Mathematical And Physical Aspects Of Stochastic Mechanics
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Mathematical And Physical Aspects Of Stochastic Mechanics
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Author : Ph. Blanchard
language : en
Publisher: Springer
Release Date : 1987-07-08
Mathematical And Physical Aspects Of Stochastic Mechanics written by Ph. Blanchard and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987-07-08 with Science categories.
This lecture is meant as an introduction to stochastic mechanics for graduate students. The concepts and most of the statements are formulated in precise and exact mathematical language. Nevertheless, the emphasis is on the physical concepts. The authors discuss thoroughly the aspects of stochastic mechanics in quantum mechanics, firstly as a way of quantization as proposed by E. Nelson and secondly, as a tool to give a more detailed description of microphysics within the framework of the standard form of quantum theory. Another part of their work treats stochastic mechanics as a general description of a class of dynamical systems disturbed by some isotropic translation invariant noise thus extending Nelson's theory within the framework of classical physics. The necessary tools like stochastic processes, in particular those used in mathematical physics, existence and construction of diffusion processes as well as stochastic variational principles are presented in detail. Here is certainly an excellent text on this important field of mathematical physics.
Stochastic Differential And Difference Equations
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Author : Imre Csiszar
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Differential And Difference Equations written by Imre Csiszar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Ideas And Methods In Mathematical Analysis Stochastics And Applications Volume 1
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Author : Sergio Albeverio
language : en
Publisher: Cambridge University Press
Release Date : 1992-06-26
Ideas And Methods In Mathematical Analysis Stochastics And Applications Volume 1 written by Sergio Albeverio and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-06-26 with Mathematics categories.
A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.
Stochastic Processes Physics And Geometry Ii Proceedings Of The Iii International Conference
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Author : Sergio Albeverio
language : en
Publisher: World Scientific
Release Date : 1995-02-17
Stochastic Processes Physics And Geometry Ii Proceedings Of The Iii International Conference written by Sergio Albeverio and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-02-17 with categories.
As was already evident from the previous two meetings, the theory of stochastic processes, the study of geometrical structures, and the investigation of certain physical problems are inter-related. In fact the trend in recent years has been towards stronger interactions between these areas. As a result, a large component of the contributions is concerned with the theory of stochastic processes, quantum theory, and their relations.
Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics
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Author : Yuri E. Gliklikh
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics written by Yuri E. Gliklikh and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.
An Introduction To The Mathematical Structure Of Quantum Mechanics
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Author : F. Strocchi
language : en
Publisher: World Scientific
Release Date : 2008
An Introduction To The Mathematical Structure Of Quantum Mechanics written by F. Strocchi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Science categories.
Arising out of the need for Quantum Mechanics (QM) to be part of the common education of mathematics students, this book formulates the mathematical structure of QM in terms of the C*-algebra of observables, which is argued on the basis of the operational definition of measurements and the duality between states and observables.
Directions In Mathematical Systems Theory And Optimization
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Author : Anders Rantzer
language : en
Publisher: Springer
Release Date : 2003-07-01
Directions In Mathematical Systems Theory And Optimization written by Anders Rantzer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-01 with Computers categories.
For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.
Global And Stochastic Analysis With Applications To Mathematical Physics
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Author : Yuri E. Gliklikh
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-12-07
Global And Stochastic Analysis With Applications To Mathematical Physics written by Yuri E. Gliklikh and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-07 with Mathematics categories.
Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, while combination of the two subject areas is rare, it is fundamental for the consideration of a broader class of problems. This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigation. Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in terms of Nelson's mean derivatives) on linear spaces and manifolds. Topics covered include classical mechanics on non-linear configuration spaces, problems of statistical and quantum physics, and hydrodynamics. A self-contained book that provides a large amount of preliminary material and recent results which will serve to be a useful introduction to the subject and a valuable resource for further research. It will appeal to researchers, graduate and PhD students working in global analysis, stochastic analysis and mathematical physics.
Introduction To The Mathematical Structure Of Quantum Mechanics An A Short Course For Mathematicians
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Author : Franco Strocchi
language : en
Publisher: World Scientific Publishing Company
Release Date : 2005-11-17
Introduction To The Mathematical Structure Of Quantum Mechanics An A Short Course For Mathematicians written by Franco Strocchi and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-11-17 with Science categories.
This book arises out of the need for Quantum Mechanics (QM) to be part of the common education of mathematics students. Rather than starting from the Dirac-Von Neumann axioms, the book offers a short presentation of the mathematical structure of QM using the C--algebraic structure of the observable based on the operational definition of measurements and the duality between states and observables. The description of states and observables as Hilbert space vectors and operators is then derived from the GNS and Gelfand-Naimark Theorems.For finite degrees of freedom, the Weyl algebra codifies the experimental limitations on the measurements of position and momentum (Heisenberg uncertainty relations) and Schroedinger QM follows from the von Neumann uniqueness theorem.The existence problem of the dynamics is related to the self-adjointness of the differential operator describing the Hamiltonian and solved by the Rellich-Kato theorems. Examples are discussed which include the explanation of the discreteness of the atomic spectra.Because of the increasing interest in the relation between QM and stochastic processes, a final chapter is devoted to the functional integral approach (Feynman-Kac formula), the formulation in terms of ground state correlations (Wightman functions) and their analytic continuation to imaginary time (Euclidean QM). The quantum particle on a circle as an example of the interplay between topology and functional integral is also discussed in detail.
Stochastic Methods In Mathematics And Physics
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Author : R. Gielerak
language : en
Publisher: World Scientific Publishing Company
Release Date : 1989
Stochastic Methods In Mathematics And Physics written by R. Gielerak and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Mathematics categories.