相关论文: Morse Potential, Contour Integrals, and Asian Opti…
We consider a non-relativistic quantum particle interacting with a singular potential supported by two parallel straight lines in the plane. We locate the essential spectrum under the hypothesis that the interaction asymptotically…
Complementarity was originally introduced as a qualitative concept for the discussion of properties of quantum mechanical objects that are classically incompatible. More recently, complementarity has become a \emph{quantitative} relation…
We apply path integration techniques to obtain option pricing with stochastic volatility using a generalized Black-Scholes equation known as the Merton and Garman equation. We numerically simulate the option prices using the technique of…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
The filter function formalism from quantum control theory is typically used to determine the noise susceptibility of pulse sequences by looking at the overlap between the filter function of the sequence and the noise power spectral density.…
We consider nonlinear eigenvalue problems to compute all eigenvalues in a bounded region on the complex plane. Based on domain decomposition and contour integrals, two robust and scalable parallel multi-step methods are proposed. The first…
We apply constant imaginary offsets to the path integral for a reduction of the sign problem in the Hubbard model. These simple transformations enhance the quality of results from HMC calculations without compromising the speed of the…
Quasiperiodic systems are important space-filling ordered structures, without decay and translational invariance. How to solve quasiperiodic systems accurately and efficiently is of great challenge. A useful approach, the projection method…
The quantum mechanical expression relating two commuting operators is reformulated such that the power method (also called method of moments) for iteratively calculating eigenvalues and eigenvectors becomes applicable. The new iterative…
Semiclassical methods provide important tools for approximating solutions in quantum mechanics. In several cases these methods are intriguingly exact rather than approximate, as has been shown by direct calculations on particular systems.…
Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can…
Quantum metrology concerns improving the estimation of an unknown parameter using an optimal measurement scheme on the quantum system. More the optimality of the measurement, the better will be the improvement in sensing the value of the…
Integrable probability has emerged as an active area of research at the interface of probability/mathematical physics/statistical mechanics on the one hand, and representation theory/integrable systems on the other. Informally, integrable…
In this paper we present a closed-form expression of the vibrational partition function for the one-dimensional q-deformed Morse potential energy model. Through this function the related thermodynamic functions are derived and studied in…
Contour integrals in the complex plane are the basis of effective numerical methods for computing matrix functions, such as the matrix exponential and the Mittag-Leffler function. These methods provide successful ways to solve partial…
A universal energy eigenvalue equation is proposed in this paper. It is proven that the unique set of eigenfunctions or preferred basis exists for any non-isolated sub-system. Applying the new eigenvalue equation to the relative motion of a…
The Black-Scholes model anticipates rather well the observed prices for options in the case of a strike price that is not too far from the current price of the underlying asset. Some useful extensions can be obtained by an adequate…
We propose a method which we call "Isotropic Entanglement" (IE), that predicts the eigenvalue distribution of quantum many body (spin) systems (QMBS) with generic interactions. We interpolate between two known approximations by matching…
In a previous article we have shown how one can employ Artificial Neural Networks (ANNs) in order to solve non-homogeneous ordinary and partial differential equations. In the present work we consider the solution of eigenvalue problems for…
A simple criterion is derived in order that a number sequence ${\cal S}_n$ is a permitted spectrum of a quantized system. The sequence of the prime numbers fulfils the criterion and the corresponding one-dimensional quantum potential is…