This text is concerned with Bayesian learning, inference and forecasting in dynamic environments. We describe the structure and theory of classes of dynamic models and their uses in forecasting and time series analysis. The principles, models and methods of Bayesian forecasting and time - ries analysis have been developed extensively during the last thirty years. Thisdevelopmenthasinvolvedthoroughinvestigationofmathematicaland statistical aspects of forecasting models and related techniques. With this has come experience with applications in a variety of areas in commercial, industrial, scienti?c, and socio-economic ?elds. Much of the technical - velopment has been driven by the needs of forecasting practitioners and applied researchers. As a result, there now exists a relatively complete statistical and mathematical framework, presented and illustrated here. In writing and revising this book, our primary goals have been to present a reasonably comprehensive view of Bayesian ideas and methods in m- elling and forecasting, particularly to provide a solid reference source for advanced university students and research workers.

Schrödinger Equations and Diffusion Theory addresses the question "What is the Schrödinger equation?" in terms of diffusion processes, and shows that the Schrödinger equation and diffusion equations in duality are equivalent. In turn, Schrödinger's conjecture of 1931 is solved. The theory of diffusion processes for the Schrödinger equation tell us that we must go further into the theory of systems of (infinitely) many interacting quantum (diffusion) particles. The method of relative entropy and the theory of transformations enable us to construct severely singular diffusion processes which appear to be equivalent to Schrödinger equations. The theory of large deviations and the propagation of chaos of interacting diffusion particles reveal the statistical mechanical nature of the Schrödinger equation, namely, quantum mechanics. The text is practically self-contained and requires only an elementary knowledge of probability theory at the graduate level.

Product Description: In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times. What is the "most probable" state of the cloud at intermediate times? The present book provides a general yet comprehensive discourse on Schrödinger's question...read more

Most of the laws of physics are expressed in the form of differential equations; that is our legacy from Isaac Newton. The customary separation of the laws of nature from contingent boundary or initial conditions, which has become part of our physical intuition, is both based on and expressed in the properties of solutions of differential equations. Within these equations we make a further distinction: that between what in mechanics are called the equations of motion on the one hand and the specific forces and shapes on the other. The latter enter as given functions into the former. In most observations and experiments the "equations of motion," i. e. , the structure of the differential equations, are taken for granted and it is the form and the details of the forces that are under investigation. The method by which we learn what the shapes of objects and the forces between them are when they are too small, too large, too remote, or too inaccessi­ ble for direct experimentation, is to observe their detectable effects. The question then is how to infer these properties from observational data. For the theoreti­ cal physicist, the calculation of observable consequences from given differential equations with known or assumed forces and shapes or boundary conditions is the standard task of solving a "direct problem. " Comparison of the results with experiments confronts the theoretical predictions with nature.

Product Description: The goal of geometric numerical integration is the simulation of evolution equations possessing geometric properties over long periods of time. Of particular importance are Hamiltonian partial differential equations typically arising in application fields such as quantum mechanics or wave propagation phenomena...read more

Product Description: This book constitutes the first effort to summarize a large volume of results obtained over the past 20 years in the context of the Discrete Nonlinear Schrödinger equation and the physical settings that it describes.

“It probably serves best as supplementary material, either for mathematics students to see how some seemingly abstract mathematics has been applied to physical systems or for science students to appreciate the logical system that underpins familiar physical models.” Choice This book is an introduction to quantum mechanics and mathematics that leads to the solution of the Schrodinger equation. It can be read and understood by undergraduates without sacrificing the mathematical details necessary for a complete solution giving the shapes of molecular orbitals seen in every chemistry text. Readers are introduced to many mathematical topics new to the undergraduate curriculum, such as basic representation theory, Schur's lemma, and the Legendre polynomials.

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