Focusing on the mathematics that lies at the intersection of probability theory, statistical physics, combinatorics and computer science, this volume collects together lecture notes on recent developments in the area. The common ground of these subjects is perhaps best described by the three terms in the title: Random Walks, Random Fields and Disordered Systems. The specific topics covered include a study of Branching Brownian Motion from the perspective of disordered (spin-glass) systems,...

The proceedings of the 2005 les Houches summer school on Mathematical Statistical Physics give and broad and clear overview on this fast developing area of interest to both physicists and mathematicians. - Introduction to a field of math with many interdisciplinary connections in physics, biology, and computer science - Roadmap to the next decade of mathematical statistical mechanics - Volume for reference years to come

This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes.The authors shed new light on the metastability phenomenon as a sequence of visits of the path of the process to different metastable sets, and foc...

Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on th...

This is a one-of-a-kind reference for anyone with a serious interest in mathematics. Edited by Timothy Gowers, a recipient of the Fields Medal, it presents nearly two hundred entries, written especially for this book by some of the world's leading mathematicians, that introduce basic mathematical tools and vocabulary; trace the development of modern mathematics; explain essential terms and concepts; examine core ideas in major areas of mathematics; describe the achievements of scores of fa...

This first volume, a three-part introduction to the subject, is intended for students with a beginning knowledge of mathematical analysis who are motivated to discover the ideas that shape Fourier analysis. It begins with the simple conviction that Fourier arrived at in the early nineteenth century when studying problems in the physical sciences--that an arbitrary function can be written as an infinite sum of the most basic trigonometric functions.The first part implements this ide...

A complete introduction to partial differential equations, this textbook provides a rigorous yet accessible guide to students in mathematics, physics and engineering. The presentation is lively and up to date, paying particular emphasis to developing an appreciation of underlying mathematical theory. Beginning with basic definitions, properties and derivations of some basic equations of mathematical physics from basic principles, the book studies first order equations, classification of se...

Based on lectures given at Zhejiang University in Hangzhou, China, and Johns Hopkins University, this book introduces eigenfunctions on Riemannian manifolds. Christopher Sogge gives a proof of the sharp Weyl formula for the distribution of eigenvalues of Laplace-Beltrami operators, as well as an improved version of the Weyl formula, the Duistermaat-Guillemin theorem under natural assumptions on the geodesic flow. Sogge shows that there is quantum ergodicity of eigenfunctions if the geodesi...

The area of coalgebra has emerged within theoretical computer science with a unifying claim: to be the mathematics of computational dynamics. It combines ideas from the theory of dynamical systems and from the theory of state-based computation. Although still in its infancy, it is an active area of research that generates wide interest. Written by one of the founders of the field, this book acts as the first mature and accessible introduction to coalgebra. It provides clear mathematical ex...

This text presents the two complementary aspects of thermal physics as an integrated theory of the properties of matter. Conceptual understanding is promoted by thorough development of basic concepts. In contrast to many texts, statistical mechanics, including discussion of the required probability theory, is presented first. This provides a statistical foundation for the concept of entropy, which is central to thermal physics. A unique feature of the book is the development of entropy bas...

The book systematically presents the theories of pseudo-differential operators with symbols singular in dual variables, fractional order derivatives, distributed and variable order fractional derivatives, random walk approximants, and applications of these theories to various initial and multi-point boundary value problems for pseudo-differential equations. Fractional Fokker-Planck-Kolmogorov equations associated with a large class of stochastic processes are presented. A complex version o...

The volume is dedicated to Stephen Smale on the occasion of his 80th birthday.Besides his startling 1960 result of the proof of the Poincar´e conjecture for all dimensionsgreater than or equal to five, Smale’s ground breaking contributions invarious fields in Mathematics have marked the second part of the 20th century andbeyond. Stephen Smale has done pioneering work in differential topology, globalanalysis, dynamical systems, nonlinear functional analysis, numerical analysis, theoryof com...