Path integral solution of linear second order partial differential equations I: the general construction

A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. Elementary kernels are constructed for both Dirichlet and Neumann boundary conditions. The general solution can be specialized to solve elliptic, parabolic, and hyperbolic partial differential equations with boundary conditions. This extends the well-known path integral solution of the Schrödinger/diffusion equation in unbounded space. The construction is based on a framework for functional integration introduced by Cartier/DeWitt-Morette.     

On the geometrical representation of the Jacobian in the path integral reduction problem

By using the formula for the scalar curvature of the manifold with the Kaluza-Klein metric we obtain the geometrical representation of the Jacobian resulted from the path integral reduction problem in Wiener path integrals for a scalar particle on a smooth compact Riemannian manifold with the given free isometric action of the compact semisimple Lie group.     

Path integral approach to Asian options in the Black-Scholes model

We derive a closed-form solution for the price of an average strike as well as an average price geometric Asian option, by making use of the path integral formulation. Our results are compared to a numerical Monte Carlo simulation. We also develop a pricing formula for an Asian option with a barrier on a control process, combining the method of images with a partitioning of the set of paths according to the average along the path. This formula is exact when the correlation is zero, and is approximate when the correlation increases.     

Path integration on Darboux spaces

In this paper, the Feynman path integral technique is applied to two-dimensional spaces of nonconstant curvature: these spaces are called Darboux spaces D _I-D _IV. We start each consideration in terms of the metric and then analyze the quantum theory in the separable coordinate systems. The path integral in each case is formulated and then solved in the majority of cases; the exceptions being the quartic oscillators where no closed solution is known. The required ingredients are the path integral solutions of the linear potential, the harmonic oscillator, the radial harmonic oscillator, the modified Pöschl-Teller potential, and the spheroidal wave functions. The basic path integral solutions, which appear here in a complicated way, have been developed in recent work and are known. The final solutions are represented in terms of the corresponding Green’s functions and the expansions into the wave functions. We also sketch some limiting cases of the Darboux spaces, where spaces of constant negative and zero curvature emerge.     

Efficient option pricing with path integral

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 accurate predictions for the value of a large class of options, including those with path-dependent and early exercise features. As examples, the application of the method to European and American options in the Black-Scholes model is illustrated. The results of the algorithm are compared with those obtained with the standard procedures known in the literature and found to be in good agreement. Received 31 December 2001     

One electron atoms in both a squeezed vacuum and a magnetic field via path integral methods

In the present paper we study the dynamics of one-electron atoms in the presence of both a linearly polarized squeezed vacuum and a magnetic field along the polarization vector of the photonic field. We adopt the dipole approximation and approach the problem via path integral methods. After integrating over the light variables for certain initial and final squeezed vacuum states we treat the path integral over the spatial variables via Monte-Carlo methods. As an application we calculate the survival probability of the ground state of a one-electron atom for various values of the magnetic field. Received 30 November 2000 and Received in final form 15 February 2001     

Effective action in a general chiral model: Next to leading order derivative expansion in the worldline method

We present a formalism to determine the imaginary part of a general chiral model in the derivative expansion. Our formalism is based on the worldline path integral for the covariant current that can be given in an explicit chiral and gauge covariant form. The effective action is then obtained by integrating the covariant current, taking account of the anomaly.     

Molecular structure calculations via path integral simulations: Estimating finite-discretization errors

Path integral simulations are now recognized as a useful tool to determine theoretically the structure of complex molecules at finite temperatures including quantum effects. In addition to statistical errors due to incomplete sampling, also systematic errors are inherent in this procedure because of the finite discretization of the path integral. Here, useful “back of the envelope” estimates to assess the systematic errors of bond-length distribution functions are introduced. These analytical estimates are tested for two small molecules, HD⁺ and H₃ ⁺, where quasi-exact benchmark data are available. The accuracy of the formulae is shown to be sufficient in order to allow for a reliable assessment of the quality of the discretization in a given simulation. The estimates will also be applicable in condensed phase path integral simulations, and the basic idea can be generalized to other observables than those presented. Received 13 September 1999 and Received in final form 18 November 1999     

Order disorder transitions in Ising models in transverse fields with second neighbour interactions

The (ferromagnetic) order-disorder transitions in a class of Ising models with second neighbour interaction in transverse fields is studied using the path integral method. Within the limitations of the method, the critical fields at zero temperature are estimated for different systems.     

Complex Langevin equations and Schwinger–Dyson equations

Stationary distributions of complex Langevin equations are shown to be the complexified path integral solutions of the Schwinger–Dyson equations of the associated quantum field theory. Specific examples in zero dimensions and on a lattice are given. The relevance to the study of quantum field theory solution space is discussed.     

Reduction in path integrals on a Riemannian manifold with group action

A new method for the factorization of the path-integral measure in path integrals for a particle motion on a compact Riemannian manifold with a free isometric unimodular group action is proposed. It is shown that path-integral measure is not invariant under the factorization. An integral relation between the path integral given on the total space of the principal fiber bundle and the path integral on the base space of this bundle (the orbit space of the group action) is obtained.     

Of Ghosts, Gauge Volumes, and Gauss's Law

The relationship between the canonical operator and the path integral formulation of quantum electrodynamics is analyzed with a particular focus on the implementation of gauge constraints in the two approaches. The removal of gauge volumes in the path integral is shown to match with the presence of zero-norm ghost states associated with gauge transformations in the canonical operator approach. The path integrals for QED in both the Feynman and the temporal gauges are examined and several ways of implementing the gauge constraint integrations are demonstrated. The upshot is to show that both the Feynman and the temporal gauge path integrals are equivalent to the Coulomb gauge path integral, matching the results developed by Kurt Haller using the canonical formalism. In addition, the Faddeev–Popov form for the Feynman gauge and temporal gauge Lagrangian path integrals are derived from the Hamiltonian form of the path integral.     

The star exponential and path integrals on compact groups II: The weyl character formula

This is a continuation of the work begun by Cadavid and Nakashima inLett. Math. Phys. 23, 111–115 (1991). An expression for the Weyl Character Formula is obtained in terms of the star-product path integral; and the relationship between the star-product path integral and the path integral developed on coadjoint orbits is established.     

Path Integrals for a Class of P-Adic Schrödinger Equations

The theme of doing quantum mechanics on all Abelian groups goes back to Schwinger and Weyl. If the group is a vector space of finite dimension over a non-Archimedean locally compact division ring, it is of interest to examine the structure of dynamical systems defined by Hamiltonians analogous to those encountered over the field of real numbers. In this Letter, a path integral formula for the imaginary time propagators of these Hamiltonians is derived.     

A Rigorous Path Integral Construction in any Dimension

A rigorous path integral construction for a wide class of Weyl evolution operators is based on a pseudo-differential -calculus on flat phase spaces of finite and infinite dimensions.     

Feynman integral and perturbation theory in quantum tomography

We present a definition for tomographic Feynman path integral as representation for quantum tomograms via Feynman path integral in the phase space. The proposed representation is the potential basis for investigation of Path Integral Monte Carlo numerical methods with quantum tomograms. Tomographic Feynman path integral is a representation of solution of initial problem for evolution equation for tomograms. The perturbation theory for quantum tomograms is constructed.     

Path Integral Formulation of Fractionally Perturbed Lagrangian Oscillators on Fractal

Fractional path integration and particles trajectories in fractional dimensional space are motivating issues in quantum mechanics and kinetics. In this paper, a fractional path integral characterized by a fractional propagator is developed based on the framework of the fractional action-like variational approach. A fractional generalization of the free particle problem is found, the corresponding fractional Schrödinger equation is derived and a fractional path integral formulation of harmonic oscillators characterized by a perturbed Lagrangian is constructed after reducing the fractional action to an integral action on fractal. The new fractal-like path integral offers a number of motivating features which are discussed and analyzed. The main outcome is connected to the possibility of constructing on a fractal a path integral for the oscillators characterized by modified ground energy. In particular for low-temperature case, the fractional perturbed oscillator is characterized by a free energy larger than the standard value \( E_{0} = {{\hbar \omega } \mathord{\left/ {\vphantom {{\hbar \omega } 2}} \right. \kern-0pt} 2}.\) Such an increase in the ground energy generalizes the uncertainty principle without involving differentiable paths or even invoking new phenomenological theories based on deformed algebra.     

Quantum propagator for some classes of three-dimensional three-body systems

In this work we solve exactly a class of three-body propagators for the most general quadratic interactions in the coordinates, for arbitrary masses and couplings. This is done both for the constant as the time-dependent couplings and masses, by using the Feynman path integral formalism. Finally, the energy spectrum and the eigenfunctions are recovered from the propagators.     

Euclidean quantum gravity on a lattice

We construct a number of related euclidean lattice formulations of quantum gravity. The first version incorporates a path integral over discrete manifolds built out of four-cubes embedded in a higher dimensional flat hypercubic lattice. We show this expression is equal to a corresponding path integral in a local lattice field theory. The field theoretic path integral diverges and lacks a satisfactory vacuum state. This divergence can be interpreted as a consequence of a divergent phase space available for topological fluctuations in the four-manifolds of the original path integral. A modified version of the path integral over manifolds converges. We construct a Schrödinger equation and hamiltonian for the modified theory. The hamiltonian is self-adjoint, but as a result of the large phase space available for topological fluctuations, the hamiltonian's spectrum is probably not bounded from below. We show briefly how the flat enveloping space—time can be removed from most of the theories we present and how matter fields can be included.     

Quantum adiabatic approximation to interacting boson-fermion systems

We present an adiabatic approximation method for the path integral of the Fermi field in the presence of a Bose field. The adiabatic phenomenon recently found by Berry and Simon is used for evaluating the Grassman path integral. Then we obtain the path integral of the effective action analogous to a magnetic field, and the quantization rule is derived by applying the semiclassical quantization method.