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Mathematical and Physical Aspects of Stochastic Mechanics

Mathematical and Physical Aspects of Stochastic Mechanics
Author: Ph. Blanchard
Publisher: Springer
Total Pages: 190
Release: 1987-07-08
Genre: Science
ISBN:

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This lecture is meant as an introduction to stochastic mechanics for graduate students. The concepts and most of the statements are formulated in precise and exact mathematical language. Nevertheless, the emphasis is on the physical concepts. The authors discuss thoroughly the aspects of stochastic mechanics in quantum mechanics, firstly as a way of quantization as proposed by E. Nelson and secondly, as a tool to give a more detailed description of microphysics within the framework of the standard form of quantum theory. Another part of their work treats stochastic mechanics as a general description of a class of dynamical systems disturbed by some isotropic translation invariant noise thus extending Nelson's theory within the framework of classical physics. The necessary tools like stochastic processes, in particular those used in mathematical physics, existence and construction of diffusion processes as well as stochastic variational principles are presented in detail. Here is certainly an excellent text on this important field of mathematical physics.


Stochastic Mechanics and Stochastic Processes

Stochastic Mechanics and Stochastic Processes
Author: Aubrey Truman
Publisher: Springer
Total Pages: 227
Release: 2006-11-15
Genre: Mathematics
ISBN: 3540458875

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The main theme of the meeting was to illustrate the use of stochastic processes in the study of topological problems in quantum physics and statistical mechanics. Much discussion of current problems was generated and there was a considerable amount of interaction between mathematicians and physicists. The papers presented in the proceedings are essentially of a research nature but some (Lewis, Hudson) are introductions or surveys.


Stochastic Mechanics

Stochastic Mechanics
Author: Folkert Kuipers
Publisher: Springer Nature
Total Pages: 132
Release: 2023-05-31
Genre: Science
ISBN: 3031314484

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Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories. It provides an equivalent formulation of quantum theories, but substantiates it with a mathematically rigorous stochastic interpretation by means of a stochastic quantization prescription. The book builds on recent developments in this theory, and shows that quantum mechanics can be unified with the theory of Brownian motion in a single mathematical framework. Moreover, it discusses the extension of the theory to curved spacetime using second order geometry, and the induced Itô deformations of the spacetime symmetries. The book is self-contained and provides an extensive review of stochastic mechanics of the single spinless particle. The book builds up the theory on a step by step basis. It starts, in chapter 2, with a review of the classical particle subjected to scalar and vector potentials. In chapter 3, the theory is extended to the study of a Brownian motion in any potential, by the introduction of a Gaussian noise. In chapter 4, the Gaussian noise is complexified. The result is a complex diffusion theory that contains both Brownian motion and quantum mechanics as a special limit. In chapters 5, the theory is extended to relativistic diffusion theories. In chapter 6, the theory is further generalized to the context of pseudo-Riemannian geometry. Finally, in chapter 7, some interpretational aspects of the stochastic theory are discussed in more detail. The appendices concisely review relevant notions from probability theory, stochastic processes, stochastic calculus, stochastic differential geometry and stochastic variational calculus. The book is aimed at graduate students and researchers in theoretical physics and applied mathematics with an interest in the foundations of quantum theory and Brownian motion. The book can be used as reference material for courses on and further research in stochastic mechanics, stochastic quantization, diffusion theories on curved spacetimes and quantum gravity.


Mathematical Physics and Stochastic Analysis

Mathematical Physics and Stochastic Analysis
Author: Sergio Albeverio
Publisher: World Scientific
Total Pages: 466
Release: 2000
Genre: Science
ISBN: 9789810244408

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In October 1998 a conference was held in Lisbon to celebrate Ludwig Streit's 60th birthday. This book collects some of the papers presented at the conference as well as other essays contributed by the many friends and collaborators who wanted to honor Ludwig Streit's scientific career and personality.The contributions cover many aspects of contemporary mathematical physics. Of particular importance are new results on infinite-dimensional stochastic analysis and its applications to a wide range of physical domains.List of Contributors: S Albeverio, T Hida, L Accardi, I Ya Aref'eva, I V Volovich; A Daletskii, Y Kondratiev, W Karwowski, N Asai, I Kubo, H-H Kuo, J Beckers, Ph Blanchard, G F Dell'Antonio, D Gandolfo, M Sirugue-Collin, A Bohm, H Kaldass, D Boll‚, G Jongen, G M Shim, J Bornales, C C Bernido, M V Carpio-Bernido, G Burdet, Ph Combe, H Nencka, P Cartier, C DeWitt-Morette, H Ezawa, K Nakamura, K Watanabe, Y Yamanaka, R Figari, F Gesztesy, H Holden, R Gielerak, G A Goldin, Z Haba, M-O Hongler, Y Hu, B Oksendal, A Sulem, J R Klauder, C B Lang, V I Man'ko, H Ouerdiane, J Potthoff, E Smajlovic, M R”ckner, E Scacciatelli, J L Silva, J Stochel, F H Szafraniec, L V zquez, D N Kozakevich, S Jim‚nez, V R Vieira, P D Sacramento, R Vilela Mendes, D Voln?, P Samek.


Mathematical Analysis of Physical Problems

Mathematical Analysis of Physical Problems
Author: Philip Russell Wallace
Publisher: Courier Corporation
Total Pages: 644
Release: 1984-01-01
Genre: Science
ISBN: 0486646769

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This mathematical reference for theoretical physics employs common techniques and concepts to link classical and modern physics. It provides the necessary mathematics to solve most of the problems. Topics include the vibrating string, linear vector spaces, the potential equation, problems of diffusion and attenuation, probability and stochastic processes, and much more. 1972 edition.


Stochastic Numerics for Mathematical Physics

Stochastic Numerics for Mathematical Physics
Author: Grigori N. Milstein
Publisher: Springer Nature
Total Pages: 754
Release: 2021-12-03
Genre: Computers
ISBN: 3030820408

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This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.


Quantum Techniques In Stochastic Mechanics

Quantum Techniques In Stochastic Mechanics
Author: John C Baez
Publisher: World Scientific
Total Pages: 276
Release: 2018-02-14
Genre: Science
ISBN: 981322696X

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We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets.


Fundamental Aspects of Quantum Theory

Fundamental Aspects of Quantum Theory
Author: Vittorio Gorini
Publisher: Springer Science & Business Media
Total Pages: 455
Release: 2012-12-06
Genre: Science
ISBN: 1468452215

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Thi's book collects the contributions to the NATO Advanced Research WJrkshop on "FundaIrental Aspects of Quantum 'Iheory," held at the Centro di Cultura Scientifica "Alessandro Volta," Villa Olma, Carro, Italy, 2-7 September 1985. The rreeting was dedicated to the rremory of the late pro fessor Piero Caldirola, a prominent member of the Physics Departrrent of the University of r1ilan and a native of Como. The aim of the workshop has been to present several recent experi rrental results and theoretical developrrents concerning the various fa cets of quantum physics. The breadth of scope of the rreeting was in accordance with Professor Caldirola's vast scientific interests, and fostered communication among experirrental physicists, theoretical and mathematical physicists, and nEthematicians, working in different but related fields. Indeed, lectu rers endeavoured to make their contributions understandable to people acquainted with the problem but not necessarily familiar with the tech nical details; and these efforts were successful, as indicated by the frequent private discussions which took place among participants belon ging to different breeds and brands. 1ne rreeting was made up of six one-day sessions, each of them addres sing to a specific aspect of quantum theory: 1. General Problems and Crucial Experinents; with emphasis on sin gle-particle interference eh rirrents of neutrons and of photons, and on the rreasurerrent problem. 2. Quantization and Stochastic Processes; including stochastic quan tization of gauge fields, stochastic description of supersyrnmetric fields, quantum stochastic calculus and stochastic mechanics."