics, Applied Mathematics, Mathematical Physics

While all previous chapters are devoted to linear hyperbolic theories of thermoelasticity, this one concerns a rigid but nonlinear hyperbolic heat conductor due to Coleman et al. (1982, 1983, 1986). ... More


Property Rights as Solutions to the Problems of Open Access: Options and Constraints

Gary D. Libecap

in Global Environmental Commons: Analytical and Political Challenges in Building Governance Mechanisms

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199656202
eISBN:
9780191742149
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199656202.003.0013
Subject:
Economics and Finance, Development, Growth, and Environmental

This chapter examines why property rights that directly address externalities and link individual incentives with social objectives for resource use are not the first policy response to open access. ... More


Linear response theory

Helmut Hofmann

in The Physics of Warm Nuclei: with Analogies to Mesoscopic Systems

Published in print:
2008
Published Online:
September 2008
ISBN:
9780198504016
eISBN:
9780191708480
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198504016.003.0023
Subject:
Physics, Nuclear and Plasma Physics

This chapter presents a universal definition of linear response, which at first is studied for the example of the damped oscillator. From the quantal time evolution operator lowest order transition ... More


Transport theory of nuclear collective motion

Helmut Hofmann

in The Physics of Warm Nuclei: with Analogies to Mesoscopic Systems

Published in print:
2008
Published Online:
September 2008
ISBN:
9780198504016
eISBN:
9780191708480
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198504016.003.0007
Subject:
Physics, Nuclear and Plasma Physics

This chapter develops a quantal transport theory for non-linear nuclear collective motion, the coordinates of which are functionals of the nucleonic degrees of freedom, the latter being interpreted ... More


Quantum noise and dissipation

J. C. Garrison and R. Y. Chiao

in Quantum Optics

Published in print:
2008
Published Online:
September 2008
ISBN:
9780198508861
eISBN:
9780191708640
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198508861.003.0015
Subject:
Physics, Atomic, Laser, and Optical Physics

Dissipation and noise are treated by dividing the world into the sample and the environment. For weak sample-environment coupling, the environment is modeled by one or more reservoirs, represented by ... More


NUMERICAL METHODS

Miguel Alcubierre

in Introduction to 3+1 Numerical Relativity

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199205677
eISBN:
9780191709371
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199205677.003.0009
Subject:
Physics, Theoretical, Computational, and Statistical Physics

There are many ways to solve partial differential equations numerically. The most popular methods are: finite differencing, finite elements, and spectral methods. This chapter describes the main ... More


Applications

Leon Mestel

in Stellar Magnetism: Second Edition

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199641741
eISBN:
9780191738609
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199641741.003.0003
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter discusses in greater detail some of the topics introduced in Chapter 2. It covers magnetosonic waves; magnetohydrodynamic shocks; self-gravitating systems and the virial theorems; ... More


ELEMENTS OF DIGITAL ELECTRONICS AND SIGNAL PROCESSING

Helmuth Spieler

in Semiconductor Detector Systems

Published in print:
2005
Published Online:
September 2007
ISBN:
9780198527848
eISBN:
9780191713248
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198527848.003.0005
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter first describes logic functions and illustrates how false signals are formed due to timing errors. Basic logic circuits are described (NMOS, PMOS, CMOS) together with propagation delays ... More


Entropy Production And Dissipation Rates

T. Grandy Walter

in Entropy and the Time Evolution of Macroscopic Systems

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199546176
eISBN:
9780191720161
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199546176.003.0012
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter discusses topics of current research interest, with an emphasis on exposing various myths in the folklore.


Thermodynamics of irreversible processes

Kyösti Kontturi, Lasse Murtomäki, and José A. Manzanares

in Ionic Transport Processes: in Electrochemistry and Membrane Science

Published in print:
2008
Published Online:
September 2008
ISBN:
9780199533817
eISBN:
9780191714825
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199533817.003.0001
Subject:
Physics, Condensed Matter Physics / Materials

This chapter presents an introduction to thermodynamics of irreversible processes. The fundamental thermodynamic concepts required for studying the irreversible processes taking place in a moving ... More


THE OVERLAP IN GLASSY SYSTEMS

Giorgio Parisi

in Stealing the Gold: A celebration of the pioneering physics of Sam Edwards

Published in print:
2004
Published Online:
September 2007
ISBN:
9780198528531
eISBN:
9780191713415
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198528531.003.0016
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter considers many of the various definitions of the overlap and of its probability distribution that have been introduced in the literature, starting from the original papers of Edwards and ... More


Introduction: Overview of World Capture Fisheries and the Foundations of Fisheries Economics

Trond Bjørndal and Gordon R. Munro

in The Economics and Management of World Fisheries

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199576753
eISBN:
9780191745973
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199576753.003.0001
Subject:
Economics and Finance, Development, Growth, and Environmental, Financial Economics

This chapter reviews the Gordon-Schaefer static economic model of the fishery, the model marking the beginning of modern fisheries economics. The model is examined in the context of two cases – Pure ... More


Brownian motion and fluctuations

Stephen J. Blundell and Katherine M. Blundell

in Concepts in Thermal Physics

Published in print:
2009
Published Online:
January 2010
ISBN:
9780199562091
eISBN:
9780191718236
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199562091.003.0033
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter examines how fluctuations can be studied in thermodynamics and lead to effects such as Brownian motion. It considers the linear response of a system to a generalized force and derives ... More


The fluctuation–dissipation theorem

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0007
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter provides a summary of all results concerning the fluctuation-dissipation theorem needed to understand many aspects of noisy systems. The proof is a succinct one in density matrix ... More


FLUCTUATIONS

HARRY SUHL

in Relaxation Processes in Micromagnetics

Published in print:
2007
Published Online:
January 2010
ISBN:
9780198528029
eISBN:
9780191713545
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198528029.003.0004
Subject:
Physics, Condensed Matter Physics / Materials

This chapter examines how the magnetization senses random fluctuations. Mathematical descriptions of stochastic processes of physical origin involve one or other of various incarnations of the ... More


Phonon interactions with magnetically quantized two-dimensional carrier systems: the integer and fractional quantum Hall states

C.J. Mellor, W. Dietsche, and L.J. Challis

in Electron-Phonon Interactions in Low-Dimensional Structures

Published in print:
2003
Published Online:
January 2010
ISBN:
9780198507321
eISBN:
9780191709319
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198507321.003.0003
Subject:
Physics, Atomic, Laser, and Optical Physics

This chapter describes investigations of the interaction of phonons with magnetically quantized two-dimensional (2-D) electron systems including the quantum Hall states, with particular attention to ... More


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