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Book Path Integrals for Stochastic Processes

Download or read book Path Integrals for Stochastic Processes written by Horacio S. Wio and published by World Scientific. This book was released on 2013 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.

Book Equivariant Cohomology and Localization of Path Integrals

Download or read book Equivariant Cohomology and Localization of Path Integrals written by Richard J. Szabo and published by Springer Science & Business Media. This book was released on 2003-07-01 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, addressing both researchers and graduate students, reviews equivariant localization techniques for the evaluation of Feynman path integrals. The author gives the relevant mathematical background in some detail, showing at the same time how localization ideas are related to classical integrability. The text explores the symmetries inherent in localizable models for assessing the applicability of localization formulae. Various applications from physics and mathematics are presented.

Book Path Integrals

    Book Details:
  • Author : George J. Papadopoulos
  • Publisher : Springer Science & Business Media
  • Release : 2013-11-11
  • ISBN : 1468491407
  • Pages : 516 pages

Download or read book Path Integrals written by George J. Papadopoulos and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Advanced Study Institute on "Path Integrals and Their Applications in Quantum, Statistical, and Solid State Physics" was held at the University of Antwerpen (R.U.C.A.), July 17-30, 1977. The Institute was sponsored by NATO. Co-sponsors were: A.C.E.C. (Belgium), Agfa-Gevaert (Belgium), l'Air Li~uide BeIge (Belgium), Be1gonucleaire (Belgium), Bell Telephone Mfg. Co. (Belgium), Boelwerf (Belgium), Generale BankmaatschappiJ (Belgium), I.B.M. (Belgium), Kredietbank (Belgium), National Science Foundation (U.S.A.), Siemens (Belgium). A total of 100 lecturers and partici pants attended the Institute. The development of path (or functional) integrals in relation to problems of stochastic nature dates back to the early 20's. At that time, Wiener succeeded in obtaining the fundamental solution of the diffusion e~uation using Einstein's joint probability of finding a Brownian particle in a succession of space intervals during a corresponding succession of time intervals. Dirac in the early 30's sowed the seeds of the path integral formulation of ~uantum mecha nics. However, the major and decisive step in this direction was taken with Feynman's works in ~uantum and statistical physics, and quantum electrodynamicso The applications now extend to areas such as continuous mechanics, and recently functional integration methods have been employed by Edwards for the study of polymerized matter

Book Path integral methods and their applications

Download or read book Path integral methods and their applications written by and published by Allied Publishers. This book was released on 2002 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Path Integrals in Physics

Download or read book Path Integrals in Physics written by M Chaichian and published by CRC Press. This book was released on 2018-10-03 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Path Integrals in Physics: Volume I, Stochastic Processes and Quantum Mechanics presents the fundamentals of path integrals, both the Wiener and Feynman type, and their many applications in physics. Accessible to a broad community of theoretical physicists, the book deals with systems possessing a infinite number of degrees in freedom. It discusses the general physical background and concepts of the path integral approach used, followed by a detailed presentation of the most typical and important applications as well as problems with either their solutions or hints how to solve them. It describes in detail various applications, including systems with Grassmann variables. Each chapter is self-contained and can be considered as an independent textbook. The book provides a comprehensive, detailed, and systematic account of the subject suitable for both students and experienced researchers.

Book Elements of Applied Bifurcation Theory

Download or read book Elements of Applied Bifurcation Theory written by Yuri Kuznetsov and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing readers with a solid basis in dynamical systems theory, as well as explicit procedures for application of general mathematical results to particular problems, the focus here is on efficient numerical implementations of the developed techniques. The book is designed for advanced undergraduates or graduates in applied mathematics, as well as for Ph.D. students and researchers in physics, biology, engineering, and economics who use dynamical systems as model tools in their studies. A moderate mathematical background is assumed, and, whenever possible, only elementary mathematical tools are used. This new edition preserves the structure of the first while updating the context to incorporate recent theoretical developments, in particular new and improved numerical methods for bifurcation analysis.

Book Feynman s Thesis

    Book Details:
  • Author : Richard Phillips Feynman
  • Publisher : World Scientific
  • Release : 2005
  • ISBN : 9812563660
  • Pages : 142 pages

Download or read book Feynman s Thesis written by Richard Phillips Feynman and published by World Scientific. This book was released on 2005 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: Richard Feynman's never previously published doctoral thesis formed the heart of much of his brilliant and profound work in theoretical physics. Entitled ?The Principle of Least Action in Quantum Mechanics," its original motive was to quantize the classical action-at-a-distance electrodynamics. Because that theory adopted an overall space?time viewpoint, the classical Hamiltonian approach used in the conventional formulations of quantum theory could not be used, so Feynman turned to the Lagrangian function and the principle of least action as his points of departure.The result was the path integral approach, which satisfied ? and transcended ? its original motivation, and has enjoyed great success in renormalized quantum field theory, including the derivation of the ubiquitous Feynman diagrams for elementary particles. Path integrals have many other applications, including atomic, molecular, and nuclear scattering, statistical mechanics, quantum liquids and solids, Brownian motion, and noise theory. It also sheds new light on fundamental issues like the interpretation of quantum theory because of its new overall space?time viewpoint.The present volume includes Feynman's Princeton thesis, the related review article ?Space?Time Approach to Non-Relativistic Quantum Mechanics? [Reviews of Modern Physics 20 (1948), 367?387], Paul Dirac's seminal paper ?The Lagrangian in Quantum Mechanics'' [Physikalische Zeitschrift der Sowjetunion, Band 3, Heft 1 (1933)], and an introduction by Laurie M Brown.

Book Lectures in Theoretical Physics

Download or read book Lectures in Theoretical Physics written by Asim Orhan Barut and published by . This book was released on 1972-08 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Path Integrals For Pedestrians

Download or read book Path Integrals For Pedestrians written by Ennio Gozzi and published by World Scientific Publishing Company. This book was released on 2015-11-18 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to provide a quick pedagogical introduction to path integrals. It contains original material that never before has appeared in a book, for example the path integrals for the Wigner functions and for Classical Mechanics. This application to Classical Mechanics connects different fields like Hamiltonian mechanics and differential geometry, so the book is suitable for students and researchers from various disciplines.

Book System Control and Rough Paths

Download or read book System Control and Rough Paths written by Terry Lyons and published by Oxford University Press. This book was released on 2002 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work describes a completely novel mathematical development which has already influenced probability theory, and has potential for application to engineering and to areas of pure mathematics: the evolution of complex non-linear systems subject to rough or rapidly fluctuating stimuli.

Book Geometric Integration Theory

Download or read book Geometric Integration Theory written by Steven G. Krantz and published by Springer Science & Business Media. This book was released on 2008-12-15 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces geometric measure theory through the notion of currents. Currents, continuous linear functionals on spaces of differential forms, are a natural language in which to formulate types of extremal problems arising in geometry, and can be used to study generalized versions of the Plateau problem and related questions in geometric analysis. Motivating key ideas with examples and figures, this book is a comprehensive introduction ideal for both self-study and for use in the classroom. The exposition demands minimal background, is self-contained and accessible, and thus is ideal for both graduate students and researchers.

Book Path Integrals

    Book Details:
  • Author : Wolfhard Janke
  • Publisher : World Scientific
  • Release : 2008
  • ISBN : 9812837264
  • Pages : 629 pages

Download or read book Path Integrals written by Wolfhard Janke and published by World Scientific. This book was released on 2008 with total page 629 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume contains selected talks and poster presentations from the 9th International Conference on Path Integrals ? New Trends and Perspectives, which took place at the Max Planck Institute for the Physics of Complex Systems in Dresden, Germany, during the period September 23?28, 2007. Continuing the well-developed tradition of the conference series, the present status of both the different techniques of path integral calculations and their diverse applications to many fields of physics and chemistry is reviewed. This is reflected in the main topics in this volume, which range from more traditional fields such as general quantum physics and quantum or statistical field theory through technical aspects like Monte Carlo simulations to more modern applications in the realm of quantum gravity and astrophysics, condensed matter physics with topical subjects such as Bose?Einstein condensation or quantum wires, biophysics and econophysics. All articles are successfully tied together by the common method of path integration; as a result, special methodological advancements in one topic could be transferred to other topics.

Book Lectures on Partial Differential Equations

Download or read book Lectures on Partial Differential Equations written by Vladimir I. Arnold and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: Choice Outstanding Title! (January 2006) This richly illustrated text covers the Cauchy and Neumann problems for the classical linear equations of mathematical physics. A large number of problems are sprinkled throughout the book, and a full set of problems from examinations given in Moscow are included at the end. Some of these problems are quite challenging! What makes the book unique is Arnold's particular talent at holding a topic up for examination from a new and fresh perspective. He likes to blow away the fog of generality that obscures so much mathematical writing and reveal the essentially simple intuitive ideas underlying the subject. No other mathematical writer does this quite so well as Arnold.

Book Path Integrals in Quantum Mechanics

Download or read book Path Integrals in Quantum Mechanics written by Jean Zinn-Justin and published by . This book was released on 2010-07-08 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum field theory is hardly comprehensible without path integrals: the goal of this book is to introduce students to this topic within the context of ordinary quantum mechanics and non-relativistic many-body theory, before facing the problems associated with the more involved quantum field theory formalism.

Book Statistical Mechanics  Algorithms and Computations

Download or read book Statistical Mechanics Algorithms and Computations written by Werner Krauth and published by OUP Oxford. This book was released on 2006-09-14 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the computational approach in modern statistical physics in a clear yet accessible way, and works out its intimate relations with other approaches in theoretical physics. Individual chapters focus on subjects as diverse as the hard sphere liquid, classical spin models, single quantum particles and Bose-Einstein condensation. They contain in-depth discussions of algorithms ranging from basic enumeration methods to modern Monte Carlo techniques. The emphasis is on orientation. Discussions of implementation details are kept to a minimum. The book heavily relies on illustrations, tables and concise printed algorithms to convey key information: all the material remains easily accessible. The book is fully self-contained: graphs and tables can be readily reproduced by programming at most a few dozen lines of computer code. Most sections lead from an elementary discussion to the rich and difficult problems of contemporary computational and statistical physics, and will be of interest to a wide range of students, teachers and researchers in physics and the neighboring sciences. An accompanying CD allows to incorporate the layout material (illustrations, tables, schematic programs) into the reader's own presentations.

Book Quantum Field Theory  A Tourist Guide for Mathematicians

Download or read book Quantum Field Theory A Tourist Guide for Mathematicians written by Gerald B. Folland and published by American Mathematical Soc.. This book was released on 2021-02-03 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum field theory has been a great success for physics, but it is difficult for mathematicians to learn because it is mathematically incomplete. Folland, who is a mathematician, has spent considerable time digesting the physical theory and sorting out the mathematical issues in it. Fortunately for mathematicians, Folland is a gifted expositor. The purpose of this book is to present the elements of quantum field theory, with the goal of understanding the behavior of elementary particles rather than building formal mathematical structures, in a form that will be comprehensible to mathematicians. Rigorous definitions and arguments are presented as far as they are available, but the text proceeds on a more informal level when necessary, with due care in identifying the difficulties. The book begins with a review of classical physics and quantum mechanics, then proceeds through the construction of free quantum fields to the perturbation-theoretic development of interacting field theory and renormalization theory, with emphasis on quantum electrodynamics. The final two chapters present the functional integral approach and the elements of gauge field theory, including the Salam–Weinberg model of electromagnetic and weak interactions.

Book Path Integrals and Quantum Processes

Download or read book Path Integrals and Quantum Processes written by Mark S. Swanson and published by Courier Corporation. This book was released on 2014-02-19 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level, systematic presentation of path integral approach to calculating transition elements, partition functions, and source functionals. Covers Grassmann variables, field and gauge field theory, perturbation theory, and nonperturbative results. 1992 edition.