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Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional step options, the option price changing process is similar to the one dimensional trapezoid potential barrier scattering problem…

Pricing of Securities · Quantitative Finance 2022-06-13 Qi Chen , Chao Guo

Despite its non-Hermitian nature, the transverse optical beam shift exhibits both real eigenvalues and non-orthogonal eigenstates. To explore this unexpected similarity to typical PT (parity-time)-symmetric systems, we first categorize the…

We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property,…

Probability · Mathematics 2018-03-28 Anna Ananova , Rama Cont

An improved form of the Tietz potential for diatomic molecules is \ discussed in detail within the path integral formalism. The radial Green's function is rigorously constructed in a closed form for different shapes of this potential. For…

Quantum Physics · Physics 2019-11-28 A. Khodja , F. Benamira , L. Guechi

Two port s-matrix for a complex PT-symmetric potential may have uni-modular eigenvalues. If this happens for all energies, there occurs a perfect emission of waves at both ends. We call this phenomenon transparency which is distinctly…

Quantum Physics · Physics 2016-01-07 Zafar Ahmed , Joseph Amal Nathan , Dona Ghosh

We develop a path integrals approach for analyzing stationary light propagation appropriate for photonic crystals. The hermitian form of the stationary Maxwell equations is transformed into a quantum mechanical problem of a spin 1 particle…

Optics · Physics 2009-04-01 Yair Dimant , Shimon Levit

We analyse some PT-symmetric oscillators with $T_{d}$ symmetry that depend on a potential parameter $g$. We calculate the eigenvalues and eigenfunctions for each irreducible representation and for a range of values of $g$. Pairs of…

Quantum Physics · Physics 2015-06-22 Paolo Amore , Francisco M. Fernández , Javier Garcia

Supersymmetry between bosons and fermions is modeled within PT- symmetric quantum mechanics. A non-Hermitian alternative to the Witten's supersymmetric quantum mechanics is obtained.

High Energy Physics - Phenomenology · Physics 2011-09-07 Miloslav Znojil

The spectrum of a one-dimensional Hamiltonian with potential $V(x)=ix^2$ for negative $x$ and $V(x)=-ix^2$ for positive $x$ is analyzed. The Schr\"odinger equation is algebraically solvable and the eigenvalues are obtained as the zeros of…

Quantum Physics · Physics 2014-01-24 E. M. Ferreira , J. Sesma

The spectrum of complex PT-symmetric potential, $V(x)=igx$, is known to be null. We enclose this potential in a hard-box: $V(|x| \ge 1) =\infty $ and in a soft-box: $V(|x|\ge 1)=0$. In the former case, we find real discrete spectrum and the…

Quantum Physics · Physics 2015-06-26 Zafar Ahmed

Sturmian bound states emerging at a fixed energy and numbered by a complete set of real eigencouplings are considered. For Sturm-Schroedinger equations which are manifestly non-Hermitian we outline the way along which the correct…

Quantum Physics · Physics 2008-04-25 Miloslav Znojil

Quantum physics is generally concerned with real eigenvalues due to the unitarity of time evolution. With the introduction of $\mathcal{PT}$ symmetry, a widely accepted consensus is that, even if the Hamiltonian of the system is not…

Quantum Physics · Physics 2023-09-19 Tong Liu , Youguo Wang

For a large number of real nonlinear equations, either continuous or discrete, integrable or nonintegrable, uncoupled or coupled, we show that whenever a real nonlinear equation admits kink solutions in terms of $\tanh \beta x$, where…

Pattern Formation and Solitons · Physics 2016-01-27 Avinash Khare , Avadh Saxena

The broken and unbroken phases of PT and supersymmetry in optical systems are explored for a complex refractive index profile in the form of a Scarf potential, under the framework of supersymmetric quantum mechanics. The transition from…

Quantum Physics · Physics 2021-07-05 Adipta Pal , Subhrajit Modak , Aradhya Shukla , Prasanta K. Panigrahi

In this work, we study the effect of $\mathcal{PT}$-symmetric complex potentials on the transport properties of one non-Hermitian system, which is formed by the coupling between a triple-quantum-dot molecule and two semi-infinite leads. As…

Quantum Physics · Physics 2017-07-05 Lian-Lian Zhang , Wei-Jiang Gong

The path integral of the relativistic Coulomb system is solved, and the wave functions are extracted from the resulting amplitude.

High Energy Physics - Theory · Physics 2009-10-28 H. Kleinert

We show how to construct path integrals for quantum mechanical systems where the space of configurations is a general non-compact symmetric space. Associated with this path integral is a perturbation theory which respects the global…

High Energy Physics - Theory · Physics 2015-06-26 Noah Linden , Malcolm Perry

PT-symmetric systems can have a real spectrum even when their Hamiltonian is non-hermitian, but develop a complex spectrum when the degree of non-hermiticity increases. Here we utilize random-matrix theory to show that this spontaneous…

Quantum Physics · Physics 2011-06-24 Henning Schomerus

The non-Hermitian PT-symmetric quantum-mechanical Hamiltonian $H=p^2+x^2(ix)^\epsilon$ has real, positive, and discrete eigenvalues for all $\epsilon\geq 0$. These eigenvalues are analytic continuations of the harmonic-oscillator…

High Energy Physics - Theory · Physics 2014-08-28 Carl M. Bender , Daniel W. Hook , S. P. Klevansky

We have given a straightforward method to solve the problem of noncentral anharmonic oscillator in three dimensions. The relative propagator is presented by means of path integrals in spherical coordinates. By making an adequate change of…

Mathematical Physics · Physics 2012-07-24 S. Haouat