Global analysis in mathematical physics. Geometric and stochastic methods. Transl. from the Russian by V. L. Ginzburg. (Q2365233): Difference between revisions

This book is devoted to the connections between differential geometry, stochastic calculus, and mechanics; it contains applications of geometric and probabilistic tools to different fields, including Newtonian mechanics, stochastic quantization and hydrodynamics for incompressible fluids. It consists of three parts, which we now review briefly. The first part is entitled ``Finite-dimensional differential geometry and mechanics''. It provides a description of Newtonian mechanics on a manifold by means of the Riemannian geometry; the problem of accessibility for these systems is then studied. The second part is entitled ``Stochastic differential geometry and its applications to physics''. The author first gives a brief introduction to stochastic calculus, then considers Itô stochastic differential equations on manifolds in the framework of Belopolskaya and Dalecky, Itô integrals with parallel translation, and Wiener processes. A first application of this stochastic calculus is to the Langevin equation which describes a mechanical system with deterministic and random forces. The second application is to Nelson's stochastic mechanics; the author defines the Nelson forward and backward derivatives for a stochastic process; under this framework, he studies the Newton-Nelson equation and verifies that it provides a probabilistic interpretation of the Schrödinger equation; then he considers this problem on a manifold, and obtains the existence of a solution by a stochastic method, whereas classical methods use PDE techniques. He also briefly discusses relativistic stochastic mechanics. The third part is entitled ``Infinite-dimensional differential geometry and hydrodynamics''. The author studies infinite-dimensional manifolds consisting of diffeomorphisms between manifolds. The case of volume preserving diffeomorphisms is then applied to the study of incompressible fluids. Ideal (without viscosity) fluids are considered with deterministic geometric methods, and viscous fluids on the torus (so that the geometry is flat) are studied by means of Nelson's mechanics. In the end of the book, several appendices provide brief introductions to various theories which were previously needed; one of them is a complement to the first part and was written by V. Ginzburg (who translated this book from the Russian). As a conclusion, this book proves that mechanics is a field where geometric and stochastic methods have very interesting applications. It should be recommended to researchers in probability theory who want to apply stochastic calculus to physics, and also to researchers in mathematical physics who want to learn how probabilistic tools can be applied to problems in mechanics.