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
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 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 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.
Basic Theory
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Author : Anatoly Kochubei
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-02-19
Basic Theory written by Anatoly Kochubei and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-19 with Mathematics categories.
This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first volume collects authoritative chapters covering the mathematical theory of fractional calculus, including fractional-order operators, integral transforms and equations, special functions, calculus of variations, and probabilistic and other aspects.
Path Integrals From Mev To Mev Tutzing 92 Proceedings Of The Fouth International Conference
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Author : A Inomata
language : en
Publisher: World Scientific
Release Date : 1993-11-29
Path Integrals From Mev To Mev Tutzing 92 Proceedings Of The Fouth International Conference written by A Inomata and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-11-29 with categories.
The topics discussed in the Tutzing conference are applications of path integrals in quantum chaos, quantum tunneling, Monte Carlo methods, polarons, solid state physics, physical chemistry, and others. The reports by experts in the fields are timely; the results reported are mostly new. This volume reveals how broad the range of path integral applications has become.
A Garden Of Quanta
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Author : Jiro Arafune
language : en
Publisher: World Scientific
Release Date : 2003
A Garden Of Quanta written by Jiro Arafune and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Science categories.
This book is a collection of reviews and essays about the recent wide-ranging developments in the areas of quantum physics. The articles have mostly been written at the graduate level, but some are accessible to advanced undergraduates. They will serve as good introductions for beginning graduate students in quantum physics who are looking for directions. Aspects of mathematical physics, quantum field theories and statistical physics are emphasized.
Lecture Notes In Topics In Path Integrals And String Representations
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Author : Luiz C L Botelho
language : en
Publisher: World Scientific
Release Date : 2017-02-03
Lecture Notes In Topics In Path Integrals And String Representations written by Luiz C L Botelho and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-03 with Science categories.
'All are every interesting topics treated with a high level of mathematical sophistication. One of the very useful tricks the author repeatedly resorts to is the introduction of one-parameter families of operators interpolating between two operators which appear naturally in the formalism. From this one-parameter family a differential equation for the determinant (or ratio of determinants) or for correlation functions is derived, which can then be solved. This is a very simple, elegant and powerful technique.'Mathematical Reviews ClippingsFunctional Integrals is a well-established method in mathematical physics, especially those mathematical methods used in modern non-perturbative quantum field theory and string theory. This book presents a unique, original and modern treatment of strings representations on Bosonic Quantum Chromodynamics and Bosonization theory on 2d Gauge Field Models, besides of rigorous mathematical studies on the analytical regularization scheme on Euclidean quantum field path integrals and stochastic quantum field theory. It follows an analytic approach based on Loop space techniques, functional determinant exact evaluations and exactly solubility of four dimensional QCD loop wave equations through Elfin Botelho fermionic extrinsic self avoiding string path integrals.