Path Integrals In Quantum Mechanics Statistics Polymer Physics And Financial Markets 5th Edition

Author : Kleinert Hagen
Publisher : World Scientific
Page : 1624 pages
File Size : 41,5 Mb
Release : 2009-05-18
Category : Science
ISBN : 9789814365260

Get Book

Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (5th Edition) by Kleinert Hagen Pdf

This is the fifth, 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 been made possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's time-sliced formula to include singular attractive 1/r- and 1/r2-potentials. The second is a new nonholonomic mapping principle carrying physical laws in flat spacetime to spacetimes 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, coordinate-independent 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 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 results. The convergence is uniform from weak to strong couplings, opening a way to precise evaluations of analytically unsolvable path integrals in the strong-coupling regime where they describe critical phenomena.Tunneling processes are treated in detail, with applications to the lifetimes of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A variational treatment extends the range of validity to small barriers. A corresponding extension of the large-order perturbation theory now also applies to small orders.Special attention is devoted to path integrals with topological restrictions needed to understand 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, recently experienced in the world markets, that large fluctuations occur much more frequently than in Gaussian distributions.

Author : Hagen Kleinert
Publisher : World Scientific Publishing Company
Page : 1505 pages
File Size : 49,8 Mb
Release : 2004-03-05
Category : Electronic
ISBN : 9789813106024

Get Book

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by Hagen Kleinert Pdf

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 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. Request Inspection Copy

Author : Hagen Kleinert
Publisher : Unknown
Page : 1579 pages
File Size : 53,9 Mb
Release : 2009
Category : Electronic
ISBN : OCLC:842124504

Get Book

Path integrals in quantum mechanics, statistics, polymer physics, and financial markets by Hagen Kleinert Pdf

Author : Hagen Kleinert
Publisher : Unknown
Page : 1593 pages
File Size : 52,6 Mb
Release : 2006
Category : Electronic
ISBN : 9812772855

Get Book

Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition). by Hagen Kleinert Pdf

Author : Hagen Kleinert
Publisher : World Scientific Publishing Company Incorporated
Page : 664 pages
File Size : 52,5 Mb
Release : 1990-01-01
Category : Science
ISBN : 9810201974

Get Book

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics by Hagen Kleinert Pdf

Author : Hagen Kleinert
Publisher : World Scientific
Page : 1512 pages
File Size : 43,9 Mb
Release : 2004
Category : Science
ISBN : 9812381074

Get Book

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by Hagen Kleinert Pdf

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.

Author : Hagen Kleinert
Publisher : World Scientific Publishing Company
Page : 1592 pages
File Size : 42,7 Mb
Release : 2006-07-19
Category : Science
ISBN : 9789813101715

Get Book

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by Hagen Kleinert Pdf

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.

Author : Harald J W Müller-Kirsten
Publisher : World Scientific Publishing Company
Page : 944 pages
File Size : 49,9 Mb
Release : 2012-07-19
Category : Science
ISBN : 9789814397766

Get Book

Introduction to Quantum Mechanics by Harald J W Müller-Kirsten Pdf

This text on quantum mechanics begins by covering all the main topics of an introduction to the subject. It then concentrates on newer developments. In particular it continues with the perturbative solution of the Schrödinger equation for various potentials and thereafter with the introduction and evaluation of their path integral counterparts. Considerations of the large order behavior of the perturbation expansions show that in most applications these are asymptotic expansions. The parallel consideration of path integrals requires the evaluation of these around periodic classical configurations, the fluctuation equations about which lead back to specific wave equations. The period of the classical configurations is related to temperature, and permits transitions to the thermal domain to be classified as phase transitions. In this second edition of the text important applications and numerous examples have been added. In particular, the chapter on the Coulomb potential has been extended to include an introduction to chemical bonds, the chapter on periodic potentials has been supplemented by a section on the band theory of metals and semiconductors, and in the chapter on large order behavior a section has been added illustrating the success of converging factors in the evaluation of asymptotic expansions. Detailed calculations permit the reader to follow every step.

Author : Mihai V. Putz
Publisher : CRC Press
Page : 240 pages
File Size : 41,8 Mb
Release : 2013-06-06
Category : Science
ISBN : 9781466558861

Get Book

Quantum Theory by Mihai V. Putz Pdf

Quantum Theory: Density, Condensation, and Bonding presents in a unitary manner the main actual theories of matter, mainly the density function theory (DFT) for fermions, the Bose-Einstein condensation (BEC) for bosons, and chemical bonding as a special realization of the first two so-called mixed fermionic-bosonic states. The book covers the modern and ultimately developed quantum theories involving the key concepts of density, condensation, and bonding. The book compiles, for the first time, the density functional theory with Bose-Einstein condensation and chemical bonding theories in a fresh and novel perspective. The book introduces modern theories of matter structure and explains the nature of chemical bonds under the consecrated and ultimate quantum paradigms of molecular structure. The book is divided into three parts, one for each level of studies: Part I: Primer Density Functional Theory is suitable for undergraduate introductory courses in physics, chemistry, and the natural sciences. Part II: Primer Density Functional Bose-Einstein Condensation Theory would be suitable for graduate- or master-level courses in physics or natural sciences. Part III: Modern Quantum Theories of Chemical Bonding is written for the post-graduate, master or doctorate courses on quantum structure of molecules in chemistry or natural sciences. Thus, this book is organized as a succession of three linked courses, from undergraduate, to graduate, to postgraduate levels in modern quantum theories of many-body systems. It covers three main concepts: density, condensation, and bonding and contains the most celebrated and challenging theories of matter. The book provides a fresh perspective on the quantum theory of structure of physico-chemical systems and will show students at all levels and researchers the way for future elaboration and discoveries toward the unification of the physical and chemical concepts of matter.

Author : Ramaswamy Jagannathan,Sameen Ahmed Khan
Publisher : CRC Press
Page : 197 pages
File Size : 41,9 Mb
Release : 2019-05-20
Category : Science
ISBN : 9781351868266

Get Book

Quantum Mechanics of Charged Particle Beam Optics: Understanding Devices from Electron Microscopes to Particle Accelerators by Ramaswamy Jagannathan,Sameen Ahmed Khan Pdf

Classical Charged Particle Beam Optics used in the design and operation of all present-day charged particle beam devices, from low energy electron microscopes to high energy particle accelerators, is entirely based on classical mechanics. A question of curiosity is: How is classical charged particle beam optics so successful in practice though the particles of the beam, like electrons, are quantum mechanical? Quantum Mechanics of Charged Particle Beam Optics answers this question with a comprehensive formulation of ‘Quantum Charged Particle Beam Optics’ applicable to any charged particle beam device.

Author : Jonathan A. Batten,Peter MacKay
Publisher : Springer
Page : 422 pages
File Size : 53,7 Mb
Release : 2015-12-04
Category : Business & Economics
ISBN : 9781137025098

Get Book

Advances in Financial Risk Management by Jonathan A. Batten,Peter MacKay Pdf

The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.

Author : Ulrich Weiss
Publisher : World Scientific
Page : 607 pages
File Size : 48,5 Mb
Release : 2021-09-21
Category : Science
ISBN : 9789811241512

Get Book

Quantum Dissipative Systems (Fifth Edition) by Ulrich Weiss Pdf

This comprehensive textbook provides the fundamental concepts and methods of dissipative quantum mechanics and related issues in condensed matter physics starting from first principles. It deals with the phenomena and theory of decoherence, relaxation and dissipation in quantum mechanics that arise from the random exchange of energy with the environment. Major theoretical advances in combination with stunning experimental achievements and the arising perspective for quantum computing have brightened the field and brought it to the attention of the general community in natural sciences. Expertise in dissipative quantum mechanics is by now beneficial in a broad sphere.This book — originally published in 1992 and republished as enlarged and updated second, third and fourth edition in 1999, 2008, and 2012 — dives even deeper into the fundamental concepts, methods and applications of quantum dissipation. The fifth edition provides a self-contained and updated account of the quantum mechanics and quantum statistics of open systems. The subject matter of the book has been thoroughly revised to better comply with the needs of newcomers and the demands of the advanced readership. Most of the chapters are rewritten to enhance clarity and topicality. Four new chapters covering recent developments in the field have been added. There are about 600 references. This book is intended for use by advanced undergraduate and graduate students in physics, and for researchers active in the field. They will find the monograph as a rich and stimulating source.

Author : Lukong Cornelius Fai
Publisher : CRC Press
Page : 415 pages
File Size : 49,9 Mb
Release : 2021-04-15
Category : Science
ISBN : 9781000349047

Get Book

Feynman Path Integrals in Quantum Mechanics and Statistical Physics by Lukong Cornelius Fai Pdf

This book provides an ideal introduction to the use of Feynman path integrals in the fields of quantum mechanics and statistical physics. It is written for graduate students and researchers in physics, mathematical physics, applied mathematics as well as chemistry. The material is presented in an accessible manner for readers with little knowledge of quantum mechanics and no prior exposure to path integrals. It begins with elementary concepts and a review of quantum mechanics that gradually builds the framework for the Feynman path integrals and how they are applied to problems in quantum mechanics and statistical physics. Problem sets throughout the book allow readers to test their understanding and reinforce the explanations of the theory in real situations. Features: Comprehensive and rigorous yet, presents an easy-to-understand approach. Applicable to a wide range of disciplines. Accessible to those with little, or basic, mathematical understanding.

Author : Rainer Dick
Publisher : Springer Science & Business Media
Page : 558 pages
File Size : 53,8 Mb
Release : 2012-01-10
Category : Science
ISBN : 9781441980762

Get Book

Advanced Quantum Mechanics by Rainer Dick Pdf

This book introduces quantum mechanics from the discovery of photons to field quantization, relativistic quantum fields and photon-matter interactions. It emphasizes the role of quantum theory for an understanding of materials and electromagnetic radiation.

Author : Emmanuel Haven,Andrei Khrennikov
Publisher : Springer
Page : 377 pages
File Size : 41,5 Mb
Release : 2017-02-06
Category : Business & Economics
ISBN : 9781137492760

Get Book

The Palgrave Handbook of Quantum Models in Social Science by Emmanuel Haven,Andrei Khrennikov Pdf

It is not intuitive to accept that there exists a link between quantum physical systems and cognitive systems. However, recent research has shown that cognitive systems and collective (social) systems, including biology, exhibit uncertainty which can be successfully modelled with quantum probability. The use of such probability allows for the modelling of situations which typically violate the laws of classical probability. The Palgrave Handbook of Quantum Models in Social Science is is a unique volume that brings together contributions from leading experts on key topics in this new and emerging field. Completely self-contained, it begins with an introductory section which gathers all the fundamental notions required to be able to understand later chapters. The handbook then moves on to address some of the latest research and applications for quantum methods in social science disciplines, including economics, politics and psychology. It begins with the issue of how the quantum mechanical framework can be applied to economics. Chapters devoted to this topic range from how Fisher information can be argued to play a role in economics, to the foundations and application of quantum game theory. The handbook then progresses in considering how belief states can be updated with the theory of quantum measurements (and also with more general methods). The practical use of the Hilbert space (and Fock space) in decision theory is then introduced, and open quantum systems are also considered. The handbook also treats a model of neural oscillators that reproduces some of the features of quantum cognition. Other contributions delve into causal reasoning using quantum Bayes nets and the role of quantum probability in modelling so called affective evaluation. The handbook is rounded off with two chapters which discuss the grand challenges which lie ahead of us. How can the quantum formalism be justified in social science and is the traditional quantum formalism too restrictive? Finally, a question is posed: whether there is a necessary role for quantum mathematical models to go beyond physics. This book will bring the latest and most cutting edge research on quantum theory to social science disciplines. Students and researchers across the discipline, as well as those in the fields of physics and mathematics will welcome this important addition to the literature.