Matematisk fysik

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of the financial ecosystem. In this original text, the authors discuss empirical facts of financial markets and introduce a wide range of models, from the micro-scale mechanics of individual order arrivals to the emergent, macro-scale issues of market stability. Throughout this journey, data is king. All discussions are firmly rooted in the empirical behaviour of real stocks, and all models are calibrated and evaluated using recent data from Nasdaq. By confronting theory with empirical facts, this book for practitioners, researchers and advanced students provides a fresh, new, and often surprising perspective on topics as diverse as optimal trading, price impact, the fragile nature of liquidity, and even the reasons why people trade at all.

Quantum field theory (QFT) is one of the great achievements of physics, of profound interest to mathematicians. Most pedagogical texts on QFT are geared toward budding professional physicists, however, whereas mathematical accounts are abstract and difficult to relate to the physics. This book bridges the gap. While the treatment is rigorous whenever possible, the accent is not on formality but on explaining what the physicists do and why, using precise mathematical language. In particular, it covers in detail the mysterious procedure of renormalization. Written for readers with a mathematical background but no previous knowledge of physics and largely self-contained, it presents both basic physical ideas from special relativity and quantum mechanics and advanced mathematical concepts in complete detail. It will be of interest to mathematicians wanting to learn about QFT and, with nearly 300 exercises, also to physics students seeking greater rigor than they typically find in their courses. Erratum for the book can be found at michel.talagrand.net/erratum.pdf.

This is an open access title. It is made available under a Creative Commons Attribution-Non Commercial-No Derivatives 4.0 International licence. It is available to read and download as a PDF version on the Oxford Academic platform.General Relativity is a beautiful geometric theory, simple in its mathematical formulation but leading to numerous consequences with striking physical interpretations: gravitational waves, black holes, cosmological models, and so on. This introductory textbook is written for mathematics students interested in physics and physics students interested in exact mathematical formulations (or for anyone with a scientific mind who is curious to know more of the world we live in), recent remarkable experimental and observational results which confirm the theory are clearly described and no specialised physics knowledge is required. The mathematical level of Part A is aimed at undergraduate students and could be the basis for a course on General Relativity. Part B is more advanced, but still does not require sophisticated mathematics. Based on Yvonne Choquet-Bruhat's more advanced text, General Relativity and the Einstein Equations, the aim of this book is to give with precision, but as simply as possible, the foundations and main consequences of General Relativity. The first five chapters from General Relativity and the Einstein Equations have been updated with new sections and chapters on black holes, gravitational waves, singularities, and the Reissner-Nordström and interior Schwarzchild solutions. The rigour behind this book will provide readers with the perfect preparation to follow the great mathematical progress in the actual development, as well as the ability to model, the latest astrophysical and cosmological observations. The book presents basic General Relativity and provides a basis for understanding and using the fundamental theory.

The latest volume in The New York Times bestselling physics series explains Einstein's masterpiece: the general theory of relativityHe taught us classical mechanics, quantum mechanics and special relativity. Now, physicist Leonard Susskind, assisted by a new collaborator, André Cabannes, returns to tackle Einstein's general theory of relativity. Starting from the equivalence principle and covering the necessary mathematics of Riemannian spaces and tensor calculus, Susskind and Cabannes explain the link between gravity and geometry. They delve into black holes, establish Einstein field equations and solve them to describe gravity waves. The authors provide vivid explanations that, to borrow a phrase from Einstein himself, are as simple as possible (but no simpler).An approachable yet rigorous introduction to one of the most important topics in physics, General Relativity is a must-read for anyone who wants a deeper knowledge of the universe's real structure.

This compact guide presents the key features of general relativity, to support and supplement the presentation in mainstream, more comprehensive undergraduate textbooks, or as a re-cap of essentials for graduate students pursuing more advanced studies. It helps students plot a careful path to understanding the core ideas and basics of differential geometry, as applied to general relativity, without overwhelming them. While the guide doesn't shy away from necessary technicalities, it emphasises the essential simplicity of the main physical arguments. Presuming a familiarity with special relativity (with a brief account in an appendix), it describes how general covariance and the equivalence principle motivate Einstein's theory of gravitation. It then introduces differential geometry and the covariant derivative as the mathematical technology which allows us to understand Einstein's equations of general relativity. The book is supported by numerous worked exampled and problems, and important applications of general relativity are described in an appendix.

The goal of this third edition of Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering is the same as previous editions: to provide a good foundation - and a joyful experience - for anyone who’d like to learn about nonlinear dynamics and chaos from an applied perspective.The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors.The prerequisites are comfort with multivariable calculus and linear algebra, as well as a first course in physics. Ideas from probability, complex analysis, and Fourier analysis are invoked, but they're either worked out from scratch or can be safely skipped (or accepted on faith).Changes to this edition include substantial exercises about conceptual models of climate change, an updated treatment of the SIR model of epidemics, and amendments (based on recent research) about the Selkov model of oscillatory glycolysis. Equations, diagrams, and every word has been reconsidered and often revised. There are also about 50 new references, many of them from the recent literature.The most notable change is a new chapter. Chapter 13 is about the Kuramoto model.The Kuramoto model is an icon of nonlinear dynamics. Introduced in 1975 by the Japanese physicist Yoshiki Kuramoto, his elegant model is one of the rare examples of a high-dimensional nonlinear system that can be solved by elementary means.Students and teachers have embraced the book in the past, its general approach and framework continue to be sound.

This graduate textbook offers an introduction to the spectral theory of ordinary differential equations, focusing on Sturm–Liouville equations.Sturm–Liouville theory has applications in partial differential equations and mathematical physics.

The book serves as a first introduction to computer programming of scientific applications, using the high-level Python language. The exposition is example and problem-oriented, where the applications are taken from mathematics, numerical calculus, statistics, physics, biology and finance. The book teaches "Matlab-style" and procedural programming as well as object-oriented programming. High school mathematics is a required background and it is advantageous to study classical and numerical one-variable calculus in parallel with reading this book. Besides learning how to program computers, the reader will also learn how to solve mathematical problems, arising in various branches of science and engineering, with the aid of numerical methods and programming. By blending programming, mathematics and scientific applications, the book lays a solid foundation for practicing computational science.From the reviews: Langtangen … does an excellent job of introducing programming as a set of skills in problem solving. He guides the reader into thinking properly about producing program logic and data structures for modeling real-world problems using objects and functions and embracing the object-oriented paradigm. … Summing Up: Highly recommended. F. H. Wild III, Choice, Vol. 47 (8), April 2010Those of us who have learned scientific programming in Python ‘on the streets’ could be a little jealous of students who have the opportunity to take a course out of Langtangen’s Primer.” John D. Cook, The Mathematical Association of America, September 2011This book goes through Python in particular, and programming in general, via tasks that scientists will likely perform. It contains valuable information for students new to scientific computing and would be the perfect bridge between an introduction to programming and an advanced course on numerical methods or computational science.Alex Small,IEEE, CiSE Vol. 14 (2), March /April 2012  “This fourth edition is a wonderful, inclusive textbook that covers pretty much everything one needs to know to go from zero to fairly sophisticated scientific programming in Python…” Joan Horvath, Computing Reviews, March 2015

It starts by introducing the basic mathematics required for quantum mechanics, and then goes on to present, in detail, the notions of quantum mechanics, entanglement, quantum gates, and quantum algorithms, of which Shor's factorisation and Grover's search algorithm are discussed extensively.

The goal of this book is to expose the reader to the indispensable role that mathematics plays in modern physics. Starting with the notion of vector spaces, the first half of the book develops topics as diverse as algebras, classical orthogonal polynomials, Fourier analysis, complex analysis, differential and integral equations, operator theory, and multi-dimensional Green's functions. The second half of the book introduces groups, manifolds, Lie groups and their representations, Clifford algebras and their representations, and fibre bundles and their applications to differential geometry and gauge theories.This second edition is a substantial revision with a complete rewriting of many chapters and the addition of new ones, including chapters on algebras, representation of Clifford algebras, fibre bundles, and gauge theories. The spirit of the first edition, namely the balance between rigour and physical application, has been maintained, as is the abundance of historical notes and worked out examples that demonstrate the "unreasonable effectiveness of mathematics" in modern physics.

Shafarevich's Basic Algebraic Geometry has been a classic and universally used introduction to the subject since its first appearance over 40 years ago. As the translator writes in a prefatory note, ``For all [advanced undergraduate and beginning graduate] students, and for the many specialists in other branches of math who need a liberal education in algebraic geometry, Shafarevich’s book is a must.''The second volume is in two parts: Book II is a gentle cultural introduction to scheme theory, with the first aim of putting abstract algebraic varieties on a firm foundation; a second aim is to introduce Hilbert schemes and moduli spaces, that serve as parameter spaces for other geometric constructions. Book III discusses complex manifolds and their relation with algebraic varieties, Kähler geometry and Hodge theory. The final section raises an important problem in uniformising higher dimensional varieties that has been widely studied as the ``Shafarevich conjecture''.The style of  Basic Algebraic Geometry 2 and its minimal prerequisites make it to a large extent independent of  Basic Algebraic Geometry 1, and accessible to beginning graduate students in mathematics and in theoretical physics.

'Quantum Cosmology' offers a guided introduction to the quantum aspects of the cosmos. Starting with an overview of early universe cosmology, the book builds up to advanced topics such as the Wheeler-DeWitt equation, gravitational path integrals, and the no-boundary proposal for the wave function of the universe. Readers will explore tunneling processes via Coleman-DeLuccia instantons, the quantum origin of primordial fluctuations, the thermodynamics of horizons, and basic notions of string cosmology. Concepts such as wormholes and semi-classical geometry are introduced with clarity and physical motivation. The book assumes some familiarity with general relativity and quantum mechanics, but little prior knowledge of cosmology. It includes a wide range of exercises, with solutions provided. Written in a pedagogical style, it bridges the gap between undergraduate courses and the research level in this frontier area of theoretical physics.

This book addresses the confinement problem, which concerns the behavior of non-abelian gauge theories, and the force which is mediated by gauge fields, at large distances.

General relativity is a subject that most undergraduates in physics are particularly curious about, but it has a reputation for being very difficult. This book provides as gentle an introduction to general relativity as possible, leading you through the necessary mathematics in order to arrive at important results. Of course, you cannot avoid the mathematics of general relativity altogether, but, using this book, you can gain an appreciation of tensors and differential geometry at a pace you can keep up with. Early chapters build up to a complete derivation of Einstein's Equations, while the final chapters cover the key applications on black holes, cosmology and gravitational waves. It is designed as a coursebook with just enough material to cover in a one-semester undergraduate class, but it is also accessible to any numerate readers who wish to appreciate the power and beauty of Einstein's creation for themselves.

What’s the point of calculating definite integrals since you can’t possibly do them all?What makes doing the specific integrals in this book of value aren’t the specific answers we’ll obtain, but rather the methods we’ll use in obtaining those answers;

A FINANCIAL TIMES AND TLS BOOK OF THE YEARAn exhilarating new biography of John von Neumann: the lost genius who invented our world'A sparkling book, with an intoxicating mix of pen-portraits and grand historical narrative. Above all it fizzes with a dizzying mix of deliciously vital ideas. . . A staggering achievement' Tim HarfordThe smartphones in our pockets and computers like brains. The vagaries of game theory and evolutionary biology. Self-replicating moon bases and nuclear weapons. All bear the fingerprints of one remarkable man: John von Neumann.Born in Budapest at the turn of the century, von Neumann is one of the most influential scientists to have ever lived. His colleagues believed he had the fastest brain on the planet - bar none. He was instrumental in the Manhattan Project and helped formulate the bedrock of Cold War geopolitics and modern economic theory. He created the first ever programmable digital computer. He prophesied the potential of nanotechnology and, from his deathbed, expounded on the limits of brains and computers - and how they might be overcome.Taking us on an astonishing journey, Ananyo Bhattacharya explores how a combination of genius and unique historical circumstance allowed a single man to sweep through so many different fields of science, sparking revolutions wherever he went.Insightful and illuminating, The Man from the Future is a thrilling intellectual biography of the visionary thinker who shaped our century.

Statistical Mechanics, Fourth Edition, explores the physical properties of matter based on the dynamic behavior of its microscopic constituents. This valuable textbook introduces the reader to the historical context of the subject before delving deeper into chapters about thermodynamics, ensemble theory, simple gases theory, Ideal Bose and Fermi systems, statistical mechanics of interacting systems, phase transitions, and computer simulations. In the latest revision, the book's authors have updated the content throughout, including new coverage on biophysical applications, updated exercises, and computer simulations. This updated edition will be an indispensable to students and researchers of statistical mechanics, thermodynamics, and physics. Retains the valuable organization and trusted coverage of previous market-leading editions Includes new coverage on biophysical applications and computer simulations Offers Mathematica files for student use and a secure solutions manual for qualified instructors Covers Bose-Einstein condensation in atomic gases, Thermodynamics of the early universe, Computer simulations: Monte Carlo and molecular dynamics, Correlation functions and scattering, Fluctuation-dissipation theorem and the dynamical structure factor, and much more

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data.

This book is a revised and more comprehensive version of Dynamics of Stochastic Systems. Part I provides an introduction to the topic. Part II is devoted to the general theory of statistical analysis of dynamic systems with fluctuating parameters described by differential and integral equations. Part III deals with the analysis of specific physical problems associated with coherent phenomena.

A comprehensive update of Dynamics of Stochastic Systems Develops mathematical tools of stochastic analysis and applies them to a wide range of physical models of particles, fluids and waves Includes problems for the reader to solve

Quantum mechanics is one of the most fascinating, and at the same time most controversial, branches of contemporary science. Disputes have accompanied this science since its birth and have not ceased to this day.

Uncommon Paths in Quantum Physics allows the reader to contemplate deeply some ideas and methods that are seldom met in the contemporary literature. Instead of widespread recipes of mathematical physics, based on the solutions of integro-differential equations, the book follows logical and partly intuitional derivations of non-commutative algebra. Readers can directly penetrate the abstract world of quantum mechanics.

First book in the market that treats this newly developed area of theoretical physics; the book will thus provide a fascinating overview of the prospective applications of this area, strongly founded on the theories and methods that it describes. Provides a solid foundation for the application of quantum theory to current physical problems arising in the interpretation of molecular spectra and important effects in quantum field theory. New insight into the physics of anharmonic vibrations, more feasible calculations with improved precision.

In Thermal Physics: Thermodynamics and Statistical Mechanics for Scientists and Engineers, the fundamental laws of thermodynamics are stated precisely as postulates and subsequently connected to historical context and developed mathematically. These laws are applied systematically to topics such as phase equilibria, chemical reactions, external forces, fluid-fluid surfaces and interfaces, and anisotropic crystal-fluid interfaces.

Statistical mechanics is presented in the context of information theory to quantify entropy, followed by development of the most important ensembles: microcanonical, canonical, and grand canonical. A unified treatment of ideal classical, Fermi, and Bose gases is presented, including Bose condensation, degenerate Fermi gases, and classical gases with internal structure. Additional topics include paramagnetism, adsorption on dilute sites, point defects in crystals, thermal aspects of intrinsic and extrinsic semiconductors, density matrix formalism, the Ising model, and an introduction to Monte Carlo simulation.

Throughout the book, problems are posed and solved to illustrate specific results and problem-solving techniques.

Includes applications of interest to physicists, physical chemists, and materials scientists, as well as materials, chemical, and mechanical engineers Suitable as a textbook for advanced undergraduates, graduate students, and practicing researchers Develops content systematically with increasing order of complexity Self-contained, including nine appendices to handle necessary background and technical details

Tensors, Relativity, and Cosmology, Second Edition, combines relativity, astrophysics, and cosmology in a single volume, providing a simplified introduction to each subject that is followed by detailed mathematical derivations.

The book includes a section on general relativity that gives the case for a curved space-time, presents the mathematical background (tensor calculus, Riemannian geometry), discusses the Einstein equation and its solutions (including black holes and Penrose processes), and considers the energy-momentum tensor for various solutions. In addition, a section on relativistic astrophysics discusses stellar contraction and collapse, neutron stars and their equations of state, black holes, and accretion onto collapsed objects, with a final section on cosmology discussing cosmological models, observational tests, and scenarios for the early universe.

This fully revised and updated second edition includes new material on relativistic effects, such as the behavior of clocks and measuring rods in motion, relativistic addition of velocities, and the twin paradox, as well as new material on gravitational waves, amongst other topics.

Clearly combines relativity, astrophysics, and cosmology in a single volume Extensive introductions to each section are followed by relevant examples and numerous exercises Presents topics of interest to those researching and studying tensor calculus, the theory of relativity, gravitation, cosmology, quantum cosmology, Robertson-Walker Metrics, curvature tensors, kinematics, black holes, and more Fully revised and updated with 80 pages of new material on relativistic effects, such as relativity of simultaneity and relativity of the concept of distance, amongst other topics Provides an easy-to-understand approach to this advanced field of mathematics and modern physics by providing highly detailed derivations of all equations and results

Strong Interactions in Spacelike and Timelike Domains: Dispersive Approach provides the theoretical basis for the description of the strong interactions in the spacelike and timelike domains. The book primarily focuses on the hadronic vacuum polarization function, R-ratio of electron-positron annihilation into hadrons, and the Adler function, which govern a variety of the strong interaction processes at various energy scales. Specifically, the book presents the essentials of the dispersion relations for these functions, recaps their perturbative calculation, and delineates the dispersively improved perturbation theory. The book also elucidates the peculiarities of the continuation of the spacelike perturbative results into the timelike domain, which is indispensable for the studies of electron-positron annihilation into hadrons and the related processes.

Covers the topics that play an essential role in contemporary particle physics and future collider projects Applicable for self-education alongside standard textbooks Makes the subject easily accessible without the need of an extensive theoretical background

Mathematical Modeling in Diffraction Theory: Based on A Priori Information on the Analytical Properties of the Solution provides the fundamental physical concepts behind the theory of wave diffraction and scattered wave fields as well as its application in radio physics, acoustics, optics, radio astronomy, biophysics, geophysics, and astrophysics. This book provides a coherent discussion of several advanced topics that have the potential to push forward progress in this field. It begins with examples illustrating the importance of taking a priori information into account when developing algorithms for solving diffraction problems, with subsequent chapters discussing the basic analytical representations of wave fields, the auxiliary current and source methods for solving the problems of diffraction at compact scatterers, the null field and matrix methods that are widely used to solve problems in radio-physics, radio-astronomy, and biophysics, and the continued boundary condition and pattern equation method.