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Path integrals and stochastic calculus

delete2023-04-19
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OA
AI
T
Thibaut Arnoulx de Pirey *
L
Leticia F. Cugliandolo
V
Vivien Lecomte
F
Frédéric van Wijland
DOI:10.1080/00018732.2023.2199229delete
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摘要

摘要

En 中文
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations-such as performing a change of the integration path-one would like to carry out in the light-hearted fashion that physicists enjoy. Similar issues arise in the field of stochastic calculus, which we review to prepare the ground for a proper construction of path integrals. At the level of path integration, and in arbitrary space dimension, we not only report on existing Riemannian geometry-based approaches that render path integrals amenable to the standard rules of calculus, but also bring forth new routes, based on a fully time-discretized approach, that achieve the same goal. We illustrate these various definitions of path integration on simple examples such as the diffusion of a particle on a sphere.
Keyword:
theoretical physics
path integrals
stochastic calculus

期刊

Advances in Physics 封面图
Advances in Physics
IF:
13.8
论文数:
546
被引数:
6.3K

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C
communaute universite grenoble alpes
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3.5W
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被引数: 29
C
cnrs - institute of physics (inp)
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Technion Israel Institute of Technology
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Sorbonne Universite
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6.2W
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