Author: Belal E. Baaquie
Publisher: Cambridge University Press
ISBN: 1139867334
Category : Science
Languages : en
Pages : 437
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Book Description
Providing a pedagogical introduction to the essential principles of path integrals and Hamiltonians, this book describes cutting-edge quantum mathematical techniques applicable to a vast range of fields, from quantum mechanics, solid state physics, statistical mechanics, quantum field theory, and superstring theory to financial modeling, polymers, biology, chemistry, and quantum finance. Eschewing use of the Schrödinger equation, the powerful and flexible combination of Hamiltonian operators and path integrals is used to study a range of different quantum and classical random systems, succinctly demonstrating the interplay between a system's path integral, state space, and Hamiltonian. With a practical emphasis on the methodological and mathematical aspects of each derivation, this is a perfect introduction to these versatile mathematical methods, suitable for researchers and graduate students in physics and engineering.
Author: Belal E. Baaquie
Publisher: Cambridge University Press
ISBN: 1139456393
Category : Business & Economics
Languages : en
Pages : 334
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Book Description
This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.
Author: Belal E. Baaquie
Publisher:
ISBN: 9781139870689
Category : Differential equations
Languages : en
Pages : 438
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Book Description
Introduces the powerful and flexible combination of Hamiltonian operators and path integrals in quantum mathematics.
Author: Ennio Gozzi
Publisher: World Scientific Publishing Company
ISBN: 9814603953
Category : Science
Languages : en
Pages : 156
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Book Description
This book aims to provide a quick pedagogical introduction to path integrals. It contains original material that never before has appeared in a book, for example the path integrals for the Wigner functions and for Classical Mechanics. This application to Classical Mechanics connects different fields like Hamiltonian mechanics and differential geometry, so the book is suitable for students and researchers from various disciplines.
Author: Wolfgang Tom
Publisher: World Scientific
ISBN: 9789810233556
Category : Science
Languages : en
Pages : 240
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Book Description
The author explains the theory clearly and the book is almost self-contained Contemporary Physics, 2000
Author: Hagen Kleinert
Publisher: World Scientific
ISBN: 9814273570
Category : Business & Economics
Languages : en
Pages : 1626
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Book Description
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.
Author: Wolfgang Tomé
Publisher: World Scientific
ISBN: 9814496553
Category : Science
Languages : en
Pages : 232
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Book Description
The quantization of physical systems moving on group and symmetric spaces has been an area of active research over the past three decades. This book shows that it is possible to introduce a representation-independent propagator for a real, separable, connected and simply connected Lie group with irreducible, square-integrable representations. For a given set of kinematical variables this propagator is a single generalized function independent of any particular choice of fiducial vector and the irreducible representations of the Lie group generated by these kinematical variables, which nonetheless correctly propagates each element of a continuous representation based on the coherent states associated with these kinematical variables. Furthermore, the book shows that it is possible to construct regularized lattice phase space path integrals for a real, separable, connected and simply connected Lie group with irreducible, square-integrable representations, and although the configuration space is in general a multidimensional curved manifold, it is shown that the resulting lattice phase space path integral has the form of a lattice phase space path integral on a multidimensional flat manifold. Hence, a novel and extremely natural phase space path integral quantization is obtained for general physical systems whose kinematical variables are the generators of a connected and simply connected Lie group. This novel phase space path integral quantization is (a) exact, (b) more general than, and (c) free from the limitations of the previously considered path integral quantizations of free physical systems moving on group manifolds. To illustrate the general theory, a representation-independent propagator is explicitly constructed for SU(2) and the affine group. Contents:Mathematical PreludePhysical PreludeA Review of Some Means to Define Path Integrals on Group and Symmetric SpacesNotations and PreliminariesThe Representation Independent Propagator for a General Lie GroupClassical Limit of the Representation Independent PropagatorConclusion and OutlookContinuous Representation TheoryExact Lattice Calculations Readership: Physicists. Keywords:Global Analysis;Analysis on Manifolds [For Geometric Integration Theory];Spaces and Manifolds of Mappings;Quantum Mechanics (Feynman Path Integrals), Relativity, Fluid Dynamics;Quantum Theory;General Quantum Mechanics and Problems of Quantization;Path IntegralsReviews: “The author explains the theory clearly and the book is almost self-contained …” Contemporary Physics
Author: Christian Grosche
Publisher: World Scientific
ISBN: 9814460087
Category : Mathematics
Languages : en
Pages : 389
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Book Description
In this second edition, a comprehensive review is given for path integration in two- and three-dimensional (homogeneous) spaces of constant and non-constant curvature, including an enumeration of all the corresponding coordinate systems which allow separation of variables in the Hamiltonian and in the path integral. The corresponding path integral solutions are presented as a tabulation. Proposals concerning interbasis expansions for spheroidal coordinate systems are also given. In particular, the cases of non-constant curvature Darboux spaces are new in this edition. The volume also contains results on the numerical study of the properties of several integrable billiard systems in compact domains (i.e. rectangles, parallelepipeds, circles and spheres) in two- and three-dimensional flat and hyperbolic spaces. In particular, the discussions of integrable billiards in circles and spheres (flat and hyperbolic spaces) and in three dimensions are new in comparison to the first edition. In addition, an overview is presented on some recent achievements in the theory of the Selberg trace formula on Riemann surfaces, its super generalization, their use in mathematical physics and string theory, and some further results derived from the Selberg (super-) trace formula.
Author: Richard Phillips Feynman
Publisher: World Scientific
ISBN: 9812563660
Category : Science
Languages : en
Pages : 142
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Book Description
Richard Feynman's never previously published doctoral thesis formed the heart of much of his brilliant and profound work in theoretical physics. Entitled ?The Principle of Least Action in Quantum Mechanics," its original motive was to quantize the classical action-at-a-distance electrodynamics. Because that theory adopted an overall space?time viewpoint, the classical Hamiltonian approach used in the conventional formulations of quantum theory could not be used, so Feynman turned to the Lagrangian function and the principle of least action as his points of departure.The result was the path integral approach, which satisfied ? and transcended ? its original motivation, and has enjoyed great success in renormalized quantum field theory, including the derivation of the ubiquitous Feynman diagrams for elementary particles. Path integrals have many other applications, including atomic, molecular, and nuclear scattering, statistical mechanics, quantum liquids and solids, Brownian motion, and noise theory. It also sheds new light on fundamental issues like the interpretation of quantum theory because of its new overall space?time viewpoint.The present volume includes Feynman's Princeton thesis, the related review article ?Space?Time Approach to Non-Relativistic Quantum Mechanics? [Reviews of Modern Physics 20 (1948), 367?387], Paul Dirac's seminal paper ?The Lagrangian in Quantum Mechanics'' [Physikalische Zeitschrift der Sowjetunion, Band 3, Heft 1 (1933)], and an introduction by Laurie M Brown.
Author:
Publisher: Allied Publishers
ISBN: 9788177642315
Category :
Languages : en
Pages : 364
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Book Description
