Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions: From Statistics to Mathematics

This book investigates statistical observables for anomalous and nonergodic dynamics, focusing on non-Brownian stochastic processes in complex real-world environments. It discusses mathematical, computer science, statistical, and biological physics perspectives, deriving governing equations for probability density functions and linking stochastic processes with PDEs. It appeals to researchers and scientists interested in anomalous diffusion and stochastic systems.

Format: Hardback
Length: 227 pages
Publication date: 04 April 2022
Publisher: Taylor & Francis Ltd

This comprehensive book delves into the realm of statistical observables for anomalous and nonergodic dynamics, with a specific focus on the dynamical behaviors of particles modeled by non-Brownian stochastic processes in the intricate and complex real-world environment. Statistical observables play a pivotal role in studying anomalous and nonergodic stochastic systems, serving as valuable tools for uncovering their intricate dynamics. This study takes a multidisciplinary approach, drawing from mathematics, computer science, statistical and biological physics, and chemistry to explore the forefront of anomalous and nonergodic diffusion. By integrating these diverse perspectives, the book addresses a wide range of physical applications and mathematical challenges, including stochastic and deterministic modeling, analyses of (stochastic) partial differential equations (PDEs), scientific computations, and stochastic analyses. Through rigorous regularity analysis, the development of numerical schemes, and extensive numerical experiments, the book derives the governing equations for the probability density function of statistical observables, establishing a strong connection between stochastic processes and PDEs.

This book is of immense appeal to both researchers with expertise in statistical observables and stochastic systems, as well as scientists from a diverse array of fields who are interested in anomalous diffusion, particularly applied mathematicians and statistical physicists. Its comprehensive coverage and interdisciplinary approach make it a valuable resource for advancing our understanding of complex systems and their behaviors.

Weight: 598g
Dimension: 229 x 152 (mm)
ISBN-13: 9781032245218