This book analyzes stochastic processes on networks and regular structures such as lattices by employing the Markovian random walk approach. Part 1 is devoted to the study of local and non-local random walks. It shows how non-local random walk strategies can be defined by functions of the Laplacian matrix that maintain the stochasticity of the transition probabilities. A major result is that only two types of functions are admissible: type (i) functions generate asymptotically local walks with the emergence of Brownian motion, whereas type (ii) functions generate asymptotically scale-free non-local “fractional” walks with the emergence of Lévy flights. In Part 2, fractional dynamics and Lévy flight behavior are analyzed thoroughly, and a generalization of Pólya's classical recurrence theorem is developed for fractional walks. The authors analyze primary fractional walk characteristics such as the mean occupation time, the mean first passage time, the fractal scaling of the set of distinct nodes visited, etc. The results show the improved search capacities of fractional dynamics on networks.

This book marks the 60th birthday of Prof. Vladimir Erofeev – a well-known specialist in the field of wave processes in solids, fluids, and structures. Featuring a collection of papers related to Prof. Erofeev’s contributions in the field, it presents articles on the current problems concerning the theory of nonlinear wave processes in generalized continua and structures. It also discusses a number of applications as well as various discrete and continuous dynamic models of structures and media and problems of nonlinear acoustic diagnostics.

This book analyzes stochastic processes on networks and regular structures such as lattices by employing the Markovian random walk approach. Part 1 is devoted to the study of local and non-local random walks. It shows how non-local random walk strategies can be defined by functions of the Laplacian matrix that maintain the stochasticity of the transition probabilities. A major result is that only two types of functions are admissible: type (i) functions generate asymptotically local walks with the emergence of Brownian motion, whereas type (ii) functions generate asymptotically scale-free non-local “fractional” walks with the emergence of Lévy flights. In Part 2, fractional dynamics and Lévy flight behavior are analyzed thoroughly, and a generalization of Pólya's classical recurrence theorem is developed for fractional walks. The authors analyze primary fractional walk characteristics such as the mean occupation time, the mean first passage time, the fractal scaling of the set of distinct nodes visited, etc. The results show the improved search capacities of fractional dynamics on networks.

This book touches upon various aspects of a very interesting, and growing in popularity category of models of dynamical systems. These are the so-called fractional-order systems. Such models are not only relevant for many fields of science and technology, but may also find numerous applications in other disciplines applying the mathematical modelling tools. Thus, the book is intended for a very wide audience of professionals who want to expand their knowledge of systems modelling and its applications. The book includes the selections of papers presented at the International Conference on Fractional Calculus and its Applications organized by the Warsaw University of Technology and was held online on 6–8 September 2021. The International Conference on Fractional Calculus and its Applications (ICFDA) has an almost twenty years history. It started in Bordeaux (France) in 2004, followed by Porto (Portugal) 2006, Istanbul (Turkey) 2008, Badajoz (Spain) 2010, Nanjing (China) 2012, Catania (Italy) 2014, Novi Sad (Serbia) 2016, Amman (Jordan) 2018. Next ICFDA was planned in 2020 in Warsaw (Poland), but COVID-19 pandemic shifted it to 6–8 September 2021. Hence, the organizers were forced to change the form of the conference to the online one. In the volume twenty eight high-quality research papers presented during the ICFDA 2021 eleven Regular Sessions with an additional online Discussion Session are presented. The presented papers are scientifically inspiring, leading to new fruitful ideas. They cover a very broad range of many disciplines. Nowadays, and especially in such a subject as fractional calculus, it is very difficult to assign papers to specific scientific areas. So, many of the papers included have an interdisciplinary character.

This book - comprised of three separate volumes - presents the recent developments and research discoveries in structural and solid mechanics; it is dedicated to Professor Isaac Elishakoff. This first volume is devoted to the statics and stability of solid and structural members. Modern Trends in Structural and Solid Mechanics 1 has broad scope, covering topics such as: buckling of discrete systems (elastic chains, lattices with short and long range interactions, and discrete arches), buckling of continuous structural elements including beams, arches and plates, static investigation of composite plates, exact solutions of plate problems, elastic and inelastic buckling, dynamic buckling under impulsive loading, buckling and post-buckling investigations, buckling of conservative and non-conservative systems and buckling of micro and macro-systems. This book is intended for graduate students and researchers in the field of theoretical and applied mechanics.

Nonlinear dynamics is still a hot and challenging topic. In this edited book, we focus on fractional dynamics, infinite dimensional dynamics defined by the partial differential equation, network dynamics, fractal dynamics, and their numerical analysis and simulation.Fractional dynamics is a new topic in the research field of nonlinear dynamics which has attracted increasing interest due to its potential applications in the real world, such as modeling memory processes and materials. In this part, basic theory for fractional differential equations and numerical simulations for these equations will be introduced and discussed.In the infinite dimensional dynamics part, we emphasize on numerical calculation and theoretical analysis, including constructing various numerical methods and computing the corresponding limit sets, etc.In the last part, we show interest in network dynamics and fractal dynamics together with numerical simulations as well as their applications.

This book illustrates the powerful interplay between topological, algebraic and complex analytical methods, within the field of integrable systems, by addressing several theoretical and practical aspects. Contemporary integrability results, discovered in the last few decades, are used within different areas of mathematics and physics. Integrable Systems incorporates numerous concrete examples and exercises, and covers a wealth of essential material, using a concise yet instructive approach. This book is intended for a broad audience, ranging from mathematicians and physicists to students pursuing graduate, Masters or further degrees in mathematics and mathematical physics. It also serves as an excellent guide to more advanced and detailed reading in this fundamental area of both classical and contemporary mathematics.

Within the field of modeling complex objects in natural sciences, which considers systems that consist of a large number of interacting parts, a good tool for analyzing and fitting models is the theory of random evolutionary systems, considering their asymptotic properties and large deviations. In Random Evolutionary Systems we consider these systems in terms of the operators that appear in the schemes of their diffusion and the Poisson approximation. Such an approach allows us to obtain a number of limit theorems and asymptotic expansions of processes that model complex stochastic systems, both those that are autonomous and those dependent on an external random environment. In this case, various possibilities of scaling processes and their time parameters are used to obtain different limit results.

There is an extensive literature in the form of papers (but no books) on lattice dynamical systems. The book focuses on dissipative lattice dynamical systems and their attractors of various forms such as autonomous, nonautonomous and random. The existence of such attractors is established by showing that the corresponding dynamical system has an appropriate kind of absorbing set and is asymptotically compact in some way.There is now a very large literature on lattice dynamical systems, especially on attractors of all kinds in such systems. We cannot hope to do justice to all of them here. Instead, we have focused on key areas of representative types of lattice systems and various types of attractors. Our selection is biased by our own interests, in particular to those dealing with biological applications. One of the important results is the approximation of Heaviside switching functions in LDS by sigmoidal functions.Nevertheless, we believe that this book will provide the reader with a solid introduction to the field, its main results and the methods that are used to obtain them.

This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time. The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master’s or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors. Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance