Brownian motion : theory, modelling and applications
著者
書誌事項
Brownian motion : theory, modelling and applications
（Mathematics research developments series）
Nova Science Publishers, c2012
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
Brownian motion is the seemingly random movement of particles suspended in a fluid or the mathematical model used to describe such random movements, often called a particle theory. This book presents topical research in the study of Brownian motion, including Markov chains and Brownian motion models in insect ecology; applications of multifractional Brownian motion to internet traffic; enhanced thermal conductivity of nanofluids using the Brownian motion-based model; Brownian dynamics simulation of surfactant micellar microstructure and rheology and the development of the fractional Brownian motion and its applications on coastal dispersion modelling.
目次
- Preface
- White Noise Calculus, Stochastic Calculus, Coarse-Graining & Fractal Geodesic: A Unified Approach via Fractional Calculus & Maruyama's Notation
- Applications of Markov Chains & Brownian Motion Models in Insect Ecology
- Applications of Multifractional Brownian Motion to Internet Traffic
- The Multidimensional Brownian Motion: Numerical Valuation of American & Bermudan Options
- Brownian Motion-Based Model for Enhanced Thermal Conductivity of Nanofluids
- Brownian Motion of Carbon Nanotube in a Molten Polymer & its Application
- Brownian Dynamics Simulation of Surfactant Micellar Microstructure & Rheology
- Development of the Fractional Brownian Motion & its Applications on Coastal Dispersion Modelling
- Differential Games & Equilibriums of Fusion Reactors
- Thermophoresis & Brownian Diffusion of Nanoparticles in a Nonisothermal Gas Flow
- On the Joint Distribution of Quadratic Functionals of Brownian Motion
- Two Extensions of Fractional Brownian Motion: Application to Trabecular Bone Radiographs.
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