Generalized Feynman path integrals and applications to higher-order heat-type equations (Q1756146)

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scientific article; zbMATH DE number 7000847
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Generalized Feynman path integrals and applications to higher-order heat-type equations
scientific article; zbMATH DE number 7000847

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    Generalized Feynman path integrals and applications to higher-order heat-type equations (English)
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    11 January 2019
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    From the introduction: One of the aims of the present paper is precisely to give a detailed account of the theory and applications of infinite dimensional Fresnel integrals to the construction of a functional integral representation of the solution of PDEs of the form \[ \frac{\partial}{\partial t}u(x,t) = (-i)^p\alpha \frac{\partial^p}{\partial x^p}u(x,t) +V(x)u(x,t), \] where \(t\in [0,+\infty), x\in \mathbb{R}\), \(p\in \mathbb{N}\), \(\alpha\in \mathbb{C}\) and \(V:\mathbb{R} \to \mathbb{C}\) is a continuous bounded function. In Section 2 we review the theory of infinite dimensional Fresnel integrals as well as their applications to the mathematical definition of Feynman path integrals. Section 3 presents a recent generalization of infinite dimensional Fresnel integrals which covers the case of polynomial phase functions and the application to the representation of the solution of higher-order equations of the above form. In Section 4 we prove a Girsanov type formula for the higher-order equation above form. Eventually Section 5 presents a new phase space path integral solution formula for Eq. above form.
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    infinite dimensional integration
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    partial differential equations
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    representations of solutions
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