Computing the Path Integral
SPEEDUP - optimization and porting of path integral MC Code to new computing architectures
... Introduction Path integral Monte Carlo code SPEEDUP [1] is used for various calculations mainly for studies of Quantum Mechanical systems and investigation of global and local properties of Bose-Einstein ...
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Phase Space Path Integral Representation for Wigner Function
... Solid semi-transparent lines correspond to theoretical Fermi distribution (34). When degeneracy parameter χ is small then distribution is close to Maxwel- lian. However it tends to the “shelf” form in degenerate Fermi ...
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The Path Integral Approach to Financial Modeling and Options Pricing?
... on Computing in Economics and Finance, June 26–28, 1996, University of Geneva, Switzerland, and Eric Reiner for drawing his attention to the papers by Dash and ...
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The Andreev Crossed Reflection—A Majorana Path Integral Approach
... a path integral is obtained. The path integral is used to compute the scattering matrix in terms of the electrons in the ...for computing the ...
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Stochastic path-integral formalism for continuous quantum measurement
... stochastic path integral formalism and action principle for con- tinuous quantum measurement introduced in ...by computing correlation functions for the qubit trajectories with a feedback loop to ...
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A Generalized Path Integral Control Approach to Reinforcement Learning
... with path integrals makes a strong link to the dynamic system to be optimized—indeed, originally, it was derived solely as model-based ...for computing the optimal controls, can be generated either from ...
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Investigating electron tunnelling using path integral Monte Carlo
... likely path) be ascertained, but by application of the method of expanded en- sembles the free energy associated with the path can be ...entire path is generated in one pass and tested for acceptance ...
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Accelerated path integral simulations using ring polymer interpolation
... allel computing offers one route to minimizing the impact of this additional expense, an alternative is to seek new algorithms which exploit the underlying physical features of the problem to reduce the number of ...
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Path Integral Quantum Mechanics: from the basics to the latest developments
... Here we present a scalable parallel implementation of the Mask-Assisted Coarse Graining of Influence Coefficient (MACGIC) QUAPI method [4, 5] that allows expanding the range of the treatable systems through more ...
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Computing Greeks using multilevel path simulation
... Smoothing a Lipschitz payoff with conditional expectations reduces the complexity down to O(ε −2 ). From this technique we derive the Path splitting and Vibrato methods: they offer the same efficiency and avoid ...
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CiteSeerX — PATH INTEGRAL AND THE INDUCTION LAW
... The path integral quantization method was developed in detail by Feynman [1] in ...then, path integral meth- ods have provided a good alternative procedure to quantization and many books have ...
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Path Integral Quantization of Nonconservative Systems
... In this paper nonconservative systems are investigated within the framework of Euler Lagrange equations. The solutions of these equations are used to find the principal function S, this function is used to formulate the ...
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Option pricing in a path integral framework
... Section 3.3 investigates the same method applied to an American put option. The major difference is the path integral set-up. Since an American option can be exer- cised at any time during the life of the ...
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Adaptive Smoothing Path Integral Control
... In Path Integral control problems a representation of an optimally controlled dy- namical system can be formally computed and serve as a guidepost to learn a parametrized ...The Path Integral ...
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221A Lecture Notes Path Integral
... hx f , t f |x i , t i i = Z Dx(t)e iS[x(t)]/¯ h . (1) The meaning of this equation is the following. If you want to know the quantum mechanical amplitude for a point particle at a position x i at time t i to reach a ...
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CiteSeerX — Coherent-state path integral calculation of the
... the path centroid distribution (PCD) of the diagonal representatives of the ...a path not just as the weight by which functionals of the path are to be averaged, but as a (complex) quasiprobability ...
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Path Integral Methods for Stochastic Differential Equations
... introduced path integrals to study stochastic processes, these methods are not commonly used nor familiar to much of the neuroscience or applied mathematics ...on path integrals but most are geared towards ...
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Path Integral Formulation for Wave Effect in Multilens System
... Kazuhiro Yamamoto Department of Physical Science, Hiroshima University, Higashi-Hiroshima, Japan Abstract A formula to investigate the wave effect in a multi-lens system is presented on the basis of a path ...
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Computational convergence of the path integral for real dendritic morphologies
... Abstract Neurons are characterised by a morphological structure unique amongst biological cells, the core of which is the dendritic tree. The vast number of dendritic geometries, combined with heterogeneous properties of ...
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Path Integral Treatment of Proton Transport Processes in BaZrO3
... In doped BaZrO 3 the diffusion rate is reduced by about 2 orders of magnitudes [3], compared with the data in Fig. 4(b), due to the effect of the dopants [9]. In conclusion, the quantum effects on the proton motion in ...
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