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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…

Pricing of Securities · Quantitative Finance 2022-06-13 Qi Chen , Chao Guo

Any interface boundary in an equilibrium system of Coulomb particles is accompanied by the existence of a finite difference in the average electrostatic potential through this boundary. The discussed interface potential drop is a…

Plasma Physics · Physics 2009-01-19 Igor Iosilevskiy , Alexander Chigvintsev

A method for computing the thermopower in interacting systems is proposed. This approach, which relies on Monte Carlo simulations, is illustrated first for a diatomic chain of hard-point elastically colliding particles and then in the case…

Statistical Mechanics · Physics 2015-10-01 Shunda Chen , Jiao Wang , Giulio Casati , Giuliano Benenti

The methodology based on the association of the Variational Method with Supersymmetric Quantum Mechanics is used to evaluate the energy states of the confined hydrogen atom.

High Energy Physics - Theory · Physics 2015-06-26 Elso Drigo Filho , Regina Maria Ricotta

Thermodynamic properties of a strongly coupled quark-gluon plasma (QGP) of constituent quasiparticles are studied by a color path-integral Monte Carlo simulations (CPIMC). For our simulations we have presented QGP partition function in the…

High Energy Physics - Phenomenology · Physics 2012-03-13 V. S. Filinov , Yu. B. Ivanov , M. Bonitz , V. E. Fortov , P. R. Levashov

A new approach to simulating warm and hot dense matter that combines density functional theory based calculations of the electronic structure to classical molecular dynamics simulations with pair interaction potentials is presented. The new…

Plasma Physics · Physics 2015-06-22 C. E. Starrett , J. Daligault , D. Saumon

We construct the path integral formulation of the partition function for a free scalar thermal field theory using coherent states, first in the ladder operator basis and then in the field operator basis. In so doing, we provide for the…

High Energy Physics - Theory · Physics 2025-07-17 Rens Roosenstein , Maximilian Attems , W. A. Horowitz

We solve numerically exactly a simple toy model to quantum general relativity or more properly to path integral on a curved space. We consider the thermal equilibrium of a quantum many body problem on the sphere, the surface of constant…

Quantum Gases · Physics 2026-03-25 Riccardo Fantoni

Experimental realizations of a variety of atomic binary Bose-Fermi mixtures have brought opportunities for studying composite quantum systems with different spin-statistics. The binary atomic mixtures can exhibit a structural transition…

Quantum Gases · Physics 2018-03-30 Tom Kim , Chih-Chun Chien

An approximate treatment of exchange in finite-temperature path integral Monte Carlo simulations for fermions has been proposed. In this method, some of the fine details of density matrix due to permutations have been smoothed over or…

Statistical Mechanics · Physics 2015-05-13 D. Y. Sun

This work presents a multidisciplinary mathematical model, as a set of coupled governing equations and auxiliary relations describing the fluid-flow, thermal, and electric fields of partially-ionized plasma with low magnetic Reynolds…

Plasma Physics · Physics 2024-11-01 Osama A. Marzouk

A coherent state technique is used to generate an Interacting Boson Model (IBM) Hamiltonian energy surface that simulates a mean field energy surface. The method presented here has some significant advantages over previous work.…

Nuclear Theory · Physics 2015-03-18 I. Bentley , S. Frauendorf

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

The method for analytic evaluation of four-particle integrals, proposed by Fromm and Hill, is generalized to include complex exponential parameters. An original procedure of numerical branch tracking for multiple valued functions is…

Condensed Matter · Physics 2007-05-23 V. S. Zotev , T. K. Rebane

We develop and test a computational framework to study heat exchange in interacting, nonequilibrium open quantum systems. Our iterative full counting statistics path integral (iFCSPI) approach extends a previously well-established influence…

Statistical Mechanics · Physics 2019-03-27 Michael Kilgour , Bijay Kumar Agarwalla , Dvira Segal

We propose a phase-space path integral formulation of noncommutative quantum mechanics, and prove its equivalence to the operatorial formulation. As an illustration, the partition function of a noncommutative two-dimensional harmonic…

High Energy Physics - Theory · Physics 2009-11-07 Ciprian Acatrinei

The hypergeometric function method naturally provides the analytic expressions of scalar integrals from concerned Feynman diagrams in some connected regions of independent kinematic variables, also presents the systems of homogeneous linear…

High Energy Physics - Phenomenology · Physics 2018-01-15 Tai-Fu Feng , Chao-Hsi Chang , Jian-Bin Chen , Zhi-Hua Gu , Hai-Bin Zhang

We recently proposed an empirical approach for the Landau-Pomeranchuk-Migdal (LPM) effects in photon emission from the quark gluon plasma as a function of photon mass. This approach was based on Generalized Emission Functions (GEF) for…

High Energy Physics - Phenomenology · Physics 2008-11-26 S. V. Suryanarayana

This Chapter introduces QCD at finite temperature and density. We first present the formulation of the thermal theory in the Euclidean path integral formalism. We then describe how the strong dynamics at high temperature can be inspected…

High Energy Physics - Phenomenology · Physics 2026-02-24 Matteo Bresciani

The new {\em ab initio} quantum path integral Monte Carlo approach has been developed and applied for the entropy difference calculations for the strongly coupled degenerated uniform electron gas (UEG), a well--known model of simple metals.…

Plasma Physics · Physics 2021-07-28 Vladimir Filinov , Pavel Levashov , Alexander Larkin
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