Gaussian Integrals and their Applications


Book Description

Gaussian Integrals form an integral part of many subfields of applied mathematics and physics, especially in topics such as probability theory, statistics, statistical mechanics, quantum mechanics and so on. They are essential in computing quantities such as the statistical properties of normal random variables, solving partial differential equations involving diffusion processes, and gaining insight into the properties of particles. In Gaussian Integrals and their Applications, the author has condensed the material deemed essential for undergraduate and graduate students of physics and mathematics, such that for those who are very keen would know what to look for next if their appetite for knowledge remains unsatisfied by the time they finish reading this book. Features A concise and easily digestible treatment of the essentials of Gaussian Integrals Suitable for advanced undergraduates and graduate students in mathematics, physics, and statistics The only prerequisites are a strong understanding of multivariable calculus and linear algebra. Supplemented by numerous exercises (with fully worked solutions) at the end, which pertain to various levels of difficulty and are inspired by different fields in which Gaussian integrals are used.




Mathematical Feynman Path Integrals And Their Applications (Second Edition)


Book Description

Feynman path integrals are ubiquitous in quantum physics, even if a large part of the scientific community still considers them as a heuristic tool that lacks a sound mathematical definition. Our book aims to refute this prejudice, providing an extensive and self-contained description of the mathematical theory of Feynman path integration, from the earlier attempts to the latest developments, as well as its applications to quantum mechanics.This second edition presents a detailed discussion of the general theory of complex integration on infinite dimensional spaces, providing on one hand a unified view of the various existing approaches to the mathematical construction of Feynman path integrals and on the other hand a connection with the classical theory of stochastic processes. Moreover, new chapters containing recent applications to several dynamical systems have been added.This book bridges between the realms of stochastic analysis and the theory of Feynman path integration. It is accessible to both mathematicians and physicists.







Graphs on Surfaces and Their Applications


Book Description

Graphs drawn on two-dimensional surfaces have always attracted researchers by their beauty and by the variety of difficult questions to which they give rise. The theory of such embedded graphs, which long seemed rather isolated, has witnessed the appearance of entirely unexpected new applications in recent decades, ranging from Galois theory to quantum gravity models, and has become a kind of a focus of a vast field of research. The book provides an accessible introduction to this new domain, including such topics as coverings of Riemann surfaces, the Galois group action on embedded graphs (Grothendieck's theory of "dessins d'enfants"), the matrix integral method, moduli spaces of curves, the topology of meromorphic functions, and combinatorial aspects of Vassiliev's knot invariants and, in an appendix by Don Zagier, the use of finite group representation theory. The presentation is concrete throughout, with numerous figures, examples (including computer calculations) and exercises, and should appeal to both graduate students and researchers.




Chaos Expansions, Multiple Wiener-Ito Integrals, and Their Applications


Book Description

The study of chaos expansions and multiple Wiener-Ito integrals has become a field of considerable interest in applied and theoretical areas of probability, stochastic processes, mathematical physics, and statistics. Divided into four parts, this book features a wide selection of surveys and recent developments on these subjects. Part 1 introduces the concepts, techniques, and applications of multiple Wiener-Ito and related integrals. The second part includes papers on chaos random variables appearing in many limiting theorems. Part 3 is devoted to mixing, zero-one laws, and path continuity properties of chaos processes. The final part presents several applications to stochastic analysis.







Differential Equations And Their Applications: Analysis From A Physicist's Viewpoint


Book Description

This book is written for students and researchers who are fond of mathematics and the natural sciences. It consists of two parts. Part I presents the theory of analysis in which the mathematical theory is described not as an accomplished palace, but as a building under construction. It uncovers how a theory has been or is being constructed. In Part II, the theory of differential equations is applied to interesting practical problems, such as pursuit-line and tractrix, attack on an object from an airplane, an insect crawling along a stretching rubber rod, the SIR model of a virus infection, string vibration, circular membrane vibration, as well as the wind ripple, sand dune and wave phenomena on a highway. Furthermore, the problems of a one-dimensional lattice vibration, the keyboard percussion vibration and the eigenvalue problems in quantum mechanics, such as the Aharonov-Bohm effect, are also investigated in detail.




Innovative Integrals and Their Applications I


Book Description

This book develops integral identities, mostly involving multidimensional functions and infinite limits of integration, whose evaluations are intractable by common means. It exposes a methodology based on the multivariate power substitution and its variants, assisted by the software tool Mathematica. The approaches introduced comprise the generalized method of exhaustion, the multivariate power substitution and its variants, and the use of permutation symmetry to evaluate definite integrals, which are very important both in their own right, and as necessary intermediate steps towards more involved computation. A key tenet is that such approaches work best when applied to integrals having certain characteristics as a starting point. Most integrals, if used as a starting point, will lead to no result at all, or will lead to a known result. However, there is a special class of integrals (i.e., innovative integrals) which, if used as a starting point for such approaches, will lead to new and useful results, and can also enable the reader to generate many other new results that are not in the book. The reader will find a myriad of novel approaches for evaluating integrals, with a focus on tools such as Mathematica as a means of obtaining useful results, and also checking whether they are already known. Results presented involve the gamma function, the hypergeometric functions, the complementary error function, the exponential integral function, the Riemann zeta function, and others that will be introduced as they arise. The book concludes with selected engineering applications, e.g., involving wave propagation, antenna theory, non-Gaussian and weighted Gaussian distributions, and other areas. The intended audience comprises junior and senior sciences majors planning to continue in the pure and applied sciences at the graduate level, graduate students in mathematics and the sciences, and junior and established researchers in mathematical physics, engineering, and mathematics. Indeed, the pedagogical inclination of the exposition will have students work out, understand, and efficiently use multidimensional integrals from first principles.




Vector Calculus


Book Description

'Vector Calculus' helps students foster computational skills and intuitive understanding with a careful balance of theory, applications, and optional materials. This new edition offers revised coverage in several areas as well as a large number of new exercises and expansion of historical notes.




Quantum Field Theory: Batalin–Vilkovisky Formalism and Its Applications


Book Description

This book originated from lecture notes for the course given by the author at the University of Notre Dame in the fall of 2016. The aim of the book is to give an introduction to the perturbative path integral for gauge theories (in particular, topological field theories) in Batalin–Vilkovisky formalism and to some of its applications. The book is oriented toward a graduate mathematical audience and does not require any prior physics background. To elucidate the picture, the exposition is mostly focused on finite-dimensional models for gauge systems and path integrals, while giving comments on what has to be amended in the infinite-dimensional case relevant to local field theory. Motivating examples discussed in the book include Alexandrov–Kontsevich–Schwarz–Zaboronsky sigma models, the perturbative expansion for Chern–Simons invariants of 3-manifolds given in terms of integrals over configurations of points on the manifold, the BF theory on cellular decompositions of manifolds, and Kontsevich's deformation quantization formula.