A path integral approach for solving Euler's equation describing the oscillations of an infinite bar (Q1334724): Difference between revisions

The aim of this paper is to give a path integral representation for the solution of the equation \(au_ t + (aD^ 4 + bD^ 2 + c)u + F = 0\), where \(u_ t\) and \(Du\) are time and space derivatives, respectively. The author exploits the fact that for \(b = F = 0\) the analogue of the Feynman-Kac formula can be derived. This formula provides a representation of the solution as a path integral with respect to a certain cylindrical measure. As a consequence the author obtains an explicit formula for the time-Laplace transformation of the solution for the general equation with constant coefficients. For the equation with variable coefficients solution is represented by a path integral with respect to a Poisson measure. Finally, approximations for the mean value of the solution are given when coefficients are stationary Gaussian processes.