Published August 2008 | Version v1
Journal article

Feynman formula for a diffusion of particles with a variable mass in a domain

  • 1. Bauman Moscow State Technichal University, 105005, Moscow (Russian Federation)
  • 2. Technische Universitaet Kaiserslautern, 67653, Kaiserslautern (Germany)
  • 3. Lomonosov Moscow State University, 119992, Moscow (Russian Federation)

Description

In the present note we consider a class of second order parabolic equations with position dependent coefficients; such equations describe a diffusion of (quasi) particles with a variable mass. We represent a solution of Cauchy-Dirichlet problem for such class of equations in a bounded domain in the form of a limit of finite dimensional integrals of elementary functions. Such kind of a representation is usually called Feynman formula and can be used for calculations. Finite dimensional integrals in our Feynman formula give approximations for a functional integral over a probability measure on a set of trajectories in the domain where the solution of the considered problem is investigated; this measure is generated by a diffusion process with variable diffusion coefficient and absorption on the boundary, hence, to get Feynman formula also means to get a representation of the solution of the considered problem with the help of a functional integral (such kind of a representation is usually called Feynman-Kac formula).

Availability note (English)

Available from http://dx.doi.org/10.1088/1742-6596/128/1/012050

Additional details

Publishing Information

Journal Title
Journal of Physics. Conference Series (Online)
Journal Volume
128
Journal Issue
1
Journal Page Range
[9 p.]
ISSN
1742-6596

Conference

Title
5. international symposium on quantum theory and symmetries
Dates
22-28 Jul 2007
Place
Valladolid (Spain)

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41036453
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Resource subtype / Literary indicator
Conference
Descriptors DEI
ABSORPTION; APPROXIMATIONS; DIFFUSION; DIRICHLET PROBLEM; INTEGRALS; MASS; MATHEMATICAL SOLUTIONS; PROBABILITY; QUANTUM MECHANICS; QUASI PARTICLES; TRAJECTORIES
Descriptors DEC
BOUNDARY-VALUE PROBLEMS; CALCULATION METHODS; MECHANICS; SORPTION