P. Lévy's work on random walks with infinite moments, developed more than half a century ago, has now been fully appreciated as a foundation of probabilistic aspects of fractals and chaos as well as scale-invariant processes. This is the first book for physicists devoted to Lévy processes. It includes thorough review articles on applications in fluid and gas dynamics, in dynamical systems including anomalous diffusion and in statistical mechanics. Various articles approach mathematical problems and finally the volume addresses problems in theoretical biology. The book is introduced by a personal recollection of P. Lévy written by B. Mandelbrot.
This volume comprises the author's account of the development of novel results in random walk theory and its applications during the fractal and chaos revolutions. The early history of probability is presented in an engaging manner, and peppered with pitfalls and paradoxes. Readers will find the introduction of Paul Lévy's work via Mandelbrot's Lévy flights which are featured uniquely as Weierstrass and Riemann random walks.Generalizations to coupled memories, internal states and fractal time are introduced at the level for graduate students. Mathematical developments are explained including Green's functions, inverse Mellin transforms, Jacobians, and matrix methods. Applications are made to anomalous diffusion and conductivity in amorphous semiconductors and supercooled liquids. The glass transition is discussed especially for pressure effects.All along the way, personal stories are recounted and special appreciations are made to Elliott Montroll and Harvey Scher for their ever-expanding influence on the field of non-equilibrium anomalous processes that now are found in topics including disordered materials, water table processes, animal foraging, blinking quantum dots, rotating flows, optical lattices, dynamical strange attractors and strange kinetics.
What really happens when you submit a research proposal to a government funding agency? Seeking answers, I joined the Office of Naval Research (ONR) for what I thought would be a one-year stint. That year turned into forty.Founded in 1946 as the first government agency dedicated to science and technology funding, ONR has a rich history — one that I witnessed firsthand. But ONR was far more than just reading proposals. It meant working alongside the Naval Research Laboratory, the Naval Warfare Centers, DARPA, and global offices abroad. It meant unexpected opportunities, travel, brilliant colleagues, and visionary leadership.While ONR supported my research in statistical physics, my programs focused on nonlinear science — managing instability, predicting and controlling it, and sometimes even exploiting it. Chaos theory, a prime example of nonlinear dynamics, has led to surprising and far-reaching applications.
What really happens when you submit a research proposal to a government funding agency? Seeking answers, I joined the Office of Naval Research (ONR) for what I thought would be a one-year stint. That year turned into forty.Founded in 1946 as the first government agency dedicated to science and technology funding, ONR has a rich history — one that I witnessed firsthand. But ONR was far more than just reading proposals. It meant working alongside the Naval Research Laboratory, the Naval Warfare Centers, DARPA, and global offices abroad. It meant unexpected opportunities, travel, brilliant colleagues, and visionary leadership.While ONR supported my research in statistical physics, my programs focused on nonlinear science — managing instability, predicting and controlling it, and sometimes even exploiting it. Chaos theory, a prime example of nonlinear dynamics, has led to surprising and far-reaching applications.