Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition)
Title | Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition) PDF eBook |
Author | Hagen Kleinert |
Publisher | World Scientific Publishing Company |
Pages | 1593 |
Release | 2006-07-19 |
Genre | Science |
ISBN | 9813101717 |
This is the fourth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations.In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions.The powerful Feynman-Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals.Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders.Special attention is devoted to path integrals with 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 given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions.The author's other book on ‘Critical Properties of φ4 Theories’ gives a thorough introduction to the field of critical phenomena and develops new powerful resummation techniques for the extraction of physical results from the divergent perturbation expansions.
Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
Title | Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF eBook |
Author | Hagen Kleinert |
Publisher | World Scientific |
Pages | 1626 |
Release | 2009 |
Genre | Business & Economics |
ISBN | 9814273570 |
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.
Fractional Quantum Mechanics
Title | Fractional Quantum Mechanics PDF eBook |
Author | Nick Laskin |
Publisher | World Scientific |
Pages | 358 |
Release | 2018-05-28 |
Genre | Science |
ISBN | 9813223812 |
Fractional quantum mechanics is a recently emerged and rapidly developing field of quantum physics.This is the first monograph on fundamentals and physical applications of fractional quantum mechanics, written by its founder.The fractional Schrödinger equation and the fractional path integral are new fundamental physical concepts introduced and elaborated in the book. The fractional Schrödinger equation is a manifestation of fractional quantum mechanics. The fractional path integral is a new mathematical tool based on integration over Lévy flights. The fractional path integral method enhances the well-known Feynman path integral framework.Related topics covered in the text include time fractional quantum mechanics, fractional statistical mechanics, fractional classical mechanics and the α-stable Lévy random process.The book is well-suited for theorists, pure and applied mathematicians, solid-state physicists, chemists, and others working with the Schrödinger equation, the path integral technique and applications of fractional calculus in various research areas. It is useful to skilled researchers as well as to graduate students looking for new ideas and advanced approaches.
Path Integrals
Title | Path Integrals PDF eBook |
Author | Wolfhard Janke |
Publisher | World Scientific |
Pages | 629 |
Release | 2008 |
Genre | Science |
ISBN | 9812837264 |
This proceedings volume contains selected talks and poster presentations from the 9th International Conference on Path Integrals ? New Trends and Perspectives, which took place at the Max Planck Institute for the Physics of Complex Systems in Dresden, Germany, during the period September 23?28, 2007. Continuing the well-developed tradition of the conference series, the present status of both the different techniques of path integral calculations and their diverse applications to many fields of physics and chemistry is reviewed. This is reflected in the main topics in this volume, which range from more traditional fields such as general quantum physics and quantum or statistical field theory through technical aspects like Monte Carlo simulations to more modern applications in the realm of quantum gravity and astrophysics, condensed matter physics with topical subjects such as Bose?Einstein condensation or quantum wires, biophysics and econophysics. All articles are successfully tied together by the common method of path integration; as a result, special methodological advancements in one topic could be transferred to other topics.
Quantum Dissipative Systems (Fourth Edition)
Title | Quantum Dissipative Systems (Fourth Edition) PDF eBook |
Author | Ulrich Weiss |
Publisher | World Scientific |
Pages | 587 |
Release | 2012-03-05 |
Genre | Science |
ISBN | 981445298X |
Starting from first principles, this book introduces the fundamental concepts and methods of dissipative quantum mechanics and explores related phenomena in condensed matter systems. Major experimental achievements in cooperation with theoretical advances have brightened the field and brought it to the attention of the general community in natural sciences. Nowadays, working knowledge of dissipative quantum mechanics is an essential tool for many physicists. This book — originally published in 1990 and republished in 1999 and and 2008 as enlarged second and third editions — delves significantly deeper than ever before into the fundamental concepts, methods and applications of quantum dissipative systems.This fourth edition provides a self-contained and updated account of the quantum mechanics of open systems and offers important new material including the most recent developments. The subject matter has been expanded by about fifteen percent. Many chapters have been completely rewritten to better cater to both the needs of newcomers to the field and the requests of the advanced readership. Two chapters have been added that account for recent progress in the field. This book should be accessible to all graduate students in physics. Researchers will find this a rich and stimulating source.
Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
Title | Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF eBook |
Author | Hagen Kleinert |
Publisher | World Scientific |
Pages | 1512 |
Release | 2004 |
Genre | Science |
ISBN | 9789812381071 |
This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman -- Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbationexpansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with 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 Chem-Simons theory of particles with fractional statistics (anyohs) 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 given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions.
Harmonic Analysis for Engineers and Applied Scientists
Title | Harmonic Analysis for Engineers and Applied Scientists PDF eBook |
Author | Gregory S. Chirikjian |
Publisher | Courier Dover Publications |
Pages | 881 |
Release | 2016-07-20 |
Genre | Mathematics |
ISBN | 0486795640 |
Although the Fourier transform is among engineering's most widely used mathematical tools, few engineers realize that the extension of harmonic analysis to functions on groups holds great potential for solving problems in robotics, image analysis, mechanics, and other areas. This self-contained approach, geared toward readers with a standard background in engineering mathematics, explores the widest possible range of applications to fields such as robotics, mechanics, tomography, sensor calibration, estimation and control, liquid crystal analysis, and conformational statistics of macromolecules. Harmonic analysis is explored in terms of particular Lie groups, and the text deals with only a limited number of proofs, focusing instead on specific applications and fundamental mathematical results. Forming a bridge between pure mathematics and the challenges of modern engineering, this updated and expanded volume offers a concrete, accessible treatment that places the general theory in the context of specific groups.