English
Related papers

Related papers: The Contour integral method for Feynman-Kac equati…

200 papers

Efficient methods are proposed, for computing integrals appeaing in electronic structure calculations. The methods consist of two parts: the first part is to represent the integrals as contour integrals and the second one is to evaluate the…

Materials Science · Physics 2019-04-10 Hisashi Kohashi , Kosuke Sugita , Masaaki Sugihara , Takeo Hoshi

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

Using a Hubbard-Stratonovich transformation coupled with Fourier path integral methods, expressions are derived for the numerical evaluation of the microcanonical density of states for quantum particles obeying Boltzmann statistics. A…

chem-ph · Physics 2009-10-22 David L. Freeman , J. D. Doll

This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.

Probability · Mathematics 2013-03-05 Christophe Andrieu , Nicolas Chopin , Arnaud Doucet , Sylvain Rubenthaler

Numerical evaluations of Feynman integrals often proceed via a deformation of the integration contour into the complex plane. While valid contours are easy to construct, the numerical precision for a multi-loop integral can depend…

High Energy Physics - Phenomenology · Physics 2023-05-22 Ramon Winterhalder , Vitaly Magerya , Emilio Villa , Stephen P. Jones , Matthias Kerner , Anja Butter , Gudrun Heinrich , Tilman Plehn

For the calculation of multi-loop Feynman integrals, a novel numerical method, the Direct Computation Method (DCM) is developed. It is a combination of a numerical integration and a series extrapolation. In principle, DCM can handle…

High Energy Physics - Phenomenology · Physics 2012-01-31 K. Kato , E. de Doncker , N. Hamaguchi , T. Ishikawa , T. Koike , Y. Kurihara , Y. Shimizu , F. Yuasa

Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…

Mathematical Physics · Physics 2024-01-30 Georg Junker

p-Adic generalization of the Feynman path integrals in quantum mechanics is considered. The probability amplitude for a particle in a constant field is calculated. Path integrals over p-adic space have the same form as those over R.

Mathematical Physics · Physics 2007-05-23 Goran S. Djordjevic , Branko Dragovich

We discuss path integrals for quantum mechanics with a potential which is a perturbation of the upside-down oscillator. We express the path integral (in the real time) by the Wiener measure. We obtain the Feynman integral for perturbations…

High Energy Physics - Theory · Physics 2023-05-23 Z. Haba

We present a novel benchmark application of a quantum algorithm to Feynman loop integrals. The two on-shell states of a Feynman propagator are identified with the two states of a qubit and a quantum algorithm is used to unfold the causal…

High Energy Physics - Phenomenology · Physics 2022-06-01 Selomit Ramírez-Uribe , Andrés E. Rentería-Olivo , Germán Rodrigo , German F. R. Sborlini , Luiz Vale Silva

The computation of Feynman integrals is often the bottleneck of multi-loop calculations. We propose and implement a new method to efficiently evaluate such integrals in the physical region through the numerical integration of a suitable set…

High Energy Physics - Phenomenology · Physics 2019-05-01 Manoj K. Mandal , Xiaoran Zhao

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…

Probability · Mathematics 2010-02-02 P. Del Moral , F. Patras , S. Rubenthaler

We discuss a progress in calculation of Feynman integrals which has been done with help of the Differential Equation Method and demonstrate the results for a class of two-point two-loop diagrams.

High Energy Physics - Phenomenology · Physics 2007-05-23 A. V. Kotikov

Although the path-integral formalism is known to be equivalent to conventional quantum mechanics, it is not generally obvious how to implement path-based calculations for multi-qubit entangled states. Whether one takes the formal view of…

Quantum Physics · Physics 2022-06-08 Narayani Tyagi , Ken Wharton

We present a method for rewriting dimensionally regulated Feynman parameter integrals in the Minkowski regime as a sum of real, positive integrands multiplied by complex prefactors. This representation eliminates the need for contour…

High Energy Physics - Phenomenology · Physics 2025-07-01 Stephen Jones , Anton Olsson , Thomas Stone

A contour integral method recently proposed by Weideman [IMA J. Numer. Anal., to appear] for integrating semi-discrete advection-diffusion PDEs, is extended for application to some of the important equations of mathematical finance. Using…

Computational Finance · Quantitative Finance 2011-11-08 K. J. in 't Hout , J. A. C. Weideman

The method of expansion of integrals in external parameters is suggested. It is quite universal and works for Feynman integrals both in Euclidean and Minkowski regions of momenta.

High Energy Physics - Phenomenology · Physics 2009-10-31 S. A. Larin

A kink-based expression for the canonical partition function is developed using Feynman's path integral formulation of quantum mechanics and a discrete basis set. The approach is exact for a complete set of states. The method is tested on…

Statistical Mechanics · Physics 2009-11-07 Randall W. Hall

We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

Analysis of PDEs · Mathematics 2012-10-25 Erik Ekström , Svante Janson , Johan Tysk

Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte , Frédéric Van Wijland