Related papers: A Path Integral Approach for Time-Dependent Hamilt…
These lectures are intended as an introduction to the technique of path integrals and their applications in physics. The audience is mainly first-year graduate students, and it is assumed that the reader has a good foundation in quantum…
L\'{e}vy flights can be described using a Fokker-Planck equation which involves a fractional derivative operator in the position co-ordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show…
Many interesting physical theories have analytic classical actions. We show how Feynman's path integral may be defined non-perturbatively, for such theories, without a Wick rotation to imaginary time. We start by introducing a class of…
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 general path integral analysis of the separable Hamiltonian of Liouville-type is reviewed. The basic dynamical principle used is the Jacobi's principle of least action for given energy which is reparametrization invariant, and thus the…
We discuss a semi-analytical method for solving SABR-type equations based on path integrals. In this approach, one set of variables is integrated analytically while the second set is integrated numerically via Monte-Carlo. This method,…
The Feynman path integral is defined over the space $\mathbb{R}^T$ of all possible paths; it has been a powerful tool to develop Quantum Mechanics. The absolute value of Feynman's integrand is not integrable, then Lebesgue integration…
We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…
In this paper we use a path-integral approach to represent the Lyapunov exponents of both deterministic and stochastic dynamical systems. In both cases the relevant correlation functions are obtained from a (one-dimensional) supersymmetric…
In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing barriers under…
The semiclassical approximation of the worldline path integral is a powerful tool to study nonperturbative electron-positron pair creation in spacetime-dependent background fields. Finding solutions of the classical equations of motion,…
The theory of large random matrices has proved an invaluable tool for the study of systems with disordered interactions in many quite disparate research areas. Widely applicable results, such as the celebrated elliptic law for dense random…
Extension of Feynman's path integral to quantum mechanics of noncommuting spatial coordinates is considered. The corresponding formalism for noncommutative classical dynamics related to quadratic Lagrangians (Hamiltonians) is formulated.…
We present a path-integral formulation of 't Hooft's derivation of quantum from classical physics. The crucial ingredient of this formulation is Gozzi et al.'s supersymmetric path integral of classical mechanics. We quantize explicitly two…
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…
A supersymmetric path integral representation is developed for stochastic processes whose Langevin equation contains any number N of time derivatives, thus generalizing the Langevin equation with inertia studied by Kramers, where N=2. The…
The Feynman path integral representation of quantum theory is used in a non--parametric Bayesian approach to determine quantum potentials from measurements on a canonical ensemble. This representation allows to study explicitly the…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
In this paper we introduce a new procedure on precise analysis of various physical manifestations in superconducting Qubits using the concept of Feynman path integral in quantum mechanics and quantum field theory. Three specific problem are…
We briefly review a hamiltonian path integral formalism developed earlier by one of us. An important feature of this formalism is that the path integral quantization in arbitrary co-ordinates is set up making use of only classical…