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Showing 1 to 20 of 115 for “"path integral"”.

  1. Option pricing in a path integral framework

    … of methods for computing an option price using a path integral framework. The framework, developed by Chiarella, El-Hassan and Kucera, is based on the Black and Scholes paradigm. The path integral is backward recursive with the payoff known at expiry and has no closed form solution. Three specific …

    vu-aus Repository record for Option pricing in a path integral framework (opens in a new tab)

  2. UV-sensitivity in quantum gravity and path integral measure [Sensibilità UV in gravità quantistica e la misura del path integral]

    … a un trattamento improprio della misura del path integral e del cutoff fisico UV $\Lambda$ della teoria. Quando si usa la misura proposta da Fradkin e Vilkovisky, la quale è invariante per diffeomorfismi, e $\Lambda$ è propriamente introdotto, la correzione radiativa a $\rho_{vac}$ risulta …

    catania Repository record for UV-sensitivity in quantum gravity and path integral measure [Sensibilità UV in gravità quantistica e la misura del path integral] (opens in a new tab)

  3. Path integral Monte Carlo and the electron gas

    Path integral Monte Carlo is a proven method for accurately simulating quantum mechanical systems at finite-temperature. By stochastically sampling Feynman's path integral representation of the quantum many-body density matrix, path integral Monte Carlo includes non-perturbative effects like …

    uiuc Repository record for Path integral Monte Carlo and the electron gas (opens in a new tab)

  4. Dynamical path integral calculations for condensed phase processes

    … by summing over statistically significant system paths. If we have a generic bath composed of classical like particles interacting with the system of interest, the classical behavior of the bath influences the quantum mechanical behavior of the system. Thus we arrive at a rigorous …

    uiuc Repository record for Dynamical path integral calculations for condensed phase processes (opens in a new tab)

  5. Path integral methods for quantum dynamics in condensed phases

    … particles (bath) using classical trajectories. Path integral methods due to their trajectory like nature provide excellent tool to develop quantum-classical methods, but to capture long time dynamics, the number of classical trajectories grow exponentially. A part of this work focuses on …

    uiuc Repository record for Path integral methods for quantum dynamics in condensed phases (opens in a new tab)

  6. Path integral Monte Carlo simulations of hot dense hydrogen

    Submitted by William Weathers (weathrs2@illinois.edu) on 2012-05-29T19:07:56Z No. of bitstreams: 1 2000_militzer.pdf: 5843643 bytes, checksum: 9fb0d3463540b28660c4173dd81b5730 (MD5)

    uiuc Repository record for Path integral Monte Carlo simulations of hot dense hydrogen (opens in a new tab)

  7. Path integral methods for the large-N Kondo model

    A path integral formulation of the SU(N) Kondo model is explored as a possible theoretical tool for studying generalizations of the model, such as the Kondo lattice, which are difficult to study by other means. Saddle point approximations to the path integral lead to an expansion in powers of 1/N. …

    uiuc Repository record for Path integral methods for the large-N Kondo model (opens in a new tab)

  8. Exciton-vibration dynamics using real-time path integral methods

    Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-12-04 without embargo terms

    uiuc Repository record for Exciton-vibration dynamics using real-time path integral methods (opens in a new tab)

  9. Path-integral simulations of solid and liquid atomic hydrogen

    Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2026-05-01

    uiuc Repository record for Path-integral simulations of solid and liquid atomic hydrogen (opens in a new tab)

  10. Path integral calculations of coupled spin and dendrimeric systems

    Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2023-04-12 without embargo terms

    uiuc Repository record for Path integral calculations of coupled spin and dendrimeric systems (opens in a new tab)

  11. Phase space and path integral approaches to quantum dynamics

    … this problem, we propose a numerically exact path integral based method which can be systematically converged to any desired level of accuracy at increasing computational cost. Both these methods can be used with quantum classical simulation frameworks. Second, we present developments of rate …

    uiuc Repository record for Phase space and path integral approaches to quantum dynamics (opens in a new tab)

  12. Dynamical signatures of instantons: insights from path-integral studies

    … quantified using imaginary-time Feynman path integrals. While traditionally used as a method to account for static quantum effects of atomic nuclei, the path-integral framework has also been augmented to simulate short-time quantum dynamics using essentially classical molecular-dynamics …

    cambridge Repository record for Dynamical signatures of instantons: insights from path-integral studies (opens in a new tab)

  13. Path integral methods for accurate simulation of condensed phase reactions

    The student, Peter Walters, submitted this Dissertation for approval on 2016-04-19 at 16:01.

    uiuc Repository record for Path integral methods for accurate simulation of condensed phase reactions (opens in a new tab)

  14. Path-integral studies of quantum statistical effects in vibrational spectroscopy

    … components of the imaginary-time Feynman paths that are responsible for quantum coherence. Using a simple model of perturbed harmonic oscillators, it is shown that most of the intensity differences between quantum and classical non-fundamental (overtone, combination, and difference) bands …

    cambridge Repository record for Path-integral studies of quantum statistical effects in vibrational spectroscopy (opens in a new tab)

  15. Iterative path integral calculations of non-linear spectra and entanglement dynamics

    We review an iterative path integral method that allows the computation of exact, long-time dynamics of small systems interacting with a dissipative bath. The method takes advantage of the finite memory of large environments at finite temperature to allow an iterative evaluation of the dynamics, …

    uiuc Repository record for Iterative path integral calculations of non-linear spectra and entanglement dynamics (opens in a new tab)

  16. Quantum-classical and semiclassical path integral methods for condensed phase dynamics

    … system is often described by the density matrix. Path integral formulation of the density matrix provides a versatile tool for studying quantum dynamics in condensed phase. Unlike the Schro ̈dinger equation in which the wavefunction is central, Feynman’s path integral formulation is trajectory …

    uiuc Repository record for Quantum-classical and semiclassical path integral methods for condensed phase dynamics (opens in a new tab)

  17. An Analysis of Three Path-Integral Based Approximations to Quantum Dynamics

    … mechanically. In this thesis we analyse three path-integral based approximations for computing quantum time-correlation functions: constant-uncertainty molecular dynamics (CUMD), the fitted harmonic approximation (FHA) and windowed centroid molecular dynamics (WCMD). The CUMD method has been …

    cambridge Repository record for An Analysis of Three Path-Integral Based Approximations to Quantum Dynamics (opens in a new tab)

  18. On the path integral formulation and the evaluation of quantum statistical averages

    … have been solved in this thesis using the path integral formalism. Using the trigonometric expansion method of Burton and de Borde (1955), we found the kernel for two interacting one dimensional oscillators• The result is the same as one would obtain using a normal coordinate …

    brock Repository record for On the path integral formulation and the evaluation of quantum statistical averages (opens in a new tab)

  19. Path-integral analysis of passive, graded-index waveguides applicable to integrated optics

    The Feynman path integral is used to describe paraxial, scalar wave propagation in weakly inhomogeneous media of the type encountered in passive integrated-optical communication devices. Most of the devices considered in this work are simple models for graded-index waveguide structures, such as …

    birmingham Repository record for Path-integral analysis of passive, graded-index waveguides applicable to integrated optics (opens in a new tab)

  20. A continuum path integral approach to the simulation of a unitary gas

    … i.e.the scattering length $a_{s}=-\infty$. A path integral Monte Carlo simulation of such a system is performed using an exact novel zero-range, delta function pair propagator which has been tuned to the unitary limit so that essentially all interactions amongst the interacting particles are …

    uiuc Repository record for A continuum path integral approach to the simulation of a unitary gas (opens in a new tab)

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