相关论文: Physics and Derivatives: Effective-Potential Path-…
We generalize a semi-classical path integral approach originally introduced by Giachetti and Tognetti [Phys. Rev. Lett. 55, 912 (1985)] and Feynman and Kleinert [Phys. Rev. A 34, 5080 (1986)] to time-dependent Hamiltonians, thus extending…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
A computational technique borrowed from the physical sciences is introduced to obtain accurate closed-form approximations for the transition probability of arbitrary diffusion processes. Within the path integral framework the same technique…
We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
In this paper the Feynman path integral technique is applied for superintegrable potentials on two-dimensional spaces of non-constant curvature: these spaces are Darboux spaces D_I and D_II, respectively. On D_I there are three and on D_II…
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…
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…
We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…
The calculation of thermal conductivity in insulating solids at temperatures below the Debye temperature is problematic, due to the breakdown of classical and semi-classical approaches. In this work, we present a fully quantum methodology…
By means of the Ito-Nisio theorem, we introduce and discuss a general approach to series representations of path integrals. We then argue that the optimal basis for both ``primitive'' and partial averaged approaches is the Wiener…
In this master thesis, a new approximation scheme to non-relativistic potential scattering is developed and discussed. The starting points are two exact path integral representations of the T-matrix, which permit the application of the…
An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and…
The results of analytical approximations and extensive calculations based on a path integral Monte Carlo (PIMC) scheme are presented. A new (direct) PIMC method allows for a correct determination of thermodynamic properties such as energy…
Mean-field molecular dynamics based on path integrals is used to approximate canonical quantum observables for particle systems consisting of nuclei and electrons. A computational bottleneck is the sampling from the Gibbs density of the…
In this article, I provide significant mathematical evidence in support of the existence of short-time approximations of any polynomial order for the computation of density matrices of physical systems described by arbitrarily smooth and…
In this paper the Feynman path integral technique is applied to two-dimensional spaces of non-constant curvature: these spaces are called Darboux spaces $\DI$--$\DIV$. We start each consideration in terms of the metric and then analyze the…
Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…
We study the low temperature behaviour of path integrals for a simple one-dimensional model. Starting from the Feynman-Kac formula, we derive a new functional representation of the density matrix at finite temperature, in terms of the…
The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…