Feynman formula for a diffusion of particles with a variable mass in a domain
Creators
- 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/10.1088/1742-6596/128/1/012050Additional details
Identifiers
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