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

DOI10.1016/J.AOP.2004.06.007MaRDI QIDQ1765629zbMATH OpenOpenAlexFDO

Authors J. Lachapelle

Publication date 23 February 2005

Published in Annals of Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math-ph/0405031

zbMATH Keywords

functional integrationlinear second order partial differential equationpath integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Partial differential equations (35-XX) Path integrals in quantum mechanics (81S40)

Abstract: A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. 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 Schr"{o}dinger/diffusion equation in unbounded space. The construction is based on a framework for functional integration introduced by Cartier/DeWitt-Morette.

Review text

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).]

Recommendations

• Path integral solution of linear second order partial differential equations. II: Elliptic, parabolic, and hyperbolic cases
• Path integral for some systems of partial differential equations
• Path integral solution of the Dirichlet problem
• Infinite dimensional integrals and partial differential equations for stochastic and quantum phenomena
• A unified approach to infinite dimensional integrals of probabilistic and oscillatory type with applications to Feynman path integrals
• scientific article; zbMATH DE number 5954214
• New framework for the Feynman path integral
• scientific article; zbMATH DE number 4067282
• A new perspective on functional integration

Cites work

• A new perspective on functional integration
• Functional Integration and Partial Differential Equations. (AM-109)
• scientific article; zbMATH DE number 3122709 (Why is no real title available?)
• scientific article; zbMATH DE number 3812549 (Why is no real title available?)
• scientific article; zbMATH DE number 3610787 (Why is no real title available?)
• scientific article; zbMATH DE number 1092711 (Why is no real title available?)
• scientific article; zbMATH DE number 3280350 (Why is no real title available?)
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)
• Orthogonal polynomials of several variables
• Path integral solution of the Dirichlet problem
• Path integrals for two‐ and three‐dimensional δ‐function perturbations
• Time substitutions in stochastic processes as a tool in path integration

Cited in

(2)

• Path integral solution of linear second order partial differential equations. II: Elliptic, parabolic, and hyperbolic cases
• Semi-linear diffusion in R^D and in Hilbert spaces, a Feynman-Wiener path integral study

This page was built for publication: Path integral solution of linear second order partial differential equations. I: The general construction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1765629)