Related papers: On the effective potential of Duru-Kleinert path i…
Whenever variables $\phi=(\phi^1,\phi^2,\ldots)$ are discarded from a system, and the discarded information capacity $\mathcal{S}(x)$ depends on the value of an observable $x$, a quantum correction $\Delta V_\mathrm{eff}(x)$ appears in the…
In this paper, we present an approach to deal with the dynamics of the Dirac equation with time-dependent electromagnetic potentials using the fourth-order compact time-splitting method ($S_\text{4c}$). To this purpose, the time-ordering…
A kink-based path integral method, previously applied to atomic systems, is modified and used to study molecular systems. The method allows the simultaneous evolution of atomic and electronic degrees of freedom. Results for CH$_4 $, NH$_3…
We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdiffusive regimes. We express the corresponding action, which…
The complex-time formalism is developed in the framework of the path-integral formalism, to be used for analysis of the quantum tunneling phenomena. We show that subleading complex-time saddle-points do not account for the right WKB result.…
The optimized effective potential (OEP) method allows for calculation of the local, effective single particle potential of density functional theory for explicitly orbital-dependent approximations to the exchange-correlation energy…
In this paper I develop a new computational method for pricing path dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform analytically a partial averaging over the…
The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…
We propose a Lagrangian path integral based on gauge symmetries generated by a symmetric higher-order $\Delta$-operator, and demonstrate that this path integral is independent of the chosen gauge-fixing function. No explicit change of…
Free scalar field theory on a flat spacetime can be cast into a generally covariant form known as parametrised field theory in which the action is a functional of the scalar field as well as the embedding variables which describe arbitrary,…
Within the background-field framework we present a path integral derivation of the splitting Ward identity for the one-particle irreducible effective action in the presence of an infrared regulator, and make connection with earlier works on…
We address again the old problem of calculating the radion effective potential in Randall-Sundrum scenarios, with the Goldberger-Wise stabilization mechanism. Various prescriptions have been used in the literature, most of them based on…
We consider a general path-dependent version of the hedging problem with price impact of Bouchard et al. (2019), in which a dual formulation for the super-hedging price is obtained by means of PDE arguments, in a Markovian setting and under…
We explore properties of path integral complexity in field theories on time dependent backgrounds using its dual description in terms of Hartle-Hawking wavefunctions. In particular, we consider boundary theories with time dependent…
The explicit split-operator algorithm is often used for solving the linear and nonlinear time-dependent Schr\"{o}dinger equations. However, when applied to certain nonlinear time-dependent Schr\"{o}dinger equations, this algorithm loses…
Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional double-barrier step (PDBS) options, the option price changing process is analogous to a particle moving in a finite symmetric…
We consider the oscillatory integrals with parameter-dependent phases. We decompose the integrals into a leading term and a remainder term. Instead of the pointwise estimate, we use some $L^p$-estimate for the remainder term and get various…
A formalism is developed to study certain five-term recursion relations by discrete phase integral (or Wentzel-Kramers-Brillouin) methods. Such recursion relations arise naturally in the study of the Schrodinger equation for certain spin…
Exponential time differencing methods is a power tool for high-performance numerical simulation of computationally challenging problems in condensed matter physics, fluid dynamics, chemical and biological physics, where mathematical models…
In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action…