نتایج جستجو برای: path integral method

تعداد نتایج: 1829950  

Journal: :CoRR 2015
Weiya Ren Shuohao Li Qiang Guo Guohui Li Jun Zhang

REN Wei-Ya, LI Shuo-Hao, Guo Qiang; LI Guo-Hui; Zhang Jun Email: [email protected]; [email protected]; [email protected]; [email protected]; [email protected]. (College of Information System and Management, National University of Defense Technology, Hunan Changsha, 410073, China) Abstract: The key in agglomerative clustering is to define the affinity measure between two sets. A...

Journal: :J. Comput. Physics 2011
Mary Catherine A. Kropinski Bryan D. Quaife

Talk Abstract We present an efficient integral equation method approach to solve the forced heat equation, ut(x) − ∆u(x) = F (x, u, t), in a two dimensional, multiply connected domain, with Dirichlet boundary conditions. We first discretize in time, which is known as Rothe’s method, resulting in a non-homogeneous modified Helmholtz equation that is solved at each time step. We formulate the sol...

A. Portela

The dual boundary element method is formulated for the analysis of linear elastic cracked plates. The dual boundary integral equations of the method are the displacement and the traction equations. When these equations are simultaneously applied along the crack boundaries, general crack problems can be solved in a single-region formulation, with both crack boundaries discretized with discontinu...

2007
S. G. Henderson B. Biller M.-H. Hsieh J. Shortle J. D. Tew Phelim Boyle Mark Broadie Paul Glasserman

Computational methods play an important role in modern finance. Through the theory of arbitragefree pricing, the price of a derivative security can be expressed as the expected value of its payouts under a particular probability measure. The resulting integral becomes quite complicated if there are several state variables or if payouts are path-dependent. Simulation has proved to be a valuable ...

2007
Dennis V. Perepelitsa D. V. Perepelitsa

We present the path integral formulation of quantum mechanics and demonstrate its equivalence to the Schrödinger picture. We apply the method to the free particle and quantum harmonic oscillator, investigate the Euclidean path integral, and discuss other applications.

2006
D. Stojiljković A. Bogojević A. Balaž

A newly developed method for systematically improving the convergence of path integrals for transition amplitudes, introduced in Phys. is here applied to the efficient calculation of energy spectra. We show how the derived hierarchies of effective actions lead to substantial speedup of the standard path integral Monte Carlo evaluation of energy levels. The general results and the ensuing increa...

Journal: :Journal of Physics A: Mathematical and Theoretical 2012

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