A Road to Randomness in Physical Systems: 71 (Lecture Notes in Statistics, 71) - Softcover

Engel, Eduardo M.R.A.

Softcover

ISBN 10: 0387977406 ISBN 13: 9780387977409

Publisher: Springer, 1992

Synopsis

There are many ways of introducing the concept of probability in classical, i. e, deter­ ministic, physics. This work is concerned with one approach, known as "the method of arbitrary funetionJ. " It was put forward by Poincare in 1896 and developed by Hopf in the 1930's. The idea is the following. There is always some uncertainty in our knowledge of both the initial conditions and the values of the physical constants that characterize the evolution of a physical system. A probability density may be used to describe this uncertainty. For many physical systems, dependence on the initial density washes away with time. Inthese cases, the system's position eventually converges to the same random variable, no matter what density is used to describe initial uncertainty. Hopf's results for the method of arbitrary functions are derived and extended in a unified fashion in these lecture notes. They include his work on dissipative systems subject to weak frictional forces. Most prominent among the problems he considers is his carnival wheel example, which is the first case where a probability distribution cannot be guessed from symmetry or other plausibility considerations, but has to be derived combining the actual physics with the method of arbitrary functions. Examples due to other authors, such as Poincare's law of small planets, Borel's billiards problem and Keller's coin tossing analysis are also studied using this framework. Finally, many new applications are presented.

About this title

Synopsis

There are many ways of introducing the concept of probability in classical, deterministic physics. This volume is concerned with one approach, known as 'the method of arbitrary functions', which was first considered by Poincare. Essentially, the method proceeds by associating some uncertainty to our knowledge of both the initial conditions and the values of the physical constants that characterize the evolution of a physical system. By modeling this uncertainty by a probability density distribution, it is then possible to analyze how the state of the system evolves through time. This approach may be applied to a wide variety of classical problems and the author considers here examples as diverse as bouncing balls, simple and coupled harmonic oscillators, integrable systems (such as spinning tops), planetary motion, and billiards. An important aspect of this account is to study the speed of convergence for solutions in order to determine the practical relevance of the method of arbitrary functions for specific examples. Consequently, both new results on convergence, and tractable upper bounds are derived and applied.

Edition details

• Publisher: Springer
• Publication date: 1992
• Language: English
• ISBN 10: 0387977406
• ISBN 13: 9780387977409
• Binding: Paperback
• Number of pages: 164