Conference III: Brownian Motion, Complex Systems and Physics in Biology

In the first paragraph of one of his celebrated papers published in 1905, Einstein wrote: . . . according to the molecular-kinetic theory of heat, bodies of microscopically-visible size suspended in a liquid will perform movements of such magnitude that they can be easily observed in a microscope. It is possible that [these] movements are identical with the so-called ”Brownian molecular motion”. This article along with his doctoral dissertation and the paper published in the following year set the basis for the theory of Brownian motion which would prove to be - for years to come until nowadays - a source of inspiration in the analysis of fundamental and practical problems in Statistical Physics, in the theory of fluids, and in condensed matter physics, further extending into the theory of stochastic processes, dynamical systems theory, theoretical biology, and the theory of financial markets.
Various aspects of modern implications of the theory of Brownian motion and the ensuing new perspectives are the components of the spectrum of topics that constitute the program of the Symposium Brownian Motion, Complex Systems, and Physics in Biology. Invited speakers will discuss how ideas based on the theory of Brownian motion lead to the analysis of problems such a Stochastic Resonance, Brownian motors, anomalous diffusion, and more generally the complexity of biological physics. Starting from the paradigmatic random walk model, Louis Bachelier developed his ”Théorie de la spéculation” in his thesis presented at the Sorbonne in 1900 and his ideas - forgotten for more than half a century - have been reactivated in the new field of Econophysics which is theme of the second part of the Symposium where the complexity of financial markets will be explored. Complexity is also at the core of the physics of the atmosphere which will be the main subject of the third part of the symposium.

Plenary Speaker
G. Ahlers, University of California, Santa Barbara (USA)
H. Berg, Harvard University (USA) (tbc)
G. Brasseur, Max-Planck Institut für Meteorologie, Hamburg (D)
D. Challet, University of Oxford (UK)
P. Hänggi: University of Augsburg (D)
Y. Klafter, Tel-Aviv University (IL) (tbc)
T. Lux , Universität Kiel (D)
A. Vulpiani, INFM, Università La Sapienza, Roma (I)

Symposium BB From Brownian Motion to the Complexity of Biological Physics
Various aspects of modern implications of Einstein’s theory developed in his 1905 article on the theory of the Brownian movement and ensuing new perspectives are the components of the spectrum of topics that constitute the program of this Symposium. Invited speakers will discuss how ideas based on the theory of random walks and Brownian motion lead to the analysis of problems such as stochastic resonance, classical and quantum Brownian motors, anomalous diffusion, critical fluctuations, signals and noise, and more generally the complexity of biological physics.

Chairs
J.P. Boon, Université Libre, Bruxelles (B)
T. Duke, University of Cambridge (UK)

Members
P. Hänggi, Universität Augsburg (D)
M. San Miguel, IMEDEA, Palma de Mallorca (E)

Invited Speakers
D. Frenkel, FOM-Institute for Atomic and Molecular Physics (NL) (tbc)
P. Jung, University of Ohio, Athens (USA) (tbc)
F. Marchesoni, Università di Camerino (I) (tbc)
J. Prost, Ecole Supérieure de Physique et de Chimie Industrielles, Paris (F) (tbc)
C. Veigel, National Institute for Medical Research, London, UK (tbc)

Symposium BR From Random Walks to the Complexity of Financial Markets
Financial time series represent an extremely rich and fascinating source of questions, where a trace of human activity is recorded and stored in a quantitative way, sometimes over hundreds of years. These time series, perhaps surprisingly, turn out to reveal a very rich and non trivial statistical structure. Statistical models that describe these fluctuations have a long history, which dates back to Bachelier's “Brownian walk” model for speculative prices in 1900, five years before Einstein's theory of the Brownian motion. Much more sophisticated models are however needed to describe more faithfully empirical data. For example, that financial data share many statistical properties with turbulent velocity intermittent, multifractal fluctuations. The recent availability of very high frequency data allows one to dwell very deep into the mechanisms underlying the intermittent random walk nature of price fluctuations.

Chairs
P. Alstrom, Niels Bohr Institute, Copenhagen (DK)
J.-P. Bouchaud, CEA, Saclay (F)

Members
M. Ausloos, Université de Liège (B)
J. Keretsz, University of Budapest (H)

Invited Speakers
H. Foellmer, Humboldt Universität zu Berlin (D)
R. Mantegna, Università di Palermo (I)
J.F. Muzy, CNRS (F)
J. Peinke, Universität Oldenburg (D)

Symposium BP Physics of the Atmosphere (with the ESA Earth Observation Directorate)
Physics of the Atmosphere has become a hot topic of research. Its relevance to environmental and climate change is placing urgency on the development of scientific understanding. Immediate needs for better understanding arise also from health physics aspects of air pollution and surface UV radiation. global observations of the terrestrial atmosphere can only be practically achieved by satellites and these measurements need to be added to ground based and airborne observation and assimilated in models in order to gain scientific understanding of the Earth system. In this session, both observation and modelling aspects will be covered.

Chairs
A. Goede, KNMI, De Bilt (NL)
C. Zehner, ESA, Frascati (I)

Members
H. Kelder, KNMI, De Bilt (NL)
K. Künzi, Universität Bremen (D)
J. Staehelin, ETH Zürich (CH)

Invited Speakers
G. Bergametti, Université de Paris (F) (tbc)
O. Boucher,Université de Lille-I (F) (tbc)
J. Burrows, Universität Bremen (D)
H. Eskes, KNMI (NL)
H. Fischer, Universität Karlsruhe (D)