Fractals In Probability And Analysis

A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.

In the 50 years since Mandelbrot identified the fractality of coastlines, mathematicians and physicists have developed a rich and beautiful theory describing the interplay between analytic, geometric and probabilistic aspects of the mathematics of fractals. Using classical and abstract analytic tools developed by Cantor, Hausdorff, and Sierpinski, they have sought to address fundamental questions: How can we measure the size of a fractal set? How do waves and heat travel on irregular structures? How are analysis, geometry and stochastic processes related in the absence of Euclidean smooth structure? What new physical phenomena arise in the fractal-like settings that are ubiquitous in nature?This book introduces background and recent progress on these problems, from both established leaders in the field and early career researchers. The book gives a broad introduction to several foundational techniques in fractal mathematics, while also introducing some specific new and significant results of interest to experts, such as that waves have infinite propagation speed on fractals. It contains sufficient introductory material that it can be read by new researchers or researchers from other areas who want to learn about fractal methods and results.

Combines analysis and tools from probability, harmonic analysis, operator theory, and engineering (signal/image processing) Interdisciplinary focus with hands-on approach, generous motivation and new pedagogical techniques Numerous exercises reinforce fundamental concepts and hone computational skills Separate sections explain engineering terms to mathematicians and operator theory to engineers Fills a gap in the literature

Over the last fifteen years fractal geometry has established itself as a substantial mathematical theory in its own right. The interplay between fractal geometry, analysis and stochastics has highly influenced recent developments in mathematical modeling of complicated structures. This process has been forced by problems in these areas related to applications in statistical physics, biomathematics and finance. This book is a collection of survey articles covering many of the most recent developments, like Schramm-Loewner evolution, fractal scaling limits, exceptional sets for percolation, and heat kernels on fractals. The authors were the keynote speakers at the conference "Fractal Geometry and Stochastics IV" at Greifswald in September 2008.

This ASI- which was also the 28th session of the Seminaire de mathematiques superieures of the Universite de Montreal - was devoted to Fractal Geometry and Analysis. The present volume is the fruit of the work of this Advanced Study Institute. We were fortunate to have with us Prof. Benoit Mandelbrot - the creator of numerous concepts in Fractal Geometry - who gave a series of lectures on multifractals, iteration of analytic functions, and various kinds of fractal stochastic processes. Different foundational contributions for Fractal Geometry like measure theory, dy namical systems, iteration theory, branching processes are recognized. The geometry of fractal sets and the analytical tools used to investigate them provide a unifying theme of this book. The main topics that are covered are then as follows. Dimension Theory. Many definitions of fractional dimension have been proposed, all of which coincide on "regular" objects, but often take different values for a given fractal set. There is ample discussion on piecewise estimates yielding actual values for the most common dimensions (Hausdorff, box-counting and packing dimensions). The dimension theory is mainly discussed by Mendes-France, Bedford, Falconer, Tricot and Rata. Construction of fractal sets. Scale in variance is a fundamental property of fractal sets.

This book covers analysis on fractals, a developing area of mathematics which focuses on the dynamical aspects of fractals, such as heat diffusion on fractals and the vibration of a material with fractal structure. The book provides a self-contained introduction to the subject, starting from the basic geometry of self-similar sets and going on to discuss recent results, including the properties of eigenvalues and eigenfunctions of the Laplacians, and the asymptotical behaviors of heat kernels on self-similar sets. Requiring only a basic knowledge of advanced analysis, general topology and measure theory, this book will be of value to graduate students and researchers in analysis and probability theory. It will also be useful as a supplementary text for graduate courses covering fractals.

The idea of modeling the behaviour of phenomena at multiple scales has become a useful tool in both pure and applied mathematics. Fractal-based techniques lie at the heart of this area, as fractals are inherently multiscale objects; they very often describe nonlinear phenomena better than traditional mathematical models. In many cases they have been used for solving inverse problems arising in models described by systems of differential equations and dynamical systems. "Fractal-Based Methods in Analysis" draws together, for the first time in book form, methods and results from almost twenty years of research in this topic, including new viewpoints and results in many of the chapters. For each topic the theoretical framework is carefully explained using examples and applications. The second chapter on basic iterated function systems theory is designed to be used as the basis for a course and includes many exercises. This chapter, along with the three background appendices on topological and metric spaces, measure theory, and basic results from set-valued analysis, make the book suitable for self-study or as a source book for a graduate course. The other chapters illustrate many extensions and applications of fractal-based methods to different areas. This book is intended for graduate students and researchers in applied mathematics, engineering and social sciences. Herb Kunze is a professor of mathematics at the University of Guelph in Ontario. Davide La Torre is an associate professor of mathematics in the Department of Economics, Management and Quantitative Methods of the University of Milan. Franklin Mendivil is a professor of mathematics at Acadia University in Nova Scotia. Edward Vrscay is a professor in the department of Applied Mathematics at the University of Waterloo in Ontario. The major focus of their research is on fractals and the applications of fractals.

Fractal geometry is a new and promising field for researchers from different disciplines such as mathematics, physics, chemistry, biology and medicine. It is used to model complicated natural and technical phenomena. The most convincing models contain an element of randomness so that the combination of fractal geometry and stochastics arises in between these two fields. It contains contributions by outstanding mathematicians and is meant to highlight the principal directions of research in the area. The contributors were the main speakers attending the conference "Fractal Geometry and Stochastics" held at Finsterbergen, Germany, in June 1994. This was the first international conference ever to be held on the topic. The book is addressed to mathematicians and other scientists who are interested in the mathematical theory concerning: • Fractal sets and measures • Iterated function systems • Random fractals • Fractals and dynamical systems, and • Harmonic analysis on fractals. The reader will be introduced to the most recent results in these subjects. Researchers and graduate students alike will benefit from the clear expositions.