Path Integrals For Stochastic Processes An Introduction
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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 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 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.
Mathematical Theory Of Feynman Path Integrals
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Author : Sergio A. Albeverio
language : en
Publisher: Springer
Release Date : 2006-11-14
Mathematical Theory Of Feynman Path Integrals written by Sergio A. Albeverio and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Feynman path integrals integrals, suggested heuristically by Feynman in the 40s, have become the basis of much of contemporary physics, from non relativistic quantum mechanics to quantum fields, including gauge fields, gravitation, cosmology. Recently ideas based on Feynman path integrals have also played an important role in areas of mathematics like low dimensional topology and differential geometry, algebraic geometry, infinite dimensional analysis and geometry, and number theory. The 2nd edition of LNM 523 is based on the two first authors' mathematical approach of this theory presented in its 1st edition in 1976. To take care of the many developments which have occurred since then, an entire new chapter about the current forefront of research has been added. Except for this new chapter, the basic material and presentation of the first edition was mantained, a few misprints have been corrected. At the end of each chapter the reader will also find notes with further bibliographical information.
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 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
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.
An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics
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Author : Horacio Sergio Wio
language : en
Publisher: World Scientific
Release Date : 1994-02-07
An Introduction To Stochastic Processes And Nonequilibrium Statistical Physics 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 1994-02-07 with Science categories.
The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics. It offers the opportunity of being acquainted with stochastic, kinetic and nonequilibrium processes. Although the research techniques in these areas have become standard procedures, they are not usually taught in the normal courses on statistical physics. For students of physics in their last year and graduate students who wish to gain an invaluable introduction on the above subjects, this book is a necessary tool.
Introduction To Stochastic Processes And Nonequilibrium Statistical Physics An Revised Edition
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Author : Horacio Sergio Wio
language : en
Publisher: World Scientific Publishing Company
Release Date : 2012-09-05
Introduction To Stochastic Processes And Nonequilibrium Statistical Physics An Revised Edition written by Horacio Sergio Wio 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 2012-09-05 with Science categories.
This book aims to provide a compact and unified introduction to the most important aspects in the physics of non-equilibrium systems. It first introduces stochastic processes and some modern tools and concepts that have proved their usefulness to deal with non-equilibrium systems from a purely probabilistic angle. The aim is to show the important role played by fluctuations in far-from-equilibrium situations, where noise can promote order and organization, switching among non-equilibrium states, etc. The second part adopts a more historical perspective, retracing the first steps taken from the purely thermodynamic as well as from the kinetic points of view to depart (albeit slightly) from equilibrium. The third part revisits the path outlined in the first one, but now undertakes the mesoscopic description of extended systems, where new phenomena (patterns, long-range correlations, scaling far from equilibrium, etc.) are observed.This book is a revised and extended version of an earlier edition published in 1994. It includes topics of current research interest in far-from-equilibrium situations like noise-induced phenomena and free energy-like functionals, surface growth and roughening, etc. It can be used as an advanced textbook by graduate students in physics. It also covers topics of current interest in other disciplines and interdisciplinary approaches in engineering, biophysics, and economics, among others. The level of detail in the book is enough to capture the interest of the reader and facilitate the path to more learning by exploring the modern research literature provided. At the same time, the book is also complete enough to be self-contained for those readers who just need an overview of the subject.
Path Integral Methods And Their Applications
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Author : K V Bhagwat
language : en
Publisher: World Scientific
Release Date : 1993-04-28
Path Integral Methods And Their Applications written by K V Bhagwat and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-04-28 with Science categories.
This book presents the major developments in this field with emphasis on application of path integration methods in diverse areas. After introducing the concept of path integrals, related topics like random walk, Brownian motion and Wiener integrals are discussed. Several techniques of path integration including global and local time transformations, numerical methods as well as approximation schemes are presented. The book provides a proper perspective of some of the most recent exact results and approximation schemes for practical applications.