Narrow Results

(2 + 1)-dimensional Georgi–Glashow model is explored in the regime when the Higgs boson is not infinitely heavy, but its mass is of the same order of magnitude as the mass of the W-boson. In the weak-coupling limit, the Debye mass of the dual photon and the expression for the monopole potential are found. The cumulant expansion applied to the average over the Higgs field is checked to be convergent for the known data on the monopole fugacity. These results are further generalized to the SU(N)-case. In particular, it is found that the requirement of convergence of the cumulant expansion establishes a certain upper bound on the number of colors. This bound, expressed in terms of the parameter of the weak-coupling approximation, allows the number of colors to be large enough. Finally, the string tension and the coupling constant of the so-called rigidity term of the confining string are found at arbitrary number of colors.

An effective mean-field theory based on cumulant expansion was used to deal with antiferromagnetic Heisenberg model on planar triangular lattice. The corrections of expansion were performed to the third order. By using the equation of the mean field condition, curves of internal energy E specific heat C staggered helicity K (order parameter) and the variational ratio of staggered helicity X were obtained when the proper values of effective external field were achieved. The calculated results showed that there were two phases (which were ordered antiferromagnetic phase and the disordered phase) in the spin system. The first order critical point is -kT_c/J_s = 1.65, the second is -kT_c/J_s = 1.35 and the third is -kT_c/J_s = 1.29, obviously closer to that of Monte Carlo simulation order by order. And also, the analytic expansion curves derived from this method exhibited higher proximity order by order to the Monte Carlo simulation. Such results showed that this method was a useful tool to obtain thermodynamically observables of spin system.

In this work are studied the symmetry properties of the Rayleigh-type optical mixing signal of a two-level molecular system immersed in a thermal bath and irradiated by a classical electromagnetic field. The solvent induces a random shift of the Bohr frequency in the molecular system. A methodology based in cumulant expansions is employed to obtain the average of the coherences, populations, and susceptibilities of Fourier components associated, calculated by the optical stochastic Bloch equations. These symmetry properties show the dependence of the measured spectra with the variations in the frequencies of the incident fields. Our results show that the inclusion of the thermal bath diminishes the intensity response as well it promotes the loss of the symmetry properties, compared with the same results in the absence of the bath.

In this work, we present an analytical model, based on the path-integral formalism of statistical mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing barriers under possibly non-Gaussian distributions of the underlying object. We adapt to our problem a model originally proposed by De Simone et al. (2011) to describe the formation of galaxies in the universe, which uses cumulant expansions in terms of the Gaussian distribution, and we generalize it to take into account drift and cumulants of orders higher than three. From the probability density function, we obtain an analytical pricing model, not only for vanilla options (thus removing the need of volatility smile inherent to the Black & Scholes (1973) model), but also for fixed or deterministically moving barrier options. Market prices of vanilla options are used to calibrate the model, and barrier option pricing arising from the model is compared to the price resulted from the relative entropy model.

Higher-order perturbative calculations in Quantum (Field) Theory suffer from the factorial increase of the number of individual diagrams. Here I describe an approach which evaluates the total contribution numerically for finite temperature from the cumulant expansion of the corresponding observable followed by an extrapolation to zero temperature. This method (originally proposed by Bogolyubov and Plechko) is applied to the calculation of higher-order terms for the ground-state energy of the polaron. Using state-of-the-art multidimensional integration routines two new coefficients are obtained corresponding to a 4- and 5-loop calculation.