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Table Of Integrals Series And Products

N G van Kampen 1981 Amsterdam: North-Holland xiv + 419 pp price Dfl 180 This is a book which, at a lower price, could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.

https://iopscience.iop.org/article/10.1088/0031-9112/34/4/040/pdf

Stochastic Processes in Physics and Chemistry

Praise for the Third Edition: "This is one of the best books available. Its excellent organizational structure allows quick reference to specific models and its clear presentation . . . solidifies the understanding of the concepts being presented."IIE Transactions on Operations EngineeringThoroughly revised and expanded to reflect the latest developments in the field, Fundamentals of Queueing Theory, Fourth Edition continues to present the basic statistical principles that are necessary to analyze the probabilistic nature of queues. Rather than presenting a narrow focus on the subject, this update illustrates the wide-reaching, fundamental concepts in queueing theory and its applications to diverse areas such as computer science, engineering, business, and operations research.This update takes a numerical approach to understanding and making probable estimations relating to queues, with a comprehensive outline of simple and more advanced queueing models. Newly featured topics of the Fourth Edition include:Retrial queuesApproximations for queueing networksNumerical inversion of transformsDetermining the appropriate number of servers to balance quality and cost of serviceEach chapter provides a self-contained presentation of key concepts and formulae, allowing readers to work with each section independently, while a summary table at the end of the book outlines the types of queues that have been discussed and their results. In addition, two new appendices have been added, discussing transforms and generating functions as well as the fundamentals of differential and difference equations. New examples are now included along with problems that incorporate QtsPlus software, which is freely available via the book's related Web site.With its accessible style and wealth of real-world examples, Fundamentals of Queueing Theory, Fourth Edition is an ideal book for courses on queueing theory at the upper-undergraduate and graduate levels. It is also a valuable resource for researchers and practitioners who analyze congestion in the fields of telecommunications, transportation, aviation, and management science.

Fundamentals of Queueing Theory

Stable non-Gaussian random processes , by G. Samorodnitsky and M. S. Taqqu. Pp. 632. £49.50. 1994. ISBN 0-412-05171-0 (Chapman and Hall).

/pdf/introduction-to-the-modern-theory-of-dynamical-systems-1eced70mum.pdf

Introduction to the Modern Theory of Dynamical Systems

Restricted diffusion is a common feature of many physicochemical, biological, and industrial processes. Nuclear magnetic resonance techniques are often used to survey the atomic or molecular motion in confining media by applying inhomogeneous magnetic fields to encode the trajectories of spin-bearing particles. The diversity and complexity of diffusive NMR phenomena, observed in experiments, result from the specific properties of reflected Brownian motion. Here the focus is on the mathematical aspects of this stochastic process, their physical interpretations, and their practical applications. The main achievements in this field, from Hahn’s discovery of spin echoes to present-day research, are presented in a unified mathematical language. A long-standing problem of restricted diffusion under arbitrary magnetic field is reformulated in terms of multiple correlation functions of the reflected Brownian motion. Many classical results are retrieved, extended, and critically discussed.

https://pmc.polytechnique.fr/pagesperso/dg/publi/2007_01.pdf

NMR survey of reflected brownian motion

We summarize the properties of eigenvalues and eigenfunctions of the Laplace operator in bounded Euclidean domains with Dirichlet, Neumann, or Robin boundary condition. We keep the presentation at a level accessible to scientists from various disciplines ranging from mathematics to physics and computer sciences. The main focus is placed onto multiple intricate relations between the shape of a domain and the geometrical structure of eigenfunctions.

Geometrical structure of Laplacian eigenfunctions

We summarize the properties of eigenvalues and eigenfunctions of the Laplace operator in bounded Euclidean domains with Dirichlet, Neumann or Robin boundary condition. We keep the presentation at a level accessible to scientists from various disciplines ranging from mathematics to physics and computer sciences. The main focus is put onto multiple intricate relations between the shape of a domain and the geometrical structure of eigenfunctions.

A topic of intense current investigation pursues the question of how the highly crowded environment of biological cells affects the dynamic properties of passively diffusing particles. Motivated by recent experiments we report results of extensive simulations of the motion of a finite sized tracer particle in a heterogeneously crowded environment made up of quenched distributions of monodisperse crowders of varying sizes in finite circular two-dimensional domains. For given spatial distributions of monodisperse crowders we demonstrate how anomalous diffusion with strongly non-Gaussian features arises in this model system. We investigate both biologically relevant situations of particles released either at the surface of an inner domain or at the outer boundary, exhibiting distinctly different features of the observed anomalous diffusion for heterogeneous distributions of crowders. Specifically we reveal an asymmetric spreading of tracers even at moderate crowding. In addition to the mean squared displacement (MSD) and local diffusion exponent we investigate the magnitude and the amplitude scatter of the time averaged MSD of individual tracer trajectories, the non-Gaussianity parameter, and the van Hove correlation function. We also quantify how the average tracer diffusivity varies with the position in the domain with a heterogeneous radial distribution of crowders and examine the behaviour of the survival probability and the dynamics of the tracer survival probability. Inter alia, the systems we investigate are related to the passive transport of lipid molecules and proteins in two-dimensional crowded membranes or the motion in colloidal solutions or emulsions in effectively two-dimensional geometries, as well as inside supercrowded, surface adhered cells.

https://iopscience.iop.org/article/10.1088/1367-2630/18/1/013027/pdf

Anomalous, non-Gaussian tracer diffusion in crowded two-dimensional environments

Most biochemical reactions in living cells rely on diffusive search for target molecules or regions in a heterogeneous overcrowded cytoplasmic medium. Rapid rearrangements of the medium constantly change the effective diffusivity felt locally by a diffusing particle and thus impact the distribution of the first-passage time to a reaction event. Here, we investigate the effect of these dynamic spatiotemporal heterogeneities onto diffusion-limited reactions. We describe a general mathematical framework to translate many results for ordinary homogeneous Brownian motion to heterogeneous diffusion. In particular, we derive the probability density of the first-passage time to a reaction event and show how the dynamic disorder broadens the distribution and increases the likelihood of both short and long trajectories to reactive targets. While the disorder slows down reaction kinetics on average, its dynamic character is beneficial for a faster search and realization of an individual reaction event triggered by a single molecule.

/pdf/diffusion-limited-reactions-in-dynamic-heterogeneous-media-2ezlkoipo8.pdf

Denis S. Grebenkov

Papers

NMR survey of reflected brownian motion

Geometrical structure of Laplacian eigenfunctions

Geometrical structure of Laplacian eigenfunctions

Anomalous, non-Gaussian tracer diffusion in crowded two-dimensional environments

Diffusion-limited reactions in dynamic heterogeneous media