Key research themes
1. How do path integrals formulate quantum mechanics and what are their applications in different physical contexts?
This research theme explores the foundational formulation of quantum mechanics via path integrals, tracing its mathematical structure, historical evolution, and applications across diverse physical systems from quantum optics to quantum field theory. It emphasizes path integrals as both conceptual tools linking quantum and classical regimes and as practical computational frameworks for tackling problems involving bosonic systems, coherent states, and photonics.
2. How can path integral techniques be applied to complex quantum systems, such as time-dependent harmonic oscillators and quantum field computations involving Feynman integrals?
This theme investigates the extension and application of path integral methods to tackle problems in quantum dynamics with time-dependent parameters and the algebraic and analytical structures of multi-loop Feynman integrals arising in quantum field theory. It covers canonical transformations, delta-functional integration, and algebraic geometry approaches, aiming at exact or algorithmic evaluations of propagators and integral reductions in highly nontrivial systems.
3. How can path integral formalism be extended and applied to financial mathematics, especially for pricing interest rate derivatives?
This research area investigates the adaptation of path integral techniques from physics to financial modeling, particularly in the context of stochastic processes governing interest rates. It proposes path integrals as an alternative to classical PDE-based pricing methods, enabling direct computation of option prices under short rate models with advantages for analytical tractability and numerical implementation, reflecting interdisciplinary methodological transfers.