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Why the Quantitative Condition Fails to Reveal Quantum Adiabaticity
adiabatic computing quantum adiabatic condition adiabatic approximation
2016/1/22
The quantitative adiabatic condition (QAC), or quantitative condition, is a convenient (a priori) tool for estimating the adiabaticity of quantum evolutions. However, the range of the applicability of...
Non-Gaussianities in Multifield Inflation: Superhorizon Evolution, Adiabaticity, and the Fate of fnl
Multifield Inflation Superhorizon Evolution
2010/12/27
We explore the superhorizon generation of large fnl of the local form in two field inflation. We calculate the two- and three-point observables in a general class of potentials which allow for an ana...
Adiabaticity and emergence of classical space-time in time-dependent matrix theories
classical space-time time-dependent matrix theories
2010/12/23
We discuss the low-curvature regime of time-dependent matrix theories proposed to describe non-perturbative quantum gravity in asymptotically plane-wave space-times. The emergence of near-classical sp...
Non-Gaussianities in Multifield Inflation: Superhorizon Evolution, Adiabaticity, and the Fate of fnl
Non-Gaussianities in Multifield Inflation Superhorizon Evolution Adiabaticity Fate of fnl
2010/12/21
We explore the superhorizon generation of large fNL of the local form in two eld in
ation.We calculate the two- and three-point observables in a general class of potentials which allow for an analyt...
Transient energy excitation in shortcuts to adiabaticity for the time dependent harmonic oscillator
Transient energy shortcuts adiabaticity time dependent harmonic oscillator
2010/10/21
There is recently a surge of interest to cut down the time it takes to change the state of a quantum system adiabatically. We study for the time-dependent harmonic oscillator the transient energy exci...
Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model
Volatility smile Black-Sholes model no-arbitrage conditions
2010/4/27
Our derivation of the distribution function for future returns is based on the risk neutral approach which gives a functional dependence for the European call (put) option price, C(K), given the strik...