Download or read book Stochastic Numerics for Mathematical Physics written by Grigori N. Milstein and published by Springer Nature. This book was released on 2021-12-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.

Download or read book Quantum Fluctuations written by Edward Nelson and published by Princeton University Press. This book was released on 1985-05-21 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic mechanics is a description of quantum phenomena in classical probabilistic terms. This work contains a detailed account of the kinematics of diffusion processes, including diffusions on curved manifolds which are necessary for the treatment of spin in stochastic mechanics. The dynamical equations of the theory are derived from a variational principle, and interference, the asymptotics of free motion, bound states, statistics, and spin are described in classical terms. In addition to developing the formal mathematical aspects of the theory, the book contains discussion of possible physical causes of quantum fluctuations in terms of an interaction with a background field. The author gives a critical analysis of stochastic mechanics as a candidate for a realistic theory of physical processes, discussing measurement, local causality in the sense of Bell, and the failure of the theory in its present form to satisfy locality.

Download or read book An Introduction to Stochastic Processes in Physics written by Don S. Lemons and published by Johns Hopkins University Press+ORM. This book was released on 2003-04-29 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.

Download or read book Physics for Mathematicians written by Michael Spivak and published by . This book was released on 2010 with total page 733 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Special Matrices of Mathematical Physics written by Ruben Aldrovandi and published by World Scientific. This book was released on 2001 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ch. 1. Some fundamental notions. 1.1. Definitions. 1.2. Components of a matrix. 1.3. Matrix functions. 1.4. Normal matrices -- ch. 2. Evolving systems -- ch. 3. Markov chains. 3.1. Non-negative matrices. 3.2. General properties -- ch. 4. Glass transition -- ch. 5. The Kerner model. 5.1. A simple example: Se-As glass -- ch. 6. Formal developments. 6.1. Spectral aspects. 6.2. Reducibility and regularity. 6.3. Projectors and asymptotics. 6.4. Continuum time -- ch. 7. Equilibrium, dissipation and ergodicity. 7.1. Recurrence, transience and periodicity. 7.2. Detailed balancing and reversibility. 7.3. Ergodicity -- ch. 8. Prelude -- ch. 9. Definition and main properties. 9.1. Bases. 9.2. Double Fourier transform. 9.3. Random walks -- ch. 10. Discrete quantum mechanics. 10.1. Introduction. 10.2. Weyl-Heisenberg groups. 10.3. Weyl-Wigner transformations. 10.4. Braiding and quantum groups -- ch. 11. Quantum symplectic structure. 11.1. Matrix differential geometry. 11.2. The symplectic form. 11.3. The quantum fabric -- ch. 12. An organizing tool -- ch. 13. Bell polynomials. 13.1. Definition and elementary properties. 13.2. The matrix representation. 13.3. The Lagrange inversion formula. 13.4. Developments -- ch. 14. Determinants and traces. 14.1. Introduction. 14.2. Symmetric functions. 14.3. Polynomials. 14.4. Characteristic polynomials. 14.5. Lie algebras invariants -- ch. 15. Projectors and iterates. 15.1. Projectors, revisited. 15.2. Continuous iterates -- ch. 16. Gases: real and ideal. 16.1. Microcanonical ensemble. 16.2. The canonical ensemble. 16.3. The grand canonical ensemble. 16.4. Braid statistics. 16.5. Condensation theories. 16.6. The Fredholm formalism.

Download or read book Physical and Mathematical Aspects of Symmetries written by Sergio Duarte and published by Springer. This book was released on 2018-01-09 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings records the 31st International Colloquium on Group Theoretical Methods in Physics (“Group 31”). Plenary-invited articles propose new approaches to the moduli spaces in gauge theories (V. Pestun, 2016 Weyl Prize Awardee), the phenomenology of neutrinos in non-commutative space-time, the use of Hardy spaces in quantum physics, contradictions in the use of statistical methods on complex systems, and alternative models of supersymmetry. This volume’s survey articles broaden the colloquia’s scope out into Majorana neutrino behavior, the dynamics of radiating charges, statistical pattern recognition of amino acids, and a variety of applications of gauge theory, among others. This year’s proceedings further honors Bertram Kostant (2016 Wigner Medalist), as well as S.T. Ali and L. Boyle, for their life-long contributions to the math and physics communities. The aim of the ICGTMP is to provide a forum for physicists, mathematicians, and scientists of related disciplines who develop or apply methods in group theory to share their research. The 31st ICGTMP was held in Rio de Janeiro, Brazil, from June 19th to June 25th, 2016. This was the first time that a colloquium of the prestigious and traditional ICGTMP series (which started in 1972 in Marseille, France) took place in South America. (The history of the colloquia can be found at http://icgtmp.blogs.uva.es/)

Download or read book Path Integrals in Physics written by M Chaichian and published by CRC Press. This book was released on 2019-08-30 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.

Download or read book Stochastic Processes for Physicists written by Kurt Jacobs and published by Cambridge University Press. This book was released on 2010-02-18 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

Download or read book Statistical Mechanics of Lattice Systems written by Sacha Friedli and published by Cambridge University Press. This book was released on 2017-11-23 with total page 643 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained, mathematical introduction to the driving ideas in equilibrium statistical mechanics, studying important models in detail.

Download or read book Quantum Techniques In Stochastic Mechanics written by John C Baez and published by World Scientific. This book was released on 2018-02-14 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets.

Download or read book Regular and Stochastic Motion written by A. J. Lichtenberg and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats stochastic motion in nonlinear oscillator systems. It describes a rapidly growing field of nonlinear mechanics with applications to a number of areas in science and engineering, including astronomy, plasma physics, statistical mechanics and hydrodynamics. The main em phasis is on intrinsic stochasticity in Hamiltonian systems, where the stochastic motion is generated by the dynamics itself and not by external noise. However, the effects of noise in modifying the intrinsic motion are also considered. A thorough introduction to chaotic motion in dissipative systems is given in the final chapter. Although the roots of the field are old, dating back to the last century when Poincare and others attempted to formulate a theory for nonlinear perturbations of planetary orbits, it was new mathematical results obtained in the 1960's, together with computational results obtained using high speed computers, that facilitated our new treatment of the subject. Since the new methods partly originated in mathematical advances, there have been two or three mathematical monographs exposing these developments. However, these monographs employ methods and language that are not readily accessible to scientists and engineers, and also do not give explicit tech niques for making practical calculations. In our treatment of the material, we emphasize physical insight rather than mathematical rigor. We present practical methods for describing the motion, for determining the transition from regular to stochastic behavior, and for characterizing the stochasticity. We rely heavily on numerical computations to illustrate the methods and to validate them.

Download or read book Nonlinear Dynamics and Stochastic Mechanics written by Wei-Chau Xie and published by . This book was released on 2000 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt: Thirteen papers from a November 2000 meeting examine central topics in theory and applications of nonlinear dynamics, stochastic mechanics and dynamics, and control of nonlinear mechanical and structural systems. Papers address topics related to fundamental, applied, analytical, computational, and e

Download or read book A Mathematical Primer on Quantum Mechanics written by Alessandro Teta and published by Springer. This book was released on 2018-04-17 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a rigorous yet elementary approach to quantum mechanics that will meet the needs of Master’s-level Mathematics students and is equally suitable for Physics students who are interested in gaining a deeper understanding of the mathematical structure of the theory. Throughout the coverage, which is limited to single-particle quantum mechanics, the focus is on formulating theory and developing applications in a mathematically precise manner. Following a review of selected key concepts in classical physics and the historical background, the basic elements of the theory of operators in Hilbert spaces are presented and used to formulate the rules of quantum mechanics. The discussion then turns to free particles, harmonic oscillators, delta potential, and hydrogen atoms, providing rigorous proofs of the corresponding dynamical properties. Starting from an analysis of these applications, readers are subsequently introduced to more advanced topics such as the classical limit, scattering theory, and spectral analysis of Schrödinger operators. The main content is complemented by numerous exercises that stimulate interactive learning and help readers check their progress.

Download or read book Stochastic Quantum Mechanics and Quantum Spacetime written by Eduard Prugovečki and published by Springer Science & Business Media. This book was released on 1984-01-31 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: The principal intent of this monograph is to present in a systematic and self-con tained fashion the basic tenets, ideas and results of a framework for the consistent unification of relativity and quantum theory based on a quantum concept of spacetime, and incorporating the basic principles of the theory of stochastic spaces in combination with those of Born's reciprocity theory. In this context, by the physicial consistency of the present framework we mean that the advocated approach to relativistic quantum theory relies on a consistent probabilistic interpretation, which is proven to be a direct extrapolation of the conventional interpretation of nonrelativistic quantum mechanics. The central issue here is that we can derive conserved and relativistically convariant probability currents, which are shown to merge into their nonrelativistic counterparts in the nonrelativistic limit, and which at the same time explain the physical and mathe matical reasons behind the basic fact that no probability currents that consistently describe pointlike particle localizability exist in conventional relativistic quantum mechanics. Thus, it is not that we dispense with the concept oflocality, but rather the advanced central thesis is that the classical concept of locality based on point like localizability is inconsistent in the realm of relativistic quantum theory, and should be replaced by a concept of quantum locality based on stochastically formulated systems of covariance and related to the aforementioned currents.

Download or read book Nonlocal Quantum Field Theory and Stochastic Quantum Mechanics written by K.H. Namsrai and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: over this stochastic space-time leads to the non local fields considered by G. V. Efimov. In other words, stochasticity of space-time (after being averaged on a large scale) as a self-memory makes the theory nonlocal. This allows one to consider in a unified way the effect of stochasticity (or nonlocality) in all physical processes. Moreover, the universal character of this hypothesis of space-time at small distances enables us to re-interpret the dynamics of stochastic particles and to study some important problems of the theory of stochastic processes [such as the relativistic description of diffusion, Feynman type processes, and the problem of the origin of self-turbulence in the motion of free particles within nonlinear (stochastic) mechanics]. In this direction our approach (Part II) may be useful in recent developments of the stochastic interpretation of quantum mechanics and fields due to E. Nelson, D. Kershaw, I. Fenyes, F. Guerra, de la Pena-Auerbach, J. -P. Vigier, M. Davidson, and others. In particular, as shown by N. Cufaro Petroni and J. -P. Vigier, within the discussed approach, a causal action-at-distance interpretation of a series of experiments by A. Aspect and his co-workers indicating a possible non locality property of quantum mechanics, may also be obtained. Aspect's results have recently inspired a great interest in different nonlocal theories and models devoted to an understanding of the implications of this nonlocality. This book consists of two parts.

Download or read book Mathematical Analysis of Physical Problems written by Philip Russell Wallace and published by . This book was released on 1972 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: This mathematical reference for theoretical physics employs common techniques and concepts to link classical and modern physics. It provides the necessary mathematics to solve most of the problems. Topics include the vibrating string, linear vector spaces, the potential equation, problems of diffusion and attenuation, probability and stochastic processes, and much more.

Download or read book The Quantum Dice written by Luis de la Peña and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: In spite of the impressive predictive power and strong mathematical structure of quantum mechanics, the theory has always suffered from important conceptual problems. Some of these have never been solved. Motivated by this state of affairs, a number of physicists have worked together for over thirty years to develop stochastic electrodynamics, a physical theory aimed at finding a conceptually satisfactory, realistic explanation of quantum phenomena. This is the first book to present a comprehensive review of stochastic electrodynamics, from its origins to present-day developments. After a general introduction for the non-specialist, a critical discussion is presented of the main results of the theory as well as of the major problems encountered. A chapter on stochastic optics and some interesting consequences for local realism and the Bell inequalities is included. In the final chapters the authors propose and develop a new version of the theory that brings it in closer correspondence with quantum mechanics and sheds some light on the wave aspects of matter and the linkage with quantum electrodynamics. Audience: The volume will be of interest to scholars and postgraduate students of theoretical and mathematical physics, foundations and philosophy of physics, and teachers of theoretical physics and quantum mechanics, electromagnetic theory, and statistical physics (stochastic processes).