Path Integrals for Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Path Integrals for Stochastic Processes write by Horacio S. Wio. This book was released on 2013. Path Integrals for Stochastic Processes available in PDF, EPUB and Kindle. 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
Path Integrals in Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Path Integrals in Physics write by M Chaichian. This book was released on 2019-08-30. Path Integrals in Physics available in PDF, EPUB and Kindle. 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
Path Integrals For Stochastic Processes: An Introduction - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Path Integrals For Stochastic Processes: An Introduction write by Horacio Sergio Wio. This book was released on 2013-01-18. Path Integrals For Stochastic Processes: An Introduction available in PDF, EPUB and Kindle. 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
Path Integrals in Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Path Integrals in Physics write by M Chaichian. This book was released on 2001-07-01. Path Integrals in Physics available in PDF, EPUB and Kindle. 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
Mathematical Feynman Path Integrals And Their Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematical Feynman Path Integrals And Their Applications write by Sonia Mazzucchi. This book was released on 2009-05-22. Mathematical Feynman Path Integrals And Their Applications available in PDF, EPUB and Kindle. 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.
