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In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

In higher order calculations a number of new technical problems arise: one needs diagrams in arbitrary dimension in order to obtain their needed $\epsilon$-expansion, zero Gram determinants appear, renormalization produces diagrams with…

High Energy Physics - Phenomenology · Physics 2009-11-07 J. Fleischer , O. V. Tarasov , T. Riemann , A. Werthenbach

We present a perturbation approach to calculate the short-time propagator, or transition density, of the one-dimensional Fokker-Planck equation, to in principle arbitrary order in the time increment. Our approach preserves probability…

Statistical Mechanics · Physics 2024-05-29 Julian Kappler

We study the high-temperature behavior of quantum-mechanical path integrals. Starting from the Feynman-Kac formula, we derive a new functional representation of the Wigner-Kirkwood perturbation expansion for quantum Boltzmann densities. As…

Statistical Mechanics · Physics 2014-01-24 Petr Jizba , Vaclav Zatloukal

Computing derivatives of observables with respect to parameters of the theory is a powerful tool in lattice QCD, as it allows the study of physical effects not directly accessible in the original Monte Carlo simulation. Prominent examples…

High Energy Physics - Lattice · Physics 2026-03-26 David Albandea , Simon Kuberski , Fernando P. Panadero

We describe various expansion schemes that can be used to study gravitational clustering. Obtained from the equations of motion or their path-integral formulation, they provide several perturbative expansions that are organized in different…

Astrophysics · Physics 2009-11-13 P. Valageas

We generalize a recently proposed small-energy expansion for one-dimensional quantum-mechanical models. The original approach was devised to treat symmetric potentials and here we show how to extend it to non-symmetric ones. Present…

Quantum Physics · Physics 2014-10-23 Paolo Amore , Francisco M. Fernández

This investigation pertains to the construction of a class of generalised deformed derivative operators which furnish the familiar finite difference and the q-derivatives as special cases. The procedure involves the introduction of a linear…

Quantum Algebra · Mathematics 2009-11-10 Dayanand Parashar , Deepak Parashar

For a large class of variational quantum circuits, we show how arbitrary-order derivatives can be analytically evaluated in terms of simple parameter-shift rules, i.e., by running the same circuit with different shifts of the parameters. As…

Quantum Physics · Physics 2021-03-03 Andrea Mari , Thomas R. Bromley , Nathan Killoran

Different generators of a deformed oscillator algebra give rise to one-parameter families of $q$-exponential functions and $q$-Hermite polynomials related by generating functions. Connections of the Stieltjes and Hamburger classical moment…

q-alg · Mathematics 2009-10-30 E. V. Damaskinsky , P. P. Kulish

A universal system of difference equations associated with a hyperelliptic curve is derived constituting the discrete analogue of the Dubrovin equations arising in the theory of finite-gap integration. The parametrisation of the solutions…

solv-int · Physics 2015-06-26 F. W. Nijhoff

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

We develop a semiclassical approximation scheme for the constraint equations of supersymmetric canonical quantum gravity. This is achieved by a Born-Oppenheimer type of expansion, in analogy to the case of the usual Wheeler-DeWitt equation.…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Claus Kiefer , Tobias Lueck , Paulo Moniz

A rigid framework for the Cartan calculus of Lie derivatives, inner derivations, functions, and forms is proposed. The construction employs a semi-direct product of two graded Hopf algebras, the respective super-extensions of the deformed…

High Energy Physics - Theory · Physics 2008-02-03 Peter Schupp

We present a short-time existence theorem of solutions to the initial value problem for Schroedinger maps of a closed Riemannian manifold to a compact almost Hermitian manifold. The classical energy method cannot work for this problem since…

Analysis of PDEs · Mathematics 2008-11-02 Hiroyuki Chihara

Building upon the Covariant Derivative Expansion, we develop a method to compute effective actions that is able to capture non-perturbative effects induced by strong background fields. We demonstrate the method in scalar QED, by deriving…

High Energy Physics - Theory · Physics 2025-12-10 Sebastián Franchino-Viñas , Jérémie Quevillon , Diego Saviot

We present some techniques which have been developed recently or in the recent past to compute Feynman graphs beyond one-loop order. These techniques are useful to compute the three-loop splitting functions in QCD and to obtain the complete…

High Energy Physics - Phenomenology · Physics 2015-06-25 W. L. van Neerven

In this paper, the deformation of the Heisenberg algebra, consistent with both the generalized uncertainty principle and doubly special relativity, has been analyzed. It has been observed that, though this algebra can give rise to…

High Energy Physics - Theory · Physics 2015-08-26 Souvik Pramanik , Mir Faizal , Mohamed Moussa , Ahmed Farag Ali

Quantum computers can be used to simulate nonlinear non-Hamiltonian classical dynamics on phase space by using the generalized Koopman-von Neumann formulation of classical mechanics. The Koopman-von Neumann formulation implies that the…

Quantum Physics · Physics 2020-10-27 Ilon Joseph

We perform the canonical quantization of a general scalar-tensor theory and derive the first quantum gravitational corrections following from a semi-classical expansion of the Wheeler-DeWitt equation. The non-minimal coupling of the scalar…

General Relativity and Quantum Cosmology · Physics 2018-07-12 Christian F. Steinwachs , Matthijs L. van der Wild
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