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Books : reviews

Peter Salamon, Paolo Sibani, Richard Frost.
Facts, Conjectures, and Improvements for Simulated Annealing.
SIAM. 2002

Simulated annealing has proved to be an easy and reliable method for finding optimai values of a problem in cases where there is no road map to possible solutions. Facts, Conjectures, and Improvements for Simulated Annealing offers an introduction to this topic for novices and provides an informative review of the area for the more expert reader. This book brings together for the first time many of the theoretical foundations for improvements to algorithms for global optimization that until now existed only in scattered research articles.

The method described in this book operates by simulating the cooling of a (usually fictitious) physical system whose possible energies correspond to the values of the objective function being minimized. The analogy works because physical systems occupy only states with the lowest energy as the temperature is lowered to absolute zero.

This book is suitable for advanced undergraduate and graduate students and for professionals in a wide variety of subject areas: bioinformatics, chemistry, computer science, engineering, finance, geology, mathematics, and physics.

Paolo Sibani, Henrik Jeldtoft Jensen.
Stochastic Dynamics of Complex Systems: from glasses to evolution.
Imperial College Press. 2013

Dynamical evolution over long time scales is a prominent feature of all the systems we intuitively think of as complex – for example, ecosystems, the brain or the economy. In physics, the term ageing is used for this type of slow change, occurring over time scales much longer than the patience, or indeed the lifetime, of the observer. The main focus of this book is on the stochastic processes which cause ageing, and the surprising fact that the ageing dynamics of systems which are very different at the microscopic level can be treated in similar ways.

The first part of this book provides the necessary mathematical and computational tools and the second part helps the reader develop the intuition needed to deal with these systems. The content of some of the first few chapters has been covered in several other books, but the emphasis and selection of the topics reflect both the authors’ interests and the overall theme of the book. The second part contains an introduction to the scientific literature and deals in some detail with the description of the complex phenomena of a physical and biological nature, for example, disordered magnetic materials, superconductors and glasses, models of co-evolution in ecosystems and even of ant behaviour. These heterogeneous topics are all dealt with in detail using similar analytical techniques.

This book emphasizes the unity of complex dynamics and provides the tools needed to treat a large number of complex systems of current interest. The ideas and the approach to complex dynamics it presents have not appeared in book form elsewhere.