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Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets - Couverture rigide

 
9789812700087: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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 FeynmanKleinert 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 ChernSimons 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 BlackScholes 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.

Revue de presse

############################################################################################################################################################################################################################################################### --Journal of Statistical Physics

############################################################################################################################################################################################################################################################### --Physics in Canada

The book of Hagen Kleinert became very popular and serves as an encyclopedia on path integral (PI) methods it is of help for students as well as qualified physicists and mathematicians --Zentralblatt MATH

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

  • ÉditeurWorld Scientific Publishing Co Pte Ltd
  • Date d'édition2006
  • ISBN 10 9812700080
  • ISBN 13 9789812700087
  • ReliureRelié
  • Langueanglais
  • Numéro d'édition4
  • Nombre de pages1592
  • Coordonnées du fabricantnon disponible

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