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An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and…

Statistical Mechanics · Physics 2009-11-07 G. Montagna , O. Nicrosini , N. Moreni

We show how to use the multiple histogram method to combine canonical ensemble Monte Carlo simulations made at different temperatures and densities. The method can be applied to study systems of particles with arbitrary interaction…

Statistical Mechanics · Physics 2009-10-31 A. L. Ferreira , M. A. Barroso

In the long-time pursuit of the solution to calculate the partition function (or free energy) of condensed matter, Monte-Carlo-based nested sampling should be the state-of-the-art method, and very recently, we established a direct integral…

Statistical Mechanics · Physics 2020-01-08 Le-Cheng Gong , Bo-Yuan Ning , Tsu-Chien Weng , Xi-Jing Ning

The ab initio thermodynamic simulation of correlated Fermi systems is of central importance for many applications, such as warm dense matter, electrons in quantum dots, and ultracold atoms. Unfortunately, path integral Monte Carlo (PIMC)…

Computational Physics · Physics 2019-08-28 Tobias Dornheim

It is a common belief among field theorists that path integrals can be computed exactly only in a limited number of special cases, and that most of these cases are already known. However recent developments, which generalize the WKBJ method…

High Energy Physics - Theory · Physics 2009-10-22 Hans Dykstra , Joe Lykken , Eric Raiten

A path integral method, combined with atomistic spin dynamics simulations, has been developed to calculate thermal quantum expectation values using a classical approach. In this study, we show how to treat Hamiltonians with non-linear…

Quantum Physics · Physics 2024-08-12 Thomas Nussle , Pascal Thibaudeau , Stam Nicolis

We present an \emph{ab-initio} approach for computing the photoionization spectrum near autoionization resonances in multi-electron systems. While traditional (Hermitian) theories typically require computing the continuum states, which are…

We present a way for calculating the Lagrangian path integral measure directly from the Hamiltonian Schwinger--Dyson equations. The method agrees with the usual way of deriving the measure, however it may be applied to all theories, even…

High Energy Physics - Theory · Physics 2007-05-23 Aleksandar R. Bogojević , Dragan Popović

We provide a detailed description of the path-integral Monte Carlo worm algorithm used to exactly calculate the thermodynamics of Bose systems in the canonical ensemble. The algorithm is fully consistent with periodic boundary conditions,…

Quantum Gases · Physics 2022-03-31 G. Spada , S. Giorgini , S. Pilati

Recently, fictitious identical particles have provided a promising way to overcome the fermion sign problem and have been used in path integral Monte Carlo (PIMC) to accurately simulate warm dense matter with up to 1000 electrons (T.…

Quantum Gases · Physics 2025-08-14 Yunuo Xiong , Shujuan Liu , Hongwei Xiong

The properties of hot dense helium at megabar pressures were studied with two first-principles computer simulation techniques, path integral Monte Carlo and density functional molecular dynamics. The simulations predicted that the…

Materials Science · Physics 2009-11-11 B. Militzer

The conventional second-order Path Integral Monte Carlo method is plagued with the sign problem in solving many-fermion systems. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the…

Computational Physics · Physics 2015-06-23 Siu A. Chin

Full $NVT$ quantum statistics of the H$_3^+$ ion is simulated at low densities using the path integral Monte Carlo approach. For the first time, the molecular total energy, partition function, free energy, entropy and heat capacity are…

Earth and Planetary Astrophysics · Physics 2011-03-22 Ilkka Kylänpää , Tapio T. Rantala

Many large scale numerical simulations of astrophysical plasmas must also reproduce the hydrogen ionization and the resulting emission spectrum, in some cases quite accurately. We describe a compact model hydrogen atom that can be readily…

Astrophysics · Physics 2009-10-28 Jason W. Ferguson , Gary J. Ferland

The equilibrium thermodynamics of the two dimensional Su-Schrieffer-Heeger Model is derived by means of a path integral method which accounts for the variable range of the electronic hopping processes. While the lattice degrees of freedom…

Statistical Mechanics · Physics 2009-11-11 Marco Zoli

We put together a first-principles equation of state (FPEOS) database for matter at extreme conditions by combining results from path integral Monte Carlo and density functional molecular dynamics simulations of the elements H, He, B, C, N,…

Direct fermionic path-integral Monte-Carlo simulations of strongly coupled hydrogen are presented. Our results show evidence for the hypothetical plasma phase transition. Its most remarkable manifestation is the appearance of metallic…

Soft Condensed Matter · Physics 2009-11-07 V. S. Filinov , V. E. Fortov , M. Bonitz , P. R. Levashov

We study the proton-hydrogen collision in the energy range from 0 to 5 K where the hyperfine structure of the hydrogen atom is important. The proper multichannel treatment of the hyperfine structure is found to be crucial at cold…

Atomic Physics · Physics 2014-10-08 Ming Li , Bo Gao

An adaptive, kink-based path integral formalism is used to calculate the ground state energies of the atoms He-Ne. The method uses an adaptive scheme to virtually eliminate the sign difficulties. This is done by using a Monte Carlo scheme…

Chemical Physics · Physics 2009-11-07 Randall W. Hall

In this study, we derive the heat flux formula for the Allegro model, one of machine-learning interatomic potentials using the equivariant deep neural network, to calculate lattice thermal conductivity using the homogeneous non-equilibrium…

Computational Physics · Physics 2024-03-22 Kohei Shimamura , Shinnosuke Hattori , Ken-ichi Nomura , Akihide Koura , Fuyuki Shimojo