An Elementary Derivation of the Harmonic Oscillator Propagator

The harmonic oscillator propagator is found straightforwardly from the free particle propagator, within the imaginary-time Feynman path integral formalism. The derivation presented here is extremely simple, requiring only elementary mathematical manipulations and no clever use of Hermite polynomials, annihilation & creation operators, cumbersome determinant evaluations or any kind of involved algebra.Comment: 1 page, RevTex

Conformal Invariance in (2+1)-Dimensional Stochastic Systems

Stochastic partial differential equations can be used to model second order thermodynamical phase transitions, as well as a number of critical out-of-equilibrium phenomena. In (2+1) dimensions, many of these systems are conjectured (and some are indeed proved) to be described by conformal field theories. We advance, in the framework of the Martin-Siggia-Rose field theoretical formalism of stochastic dynamics, a general solution of the translation Ward identities, which yields a putative conformal energy-momentum tensor. Even though the computation of energy-momentum correlators is obstructed, in principle, by dimensional reduction issues, these are bypassed by the addition of replicated fields to the original (2+1)-dimensional model. The method is illustrated with an application to the Kardar-Parisi-Zhang (KPZ) model of surface growth. The consistency of the approach is checked by means of a straightforward perturbative analysis of the KPZ ultraviolet region, leading, as expected, to its $c=1$ conformal fixed point.Comment: Title, abstract and part of the text have been rewritten. To be published in Physical Review E

Markovian Description of Unbiased Polymer Translocation

We perform, with the help of cloud computing resources, extensive Langevin simulations which provide compelling evidence in favor of a general markovian framework for unbiased polymer translocation. Our statistical analysis consists of careful evaluations of (i) two-point correlation functions of the translocation coordinate and (ii) the empirical probabilities of complete polymer translocation (taken as a function of the initial number of monomers on a given side of the membrane). We find good agreement with predictions derived from the Markov chain approach recently addressed in the literature by the present authors.Comment: 11 pages, 4 figure

Graphene Conductivity near the Charge Neutral Point

Disordered Fermi-Dirac distributions are used to model, within a straightforward and essentially phenomenological Boltzmann equation approach, the electron/hole transport across graphene puddles. We establish, with striking experimental support, a functional relationship between the graphene minimum conductivity, the mobility in the Boltzmann regime, and the steepness of the conductivity parabolic profile usually observed through gate-voltage scanning around the charge neutral point.Comment: 5 pages, 2 figures - Accepted for publication in Physical Review

Option Pricing from Wavelet-Filtered Financial Series

We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most ($\simeq$ 99.6%) of the wavelet coefficients can be neglected for the purpose of option premium evaluation. The relevance of the hugely compressed information provided by low-pass wavelet-filtering is related to the fact that the non-gaussian statistical structure of the original financial time series is essentially preserved for expiration times which are larger than just one trading day.Comment: 4 pages, 1 figur