Functional Integrals: Approximate Evaluation and Applications - Couverture souple

Egorov, A.D.; Sobolevsky, P.I.; Yanovich, L.A.

 
9789401047739: Functional Integrals: Approximate Evaluation and Applications

Synopsis

Integration in infinitely dimensional spaces (continual integration) is a powerful mathematical tool which is widely used in a number of fields of modern mathematics, such as analysis, the theory of differential and integral equations, probability theory and the theory of random processes. This monograph is devoted to numerical approximation methods of continual integration. A systematic description is given of the approximate computation methods of functional integrals on a wide class of measures, including measures generated by homogeneous random processes with independent increments and Gaussian processes. Many applications to problems which originate from analysis, probability and quantum physics are presented. This book will be of interest to mathematicians and physicists, including specialists in computational mathematics, functional and statistical physics, nuclear physics and quantum optics.

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Présentation de l'éditeur

Integration in infinitely dimensional spaces (continual integration) is a powerful mathematical tool which is widely used in a number of fields of modern mathematics, such as analysis, the theory of differential and integral equations, probability theory and the theory of random processes. This monograph is devoted to numerical approximation methods of continual integration. A systematic description is given of the approximate computation methods of functional integrals on a wide class of measures, including measures generated by homogeneous random processes with independent increments and Gaussian processes. Many applications to problems which originate from analysis, probability and quantum physics are presented. This book will be of interest to mathematicians and physicists, including specialists in computational mathematics, functional and statistical physics, nuclear physics and quantum optics.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9780792321934: Functional Integrals: Approximate Evaluation and Applications

Edition présentée

ISBN 10 :  0792321936 ISBN 13 :  9780792321934
Editeur : Kluwer Academic Publishers, 1993
Couverture rigide