Path Integrals For Stochastic Processes
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Path Integrals For Stochastic Processes
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Author : Horacio S. Wio
language : en
Publisher: World Scientific
Release Date : 2013
Path Integrals For Stochastic Processes written by Horacio S. Wio and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Mathematics categories.
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.
Path Integrals In Physics
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Author : M Chaichian
language : en
Publisher: CRC Press
Release Date : 2019-08-30
Path Integrals In Physics written by M Chaichian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-30 with categories.
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.
Path Integrals For Stochastic Processes An Introduction
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Author : Horacio Sergio Wio
language : en
Publisher: World Scientific
Release Date : 2013-01-18
Path Integrals For Stochastic Processes An Introduction written by Horacio Sergio Wio and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-18 with Science categories.
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. remove /a
Path Integrals In Stochastic Engineering Dynamics
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Author : Ioannis A. Kougioumtzoglou
language : en
Publisher: Springer Nature
Release Date : 2024-06-05
Path Integrals In Stochastic Engineering Dynamics written by Ioannis A. Kougioumtzoglou and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-05 with Science categories.
This book organizes and explains, in a systematic and pedagogically effective manner, recent advances in path integral solution techniques with applications in stochastic engineering dynamics. It fills a gap in the literature by introducing to the engineering mechanics community, for the first time in the form of a book, the Wiener path integral as a potent uncertainty quantification tool. Since the path integral flourished within the realm of quantum mechanics and theoretical physics applications, most books on the topic have focused on the complex-valued Feynman integral with only few exceptions, which present path integrals from a stochastic processes perspective. Remarkably, there are only few papers, and no books, dedicated to path integral as a solution technique in stochastic engineering dynamics. Summarizing recently developed techniques, this volume is ideal for engineering analysts interested in further establishing path integrals as an alternative potent conceptual and computational vehicle in stochastic engineering dynamics.
Path Integrals In Physics
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Author : M Chaichian
language : en
Publisher: CRC Press
Release Date : 2018-10-03
Path Integrals In Physics written by M Chaichian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-03 with Science categories.
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.
Path Integrals In Physics
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Author : Masud Chaichian
language : en
Publisher:
Release Date : 2001
Path Integrals In Physics written by Masud Chaichian and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with categories.
Path Integrals In Physics
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Author : M Chaichian
language : en
Publisher: CRC Press
Release Date : 2001-07-01
Path Integrals In Physics written by M Chaichian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-07-01 with Science categories.
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. The path integral approach has proved extremely useful for the understanding of the most complex problems in quantum field theory, cosmology, and condensed matter physics. Path Integrals in Physics: Volume II, Quantum Field Theory, Statistical Physics and other Modern Applications covers the fundamentals of path integrals, both the Wiener and Feynman types, and their many applications in physics. The book deals with systems that have an infinite number of degrees of 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. Each chapter is self-contained and can be considered as an independent textbook. It provides a comprehensive, detailed, and systematic account of the subject suitable for both students and experienced researchers.
Mathematical Feynman Path Integrals And Their Applications
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Author : Sonia Mazzucchi
language : en
Publisher: World Scientific
Release Date : 2009
Mathematical Feynman Path Integrals And Their Applications written by Sonia Mazzucchi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Science categories.
Although more than 60 years have passed since their first appearance, Feynman path integrals have yet to lose their fascination and luster. They are not only a formidable instrument of theoretical physics, but also a mathematical challenge; in fact, several mathematicians in the last 40 years have devoted their efforts to the rigorous mathematical definition of Feynman's ideas. This volume provides a detailed, self-contained description of the mathematical difficulties as well as the possible techniques used to solve these difficulties. In particular, it gives a complete overview of the mathematical realization of Feynman path integrals in terms of well-defined functional integrals, that is, the infinite dimensional oscillatory integrals. It contains the traditional results on the topic as well as the more recent developments obtained by the author. Mathematical Feynman Path Integrals and Their Applications is devoted to both mathematicians and physicists, graduate students and researchers who are interested in the problem of mathematical foundations of Feynman path integrals.
Path Integrals In Quantum Mechanics Statistics Polymer Physics And Financial Markets
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Author : Hagen Kleinert
language : en
Publisher: World Scientific
Release Date : 2009
Path Integrals In Quantum Mechanics Statistics Polymer Physics And Financial Markets written by Hagen Kleinert and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
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.
Path Integrals And Quantum Processes
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Author : Mark S. Swanson
language : en
Publisher: Academic Press
Release Date : 2012-12-02
Path Integrals And Quantum Processes written by Mark S. Swanson and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-02 with Science categories.
In a clearly written and systematic presentation, Path Integrals and Quantum Processes covers all concepts necessary to understand the path integral approach to calculating transition elements, partition functions, and source functionals. The book, which assumes only a familiarity with quantum mechanics, is ideal for use as a supplemental textbook in quantum mechanics and quantum field theory courses. Graduate and post-graduate students who are unfamiliar with the path integral will also benefit from this contemporary text. Exercise sets are interspersed throughout the text to facilitate self-study. - Explicates the relationship between the operator and path integral formulations of quantum mechanics and quantum field theory - Provides a systematic and detailed presentation of Grassmann variables - Covers Dirac's method of constraints and the relationship of ghosts, gauge invariance, and gauge conditions in gauge field theory - Includes applications to statistical mechanics, the effective action and potential, and anomaly analysis