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Book Path Integrals In Quantum Mechanics  Statistics  Polymer Physics  And Financial Markets  5th Edition

Download or read book Path Integrals In Quantum Mechanics Statistics Polymer Physics And Financial Markets 5th Edition written by Hagen Kleinert and published by World Scientific. This book was released on 2009-05-18 with total page 1626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the fifth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have been made possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's time-sliced formula to include singular attractive 1/r- and 1/r2-potentials. The second is a new nonholonomic mapping principle carrying physical laws in flat spacetime to spacetimes with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations.In addition to the time-sliced definition, the author gives a perturbative, coordinate-independent definition of path integrals, which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely products of distributions.The powerful Feynman-Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent results. The convergence is uniform from weak to strong couplings, opening a way to precise evaluations of analytically unsolvable path integrals in the strong-coupling regime where they describe critical phenomena.Tunneling processes are treated in detail, with applications to the lifetimes of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A variational treatment extends the range of validity to small barriers. A corresponding extension of the large-order perturbation theory now also applies to small orders.Special attention is devoted to path integrals with topological restrictions needed to understand the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect.The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact, recently experienced in the world markets, that large fluctuations occur much more frequently than in Gaussian distributions.

Book Path Integrals in Quantum Mechanics  Statistics  Polymer Physics  and Financial Markets

Download or read book Path Integrals in Quantum Mechanics Statistics Polymer Physics and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2004 with total page 1512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman -- Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbationexpansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chem-Simons theory of particles with fractional statistics (anyohs) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black -- Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions.

Book Path Integrals in Quantum Mechanics  Statistics  Polymer Physics  and Financial Markets

Download or read book Path Integrals in Quantum Mechanics Statistics Polymer Physics and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2009 with total page 1626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.

Book Path Integrals in Quantum Mechanics  Statistics  and Polymer Physics

Download or read book Path Integrals in Quantum Mechanics Statistics and Polymer Physics written by Hagen Kleinert and published by World Scientific Publishing Company Incorporated. This book was released on 1990-01-01 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Introduction to Quantum Mechanics

    Book Details:
  • Author : Harald J W Müller-Kirsten
  • Publisher : World Scientific Publishing Company
  • Release : 2012-07-19
  • ISBN : 9814397768
  • Pages : 944 pages

Download or read book Introduction to Quantum Mechanics written by Harald J W Müller-Kirsten and published by World Scientific Publishing Company. This book was released on 2012-07-19 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text on quantum mechanics begins by covering all the main topics of an introduction to the subject. It then concentrates on newer developments. In particular it continues with the perturbative solution of the Schrödinger equation for various potentials and thereafter with the introduction and evaluation of their path integral counterparts. Considerations of the large order behavior of the perturbation expansions show that in most applications these are asymptotic expansions. The parallel consideration of path integrals requires the evaluation of these around periodic classical configurations, the fluctuation equations about which lead back to specific wave equations. The period of the classical configurations is related to temperature, and permits transitions to the thermal domain to be classified as phase transitions. In this second edition of the text important applications and numerous examples have been added. In particular, the chapter on the Coulomb potential has been extended to include an introduction to chemical bonds, the chapter on periodic potentials has been supplemented by a section on the band theory of metals and semiconductors, and in the chapter on large order behavior a section has been added illustrating the success of converging factors in the evaluation of asymptotic expansions. Detailed calculations permit the reader to follow every step.

Book Quantum Theory

    Book Details:
  • Author : Mihai V. Putz
  • Publisher : CRC Press
  • Release : 2013-06-06
  • ISBN : 1466558865
  • Pages : 240 pages

Download or read book Quantum Theory written by Mihai V. Putz and published by CRC Press. This book was released on 2013-06-06 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantum Theory: Density, Condensation, and Bonding presents in a unitary manner the main actual theories of matter, mainly the density function theory (DFT) for fermions, the Bose-Einstein condensation (BEC) for bosons, and chemical bonding as a special realization of the first two so-called mixed fermionic-bosonic states. The book covers the modern and ultimately developed quantum theories involving the key concepts of density, condensation, and bonding. The book compiles, for the first time, the density functional theory with Bose-Einstein condensation and chemical bonding theories in a fresh and novel perspective. The book introduces modern theories of matter structure and explains the nature of chemical bonds under the consecrated and ultimate quantum paradigms of molecular structure. The book is divided into three parts, one for each level of studies: Part I: Primer Density Functional Theory is suitable for undergraduate introductory courses in physics, chemistry, and the natural sciences. Part II: Primer Density Functional Bose-Einstein Condensation Theory would be suitable for graduate- or master-level courses in physics or natural sciences. Part III: Modern Quantum Theories of Chemical Bonding is written for the post-graduate, master or doctorate courses on quantum structure of molecules in chemistry or natural sciences. Thus, this book is organized as a succession of three linked courses, from undergraduate, to graduate, to postgraduate levels in modern quantum theories of many-body systems. It covers three main concepts: density, condensation, and bonding and contains the most celebrated and challenging theories of matter. The book provides a fresh perspective on the quantum theory of structure of physico-chemical systems and will show students at all levels and researchers the way for future elaboration and discoveries toward the unification of the physical and chemical concepts of matter.

Book Quantum Mechanics of Charged Particle Beam Optics  Understanding Devices from Electron Microscopes to Particle Accelerators

Download or read book Quantum Mechanics of Charged Particle Beam Optics Understanding Devices from Electron Microscopes to Particle Accelerators written by Ramaswamy Jagannathan and published by CRC Press. This book was released on 2019-05-20 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical Charged Particle Beam Optics used in the design and operation of all present-day charged particle beam devices, from low energy electron microscopes to high energy particle accelerators, is entirely based on classical mechanics. A question of curiosity is: How is classical charged particle beam optics so successful in practice though the particles of the beam, like electrons, are quantum mechanical? Quantum Mechanics of Charged Particle Beam Optics answers this question with a comprehensive formulation of ‘Quantum Charged Particle Beam Optics’ applicable to any charged particle beam device.

Book Advances in Financial Risk Management

Download or read book Advances in Financial Risk Management written by Jonathan A. Batten and published by Springer. This book was released on 2015-12-04 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.

Book Advanced Quantum Mechanics

    Book Details:
  • Author : Rainer Dick
  • Publisher : Springer Science & Business Media
  • Release : 2012-01-10
  • ISBN : 1441980768
  • Pages : 558 pages

Download or read book Advanced Quantum Mechanics written by Rainer Dick and published by Springer Science & Business Media. This book was released on 2012-01-10 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces quantum mechanics from the discovery of photons to field quantization, relativistic quantum fields and photon-matter interactions. It emphasizes the role of quantum theory for an understanding of materials and electromagnetic radiation.

Book The Palgrave Handbook of Quantum Models in Social Science

Download or read book The Palgrave Handbook of Quantum Models in Social Science written by Emmanuel Haven and published by Springer. This book was released on 2017-02-06 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is not intuitive to accept that there exists a link between quantum physical systems and cognitive systems. However, recent research has shown that cognitive systems and collective (social) systems, including biology, exhibit uncertainty which can be successfully modelled with quantum probability. The use of such probability allows for the modelling of situations which typically violate the laws of classical probability. The Palgrave Handbook of Quantum Models in Social Science is is a unique volume that brings together contributions from leading experts on key topics in this new and emerging field. Completely self-contained, it begins with an introductory section which gathers all the fundamental notions required to be able to understand later chapters. The handbook then moves on to address some of the latest research and applications for quantum methods in social science disciplines, including economics, politics and psychology. It begins with the issue of how the quantum mechanical framework can be applied to economics. Chapters devoted to this topic range from how Fisher information can be argued to play a role in economics, to the foundations and application of quantum game theory. The handbook then progresses in considering how belief states can be updated with the theory of quantum measurements (and also with more general methods). The practical use of the Hilbert space (and Fock space) in decision theory is then introduced, and open quantum systems are also considered. The handbook also treats a model of neural oscillators that reproduces some of the features of quantum cognition. Other contributions delve into causal reasoning using quantum Bayes nets and the role of quantum probability in modelling so called affective evaluation. The handbook is rounded off with two chapters which discuss the grand challenges which lie ahead of us. How can the quantum formalism be justified in social science and is the traditional quantum formalism too restrictive? Finally, a question is posed: whether there is a necessary role for quantum mathematical models to go beyond physics. This book will bring the latest and most cutting edge research on quantum theory to social science disciplines. Students and researchers across the discipline, as well as those in the fields of physics and mathematics will welcome this important addition to the literature.

Book Thermodynamics and Statistical Mechanics of Macromolecular Systems

Download or read book Thermodynamics and Statistical Mechanics of Macromolecular Systems written by Michael Bachmann and published by Cambridge University Press. This book was released on 2014-04-24 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reviewing statistical mechanics concepts for analysis of macromolecular structure formation processes, for graduate students and researchers in physics and biology.

Book Financial Econometrics and Empirical Market Microstructure

Download or read book Financial Econometrics and Empirical Market Microstructure written by Anil K. Bera and published by Springer. This book was released on 2014-11-18 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the era of Big Data our society is given the unique opportunity to understand the inner dynamics and behavior of complex socio-economic systems. Advances in the availability of very large databases, in capabilities for massive data mining, as well as progress in complex systems theory, multi-agent simulation and computational social science open the possibility of modeling phenomena never before successfully achieved. This contributed volume from the Perm Winter School address the problems of the mechanisms and statistics of the socio-economics system evolution with a focus on financial markets powered by the high-frequency data analysis. ​

Book Logic and Algebraic Structures in Quantum Computing

Download or read book Logic and Algebraic Structures in Quantum Computing written by Jennifer Chubb and published by Cambridge University Press. This book was released on 2016-02-26 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arising from a special session held at the 2010 North American Annual Meeting of the Association for Symbolic Logic, this volume is an international cross-disciplinary collaboration with contributions from leading experts exploring connections across their respective fields. Themes range from philosophical examination of the foundations of physics and quantum logic, to exploitations of the methods and structures of operator theory, category theory, and knot theory in an effort to gain insight into the fundamental questions in quantum theory and logic. The book will appeal to researchers and students working in related fields, including logicians, mathematicians, computer scientists, and physicists. A brief introduction provides essential background on quantum mechanics and category theory, which, together with a thematic selection of articles, may also serve as the basic material for a graduate course or seminar.

Book Essentials of Econophysics Modelling

Download or read book Essentials of Econophysics Modelling written by Frantisek Slanina and published by Oxford University Press, USA. This book was released on 2014 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of social phenomena in general. After a brief historical introduction, the book starts with a list of basic empirical data and proceeds to thorough investigation of mathematical and computer models. Many of the models are based on hypotheses of the behaviour of simplified agents. These comprise strategic thinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful. Examples of systems modelled in such a way include books of stock-market orders, and redistribution of wealth among individuals. Network effects are investigated in the interaction of economic agents. The book also describes how to model phenomena like cooperation and emergence of consensus. The book will be of benefit to graduate students and researchers in both Physics and Economics.

Book Collective Classical And Quantum Fields  In Plasmas  Superconductors  Superfluid 3he  And Liquid Crystals

Download or read book Collective Classical And Quantum Fields In Plasmas Superconductors Superfluid 3he And Liquid Crystals written by Hagen Kleinert and published by World Scientific Publishing Company. This book was released on 2017-12-22 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an introductory book dealing with collective phenomena in many-body systems. A gas of bosons or fermions can show oscillations of various types of density. These are described by different combinations of field variables. Especially delicate is the competition of these variables. In superfluid 3He, for example, the atoms can be attracted to each other by molecular forces, whereas they are repelled from each other at short distance due to a hardcore repulsion. The attraction gives rise to Cooper pairs, and the repulsion is overcome by paramagnon oscillations. The combination is what finally led to the discovery of superfluidity in 3He. In general, the competition between various channels can most efficiently be studied by means of a classical version of the Hubbard-Stratonovich transformation.A gas of electrons is controlled by the interplay of plasma oscillations and pair formation. In a system of rod- or disc-like molecules, liquid crystals are observed with directional orientations that behave in unusual five-fold or seven-fold symmetry patterns. The existence of such a symmetry was postulated in 1975 by the author and K Maki. An aluminium material of this type was later manufactured by Dan Shechtman which won him the 2014 Nobel prize. The last chapter presents some solvable models, one of which was the first to illustrate the existence of broken supersymmetry in nuclei.

Book Fundamentals and Practice in Statistical Thermodynamics

Download or read book Fundamentals and Practice in Statistical Thermodynamics written by Jianzhong Wu and published by John Wiley & Sons. This book was released on 2024-08-20 with total page 773 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bridge the gap between thermodynamic theory and engineering practice with this essential textbook Thermodynamics is a discipline which straddles the fields of chemistry, physics, and engineering, and has long been a mainstay of undergraduate and graduate curricula. Conventional thermodynamics courses, however, often ignore modern developments in statistical mechanics, such as molecular simulation methods, cooperative phenomena, phase transitions, universality, as well as liquid-state and polymer theories, despite their close relevance to both fundamental research and engineering practice. Fundamentals and Practice in Statistical Thermodynamics fills this gap with an essential book that applies up-to-date statistical-mechanical techniques to address the most crucial thermodynamics problems found in chemical and materials systems. It is ideally suited to introduce a new generation of researchers and molecular engineers to modern thermodynamic topics with numerous cutting-edge applications. From Fundamentals and Practice in Statistical Thermodynamics readers will also find: An introduction to statistical-mechanical methods including molecular dynamics simulation, Monte Carlo simulation, as well as the molecular theories of phase transitions, classical fluids, electrolyte solutions, polymeric materials, and more Illustrative examples and exercise problems with solutions to facilitate student understanding Supplementary online materials covering the basics of quantum mechanics, density functional theory, variational principles of classical mechanics, intermolecular interactions, and many more subjects Fundamentals and Practice in Statistical Thermodynamics is ideal for graduate and advanced undergraduate students in chemical engineering, biomolecular engineering, environmental engineering, materials science and engineering, and all related scientific subfields of physics and chemistry.