搜索结果: 1-15 共查到“path integral”相关记录26条 . 查询时间(0.07 秒)
Path-integral method for the source apportionment of photochemical pollutants
photochemical pollutants Path-integral method
2015/8/6
A new, path-integral method is presented for apportioning the concentrations of pollutants predicted by a
photochemical model to emissions from different sources. A
novel feature of the method is th...
Worm Algorithm for Continuous-Space Path Integral Monte Carlo Simulations
Integral monte carlo method the worm simulation lattice model the continuous spatial multibody system thermodynamics
2014/12/20
We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. ...
Worm algorithm and diagrammatic Monte Carlo: A new approach to continuous-space path integral Monte Carlo simulations
Worm algorithm quantum multibody system thermodynamic properties continuous space
2014/12/20
A detailed description is provided of a new worm algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The a...
Dilute Bose gas with correlated disorder: a path integral Monte Carlo study
Dilute bose gas thermodynamics integral monte carlo method the continuous space superfluids quantum
2014/12/19
We investigate the thermodynamic properties of a dilute Bose gas in a correlated random potential using exact path integral Monte Carlo methods. The study is carried out in continuous space and disord...
Path Integral Control by Reproducing Kernel Hilbert Space Embedding
Path Integral Control Reproducing Kernel Hilbert Space Embedding
2012/9/18
We present an embedding of stochastic optimal control problems, of the so called path integral form, into reproducing kernel Hilbert spaces. Using consistent, sample based estimates of the embedding l...
Derivation of the Schrodinger equation from the Hamilton-Jacobi equation in Feynman's path integral formulation of quantum mechanics
Derivation of the Schrodinger equation Hamilton-Jacobi equation Feynman's path integral formulation of quantum mechanics
2012/4/19
It is shown how the time-dependent Schr\"{o}dinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton-Jacobi equat...
The path integral representation kernel of evolution operator in Merton-Garman model
path integration evolution operator kernel option pricing Black-Scholes formula Merton-Garman model
2011/7/5
In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed.
Based on this kernel option formula is obtained, which generalizes the well-known Bla...
The path integral representation kernel of evolution operator in Merton-Garman model
path integration evolution operator kernel option pricing Black-Scholes formula
2011/7/26
Abstract: In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed. Based on this kernel option formula is obtained, which generalizes the well-...
A note on the vector Schwinger Model with the photon mass term: Gauge invariant reformulation, operator solution and path integral formulation
vector Schwinger Model photon mass term
2010/12/23
Vector Schwinger model is reinvestigated with the mass like term for gauge field. Phase space structure has been determined in this situation. It has been found that mass of the gauge boson acquires ...
Equivalence of O(3) nonlinear sigma model and the CP1 model: A path integral approach
O(3) nonlinear sigma model CP1 model integral approach
2010/11/8
A rigorous proof is given on the equivalence of the O(3) nonlinear sigma model and the CP1 model via path integral approach.
In this paper we analytically study the pricing of the arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral...
Timeless path integral for relativistic quantum mechanics
Timeless path relativistic quantum mechanics
2010/10/27
Starting from the canonical formalism of relativistic (timeless) quantum mechanics, the formulation of timeless path integral is rigorously derived. The transition amplitude is reformulated as the sum...
Path Integral Evaluation of a Time-Dependent Oscillator in an External Field
Path Integral Propagator Green functions and harmonic oscillator
2010/4/8
The Lagrangian of a system describing the dynamical behaviour of a time-dependent harmonic oscillator is modified and then used to evaluate the Feynman path integral of the oscillator. The path integr...
Path integral approach to Asian options in the Black-Scholes model
Path integral Asian options Black-Scholes model
2010/11/1
We derive a closed-form solution for the price of an average price as well as an average strike
geometric Asian option, by making use of the path integral formulation. Our results are compared to a n...
A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
integral option pricing formulas applications stochastic volatility interest rate models
2010/12/20
We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The f...