Path integral solution of linear second order partial differential equations. I: The general construction (Q1765629)

A general path integral is presented that solves a wide class of linear second order partial differential equations with given Dirichlet/Neumann boundary conditions. Relevant elementary kernels are constructed for both Dirichlet and Neumann boundary conditions. The general solution can be specialized to solve elliptic, parabolic, and hyperbolic partial differential equations with boundary conditions. This extends the well-known path integral solution of the Schrödinger/diffusion equation in unbounded space. The construction is based on the framework for functional integration introduced by Cartier/ DeWitt-Morette (CDWM). The ingredients of the CDWM framework are: an infinite dimensional space of paths which take their values in a (complex) manifold; a parametrization of this space of paths by a Banach space; integrators (that assume the role of measures in infinite dimensional spaces) defined on the parametrizing Banach space. An advantage of the CDWM scheme is that it deals with integrators instead of measures. For example, the integrator corresponding to the Wiener measure can be used to solve diffusion-type parabolic equations. However, while it is not possible to define a measure that corresponds to the complex version of a Wiener measure, it is possible to define an integrator that does. Consequently, one can, in this scheme, solve Schrödinger-type parabolic equations directly. [For Part II see the review below (2004; Zbl 1075.81044).]