Path integral solution of linear second order partial differential equations. II: Elliptic, parabolic, and hyperbolic cases (Q1765630)

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    Path integral solution of linear second order partial differential equations. II: Elliptic, parabolic, and hyperbolic cases
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      Path integral solution of linear second order partial differential equations. II: Elliptic, parabolic, and hyperbolic cases (English)
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      23 February 2005
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      [For Part I see the review above (2004; Zbl 1075.81043).] The general results of the first part of the paper are specialized to obtain path integrals that are solutions of elliptic, parabolic, and hyperbolic linear second order partial differential equations with Dirichlet/Neumann boundary conditions. The examples are considered (the Poisson, diffusion, Schrödinger, and wave equations in unbounded space; the diffusion equation in the half-plane) that provide explicit realizations of the construction and can be compared to known solutions. Some new calculational techniques are introduced which may offer some advantage in numerical methods. The issues of existence and uniqueness are not addressed; functions, distributions, boundaries, etc., are generally assumed to be well-defined in any given case.
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      path integral
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      linear second order partial differential equation
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      functional integration
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