Related papers: Path Integral Method for Proportional Step and Pro…
In this paper, we have constructed the Feynman path integral method for non-paraxial optics. This is done by using the mathematical analogy between a non-paraxial optical system and the generalized Schr\"odinger equation deformed by the…
Power duality in Feynman's path integral formulation of quantum mechanics is investigated. The power duality transformation consists of a change in coordinate and time variables, an exchange of energy and coupling, and a classical angular…
The formulation of noncommutative quantum mechanics as a quantum system represented in the space of Hilbert-Schmidt operators is used to systematically derive, using the standard time slicing procedure, the path integral action for a…
We consider Feynman's path integral approach to quantum mechanics with a noncommutativity in position and momentum sectors of the phase space. We show that a quantum-mechanical system with this kind of noncommutativity is equivalent to the…
A method for nonperturbative path integral calculation is proposed. Quantum mechanics as a simplest example of a quantum field theory is considered. All modes are decomposed into hard (with frequencies $\omega^2 >\omega^2_0$) and soft (with…
Pricing a multi-asset derivative is an important problem in financial engineering, both theoretically and practically. Although it is suitable to numerically solve partial differential equations to calculate the prices of certain types of…
We reconsider the valuation of barrier options by means of binomial trees from a "forward looking" prospective rather than the more conventional "backward induction" one used by standard approaches. This reformulation allows us to write…
The semi-classical approximation to black hole partition functions is not well-defined, because the classical action is unbounded and the first variation of the uncorrected action does not vanish for all variations preserving the boundary…
The pathway model for the real scalar variable case is re-explored and its connections to fractional integrals, solutions of fractional differential equations, Tsallis statistics and superstatistics in statistical mechanics, reaction-rate…
The path integral formalism gives a very illustrative and intuitive understanding of quantum mechanics but due to its difficult sum over phases one usually prefers Schr\"odinger's approach. We will show that it is possible to calculate…
It is discussed an opportunity to introduce new class of quantum algorithms based on possibility to express amplitude of transition between two states of quantum system as sum of some function along all possible classical paths. Continuous…
Work belongs to the most basic notions in thermodynamics but it is not well understood in quantum systems, especially in open quantum systems. By introducing a novel concept of work functional along individual Feynman path, we invent a new…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
This paper presents a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we…
This paper is a generalization of previous work on the use of classical canonical transformations to evaluate Hamiltonian path integrals for quantum mechanical systems. Relevant aspects of the Hamiltonian path integral and its measure are…
We propose new approach to numerical study of quantum spin systems. Our method is based on a fact that one can use any set of states for the path integral as long as it is complete. We apply our method to one-dimensional quantum spin system…
The one-sided bouncer and the symmetric bouncer involve a one-dimensional particle in a piecewise linear potential. For such problems, the time-dependent quantum mechanical propagator cannot be found in closed form. The semiclassical…
A new model for the double well potential is presented in the paper. In the new potential, the exchanging rate could be easily calculated by the perturbation method in supersymmetric quantum mechanics. It gives good results whether the…
We use the two time influence functional method of the path integral approach in order to reduce the dimension of the coupled-channels equations for heavy-ion reactions based on the no-Coriolis approximation. Our method is superior to other…
We consider the form of the path integral that follows from canonical quantization and apply it to the first order form of the Einstein-Hilbert action in $d > 2$ dimensions. We show that this is inequivalent to what is obtained from…