MECÂNICA GRACELI GENERALIZADA - QUÂNTICA TENSORIAL DIMENSIONAL RELATIVISTA DE CAMPOS.
MECÃNICA GRACELI GERAL - QTDRC.
equação Graceli dimensional relativista tensorial quântica de campos G* = = [ / IFF ] G* = / G / .= / [DR] = .= + = G+ G* = = [ ] ω , , / T] / c [ [x,t] ] = |
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Teoria | Interação | mediador | Magnitude relativa | Comportamento | Faixa |
---|---|---|---|---|---|
Cromodinâmica | Força nuclear forte | Glúon | 1041 | 1/r7 | 1,4 × 10-15 m |
Eletrodinâmica | Força eletromagnética | Fóton | 1039 | 1/r2 | infinito |
Flavordinâmica | Força nuclear fraca | Bósons W e Z | 1029 | 1/r5 até 1/r7 | 10-18 m |
Geometrodinâmica | Força gravitacional | gráviton | 10 | 1/r2 | infinito |
G* = OPERADOR DE DIMENSÕES DE GRACELI.
DIMENSÕES DE GRACELI SÃO TODA FORMA DE TENSORES, ESTRUTURAS, ENERGIAS, ACOPLAMENTOS, , INTERAÇÕES E CAMPOS, DISTRIBUIÇÕES ELETRÔNICAS, ESTADOS FÍSICOS, ESTADOS QUÂNTICOS, ESTADOS FÍSICOS DE ENERGIAS DE GRACELI, E OUTROS.
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/ G* = = [ ] ω , , .=
MECÂNICA GRACELI GENERALIZADA - QUÂNTICA TENSORIAL DIMENSIONAL RELATIVISTA DE CAMPOS. EM :
The Feynman–Kac formula, named after Richard Feynman and Mark Kac, establishes a link between parabolic partial differential equations (PDEs) and stochastic processes. In 1947, when Kac and Feynman were both Cornell faculty, Kac attended a presentation of Feynman's and remarked that the two of them were working on the same thing from different directions.[1] The Feynman–Kac formula resulted, which proves rigorously the real-valued case of Feynman's path integrals. The complex case, which occurs when a particle's spin is included, is still an open question.[2]
It offers a method of solving certain partial differential equations by simulating random paths of a stochastic process. Conversely, an important class of expectations of random processes can be computed by deterministic methods.
Theorem[edit source]
Consider the partial differential equation
/ G* = = [ ] ω , , .= under the probability measure such that is an Itô process driven by the equation
with is a Wiener process (also called Brownian motion) under , and the initial condition for is .Intuitive interpretation[edit source]
Suppose we have a particle moving according to the diffusion process
Let the particle incur "cost" at a rate of at location at time . Let it incur a final cost at .Also, allow the particle to decay. If the particle is at location at time , then it decays with rate . After the particle has decayed, all future cost is zero.
Then, is the expected cost-to-go, if the particle starts at .
Partial proof[edit source]
A proof that the above formula is a solution of the differential equation is long, difficult and not presented here. It is however reasonably straightforward to show that, if a solution exists, it must have the above form. The proof of that lesser result is as follows:
Let be the solution to the above partial differential equation. Applying the product rule for Itô processes to the process
Since
the third term is and can be dropped. We also have thatApplying Itô's lemma to , it follows that
/ G* = = [ ] ω , , .= The first term contains, in parentheses, the above partial differential equation and is therefore zero. What remains is:
Integrating this equation from to , one concludes that:
Upon taking expectations, conditioned on , and observing that the right side is an Itô integral, which has expectation zero,[3] it follows that:
The desired result is obtained by observing that:
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