Imperial College London

Professor Dorje Brody

Faculty of Natural SciencesDepartment of Mathematics

Academic Visitor
 
 
 
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Contact

 

d.brody Website

 
 
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Location

 

509Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

DORJE C. BRODY, Chair in Mathematics in the Department of Mathematics at the University of Surrey, is a Visiting Professor at Imperial College London. He was born in Hong Kong, and later lived in Japan for a number of years, where he obtained his BSc in physics at Niigata University. He received his MSc and PhD degrees in Theoretical Physics from Imperial, and then held a PPARC research appointment in the Department of Applied Mathematics and Theoretical Physics in Cambridge University, in conjunction with a Research Fellowship at Churchill College. In 1999 he returned to Imperial College as a Royal Society University Research Fellow. His research covers a broad range of topics in applied mathematics, ranging from quantum gravity to financial mathematics. He is on the editorial boards for Journal of Physics A, Information Geometry, and International Journal of Theoretical and Applied Finance.

Selected Publications

Journal Articles

Brody DC, Hook DW, 2007, Erratum: On optimum Hamiltonians for state transformation (Journal of Physics A: Mathematical and Theoretical(2006) 39 (L167-170)), Journal of Physics A - Mathematical and Theoretical, Vol:40, ISSN:1751-8113

Brody DC, Hughston LP, Meier DM, 2015, Fragile entanglement statistics, Journal of Physics A - Mathematical and Theoretical, Vol:48, ISSN:1751-8113

Brody DC, Meier DM, 2015, Solution to the Quantum Zermelo Navigation Problem, Physical Review Letters, Vol:114, ISSN:0031-9007

Brody DC, Meier DM, 2015, Elementary solution to the time-independent quantum navigation problem, Journal of Physics A - Mathematical and Theoretical, Vol:48, ISSN:1751-8113

Brody DC, Hughston LP, 2013, Levy information and the aggregation of risk aversion, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:469, ISSN:1364-5021

Brody DC, 2014, Biorthogonal quantum mechanics, Journal of Physics A - Mathematical and Theoretical, Vol:47, ISSN:1751-8113

Brody DC, Hook DW, 2007, On optimum Hamiltonians for state transformation (vol 39, pg L167, 2006), Journal of Physics A - Mathematical and Theoretical, Vol:40, ISSN:1751-8113, Pages:10949-10949

Brody DC, 2013, Geometry of the complex extension of Wigner's theorem, Journal of Physics A - Mathematical and Theoretical, Vol:46, ISSN:1751-8113

Bender CM, Brody DC, Jones HF, 2004, Complex extension of quantum mechanics (vol 89, art no 270401, 2002), Physical Review Letters, Vol:92, ISSN:0031-9007

Brody DC, Gibbons GW, Meier DM, 2016, A Riemannian approach to Randers geodesics, Journal of Geometry and Physics, Vol:106, ISSN:0393-0440, Pages:98-101

Brody DC, Hughston LP, 2016, Thermodynamics of quantum heat bath, Journal of Physics A - Mathematical and Theoretical, Vol:49, ISSN:1751-8113

Brody DC, Gibbons GW, Meier DM, 2015, Time-optimal navigation through quantum wind, New Journal of Physics, Vol:17, ISSN:1367-2630

Brody DC, 2016, Consistency of PT-symmetric quantum mechanics, Journal of Physics A - Mathematical and Theoretical, Vol:49, ISSN:1751-8113

Bender, C.M., Brody, D.C., Meister, B.K., 1999, Quantum field theory of partitions, Journal of Mathematical Physics, Vol:40, ISSN:0022-2488, Pages:3239-3245

Brody DC, Graefe E-M, 2013, Information Geometry of Complex Hamiltonians and Exceptional Points, Entropy, Vol:15, ISSN:1099-4300, Pages:3361-3378

Brody DC, Hadjipetri S, 2015, COHERENT CHAOS INTEREST-RATE MODELS, International Journal of Theoretical and Applied Finance, Vol:18, ISSN:0219-0249

Bender CM, Brody DC, Caldeira J, et al., 2013, PT-symmetric quantum state discrimination, Royal Society of London. Philosophical Transactions A. Mathematical, Physical and Engineering Sciences, Vol:371, ISSN:1364-503X

Bender CM, Brody DC, Mueller MP, 2017, Hamiltonian for the Zeros of the Riemann Zeta Function, Physical Review Letters, Vol:118, ISSN:0031-9007

BRODY DORJEC, HUGHSTON LANEP, MACRINA ANDREA, 2008, INFORMATION-BASED ASSET PRICING, International Journal of Theoretical and Applied Finance, Vol:11, Pages:107-142

Brody DC, Holm DD, Meier DM, 2012, Quantum Splines, Physical Review Letters, Vol:109, ISSN:0031-9007

Brody DC, Brody J, Meister BK, et al., Outsider Trading

Brody DC, Graefe E-M, 2012, Mixed-State Evolution in the Presence of Gain and Loss, Physical Review Letters, Vol:109, ISSN:0031-9007

Brody DC, Hughston LP, Yang X, 2013, Signal processing with Levy information, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:469, ISSN:1364-5021

Brody DC, Graefe E-M, 2011, Six-dimensional space-time from quaternionic quantum mechanics, Physical Review D, Vol:84, ISSN:1550-7998

Brody DC, Hughston LP, Mackie E, 2012, General theory of geometric Levy models for dynamic asset pricing, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:468, ISSN:1364-5021, Pages:1778-1798

Brody DC, 2011, Information geometry of density matrices and state estimation, Journal of Physics A - Mathematical and Theoretical, Vol:44, ISSN:1751-8113

Brody DC, Graefe E-M, 2011, On complexified mechanics and coquaternions, Journal of Physics A - Mathematical and Theoretical, Vol:44, ISSN:1751-8113

Brody DC, Graefe E-M, 2010, Coherent states and rational surfaces, Journal of Physics A - Mathematical and Theoretical, Vol:43, ISSN:1751-8113

Brody DC, Hughston LP, Parry MF, 2010, Effects of quantum entanglement in phase transitions, Physics Letters A, Vol:374, ISSN:0375-9601, Pages:2424-2428

Brody DC, Friedman RL, 2010, Information of interest, Life & Pension, Vol:February, Pages:35-40

Brody DC, Gustavsson ACT, Hughston LP, 2010, Nonlinearity and constrained quantum motion, Journal of Physics A - Mathematical and Theoretical, Vol:43, ISSN:1751-8113

Brody DC, Friedman RL, Information of Interest, Risk Magazine, December 2009, 105-110

Brody DC, 2009, Dequantization of the Dirac monopole, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:465, ISSN:1364-5021, Pages:3047-3068

Brody DC, Gustavsson ACT, Hughston LP, 2009, Metric approach to quantum constraints, Journal of Physics A - Mathematical and Theoretical, Vol:42, ISSN:1751-8113

Brody DC, Davis MHA, Friedman RL, et al., 2009, Informed traders, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:465, ISSN:1364-5021, Pages:1103-1122

Brody DC, Hook DW, 2009, Information geometry in vapour-liquid equilibrium, Journal of Physics A - Mathematical and Theoretical, Vol:42, ISSN:1751-8113

Brody DC, Ellis DCP, Holm DD, 2008, Hamiltonian statistical mechanics, Journal of Physics A - Mathematical and Theoretical, Vol:41, ISSN:1751-8113

Brody DC, Gustavsson ACT, Hughston LP, 2008, Symplectic approach to quantum constraints, Journal of Physics A - Mathematical and Theoretical, Vol:41, ISSN:1751-8113

Brody DC, Crosby J, Li H, 2008, Convexity adjustments in inflation-linked derivatives, Risk Magazine, Vol:September, Pages:124-129

Bender CM, Brody DC, Hook DW, 2008, Quantum effects in classical systems having complex energy, Journal of Physics A - Mathematical and Theoretical, Vol:41, ISSN:1751-8113

Brody DC, Buckley IRC, Constantinou IC, 2007, Option price calibration from Renyi entropy, Physics Letters A, Vol:366, ISSN:0375-9601, Pages:298-307

Brody DC, Hughston LP, 2005, Finite-time stochastic reduction models, Journal of Mathematical Physics, Vol:46, ISSN:0022-2488

BRODY D, RIVIER N, 1995, GEOMETRICAL ASPECTS OF STATISTICAL-MECHANICS, Physical Review E, Vol:51, ISSN:2470-0045, Pages:1006-1011

Bender, C.M., Brody, D.C., Meister, B.K., 1999, Quantum field theory of partitions, Journal of Mathematical Physics, Vol:40, ISSN:0022-2488, Pages:3239-3245

Brody DC, Buckey IRC, Meister BK, 2004, Preposterior analysis for option pricing, Quantitative Finance, Vol:4, ISSN:1469-7688, Pages:465-477

Brody DC, Hughston LP, 2004, Chaos and coherence: a new framework for interest-rate modelling, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:460, ISSN:1364-5021, Pages:85-110

Brody DC, Hughston LP, 1998, Statistical geometry in quantum mechanics, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:454, ISSN:1364-5021, Pages:2445-2475

Bender CM, Brody DC, Meister BK, 2005, Unusual quantum states: non-locality, entropy, Maxwell's demon and fractals, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:461, ISSN:1364-5021, Pages:733-753

Brody DC, Syroka J, Zervos M, 2002, Dynamical pricing of weather derivatives, Quantitative Finance, Vol:2, ISSN:1469-7688, Pages:189-198

Brody DC, Hughston LP, 1996, Geometry of quantum statistical inference, Physical Review Letters, Vol:77, ISSN:0031-9007, Pages:2851-2854

Adler SL, Brody DC, Brun TA, et al., 2001, Martingale models for quantum state reduction, Journal of Physics A - Mathematical and General, Vol:34, ISSN:0305-4470, Pages:8795-8820

BRODY DC, 1994, ONE-DIMENSIONAL SPHERICAL MODEL WITH A PHASE-TRANSITION, Physical Review E, Vol:49, ISSN:1063-651X, Pages:3665-3669

Brody DC, 2003, Elementary derivation for passage times, Journal of Physics A - Mathematical and General, Vol:36, ISSN:0305-4470, Pages:5587-5593

Bender CM, Brody DC, Chen J-H, et al., 2007, PT-symmetric extension of the Korteweg-de Vries equation, Journal of Physics A - Mathematical and Theoretical, Vol:40, ISSN:1751-8113, Pages:F153-F160

Bender CM, Brody DC, Meister BK, 2002, Entropy and temperature of a quantum Carnot engine, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:458, ISSN:1364-5021, Pages:1519-1526

Brody, D.C., Hughston, L.P., 1997, Generalised Heisenberg relations for quantum statistical estimation, Physics Letters A, Vol:236, ISSN:0375-9601, Pages:257-262

Brody DC, 2008, Comment on "Typicality for generalized microcanonical ensembles", Physical Review Letters, Vol:100, ISSN:0031-9007

Bender CM, Brody DC, Jones HF, 2004, Extension of PT-symmetric quantum mechanics to quantum field theory with cubic interaction, Physical Review D, Vol:70, ISSN:2470-0010

Bender CM, Brody DC, Hook DW, 2005, Solvable model of quantum microcanonical states, Journal of Physics A - Mathematical and General, Vol:38, ISSN:0305-4470, Pages:L607-L613

Brody DC, Hughston LP, 2002, Stochastic reduction in nonlinear quantum mechanics, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:458, ISSN:1364-5021, Pages:1117-1127

Brody DC, Hughston LP, MacRina A, 2008, Information-based asset pricing, International Journal of Theoretical and Applied Finance, Vol:11, ISSN:0219-0249, Pages:107-142

Brody DC, Hughston LP, 2001, Interest rates and information geometry, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:457, ISSN:1364-5021, Pages:1343-1363

Brody DC, Constantinou IC, Meister BK, 2007, Term structure of vanilla options, International Journal of Theoretical and Applied Finance, Vol:10, ISSN:0219-0249, Pages:1323-1337

Brody DC, Hughston LP, Macrina A, 2008, Dam rain and cumulative gain, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:464, ISSN:1364-5021, Pages:1801-1822

Brody DC, Hughston LP, 1999, Thermalization of quantum states, Journal of Mathematical Physics, Vol:40, ISSN:0022-2488, Pages:12-18

Brody DC, Meister B, 1996, Bayesian inference in quantum systems, Physica A - Statistical Mechanics and Its Applications, Vol:223, ISSN:0378-4371, Pages:348-364

Brody DC, 2007, A note on exponential families of distributions, Journal of Physics A - Mathematical and Theoretical, Vol:40, ISSN:1751-8113, Pages:F691-F695

Bender CM, Brody DC, Jones HF, et al., 2007, Faster than hermitian quantum mechanics, Physical Review Letters, Vol:98, ISSN:0031-9007

Brody DC, Hook DW, Hughston LP, 2007, Unitarity, ergodicity and quantum thermodynamics, Journal of Physics A - Mathematical and Theoretical, Vol:40, ISSN:1751-8113, Pages:F503-F509

Brody D, Meister B, 1996, Minimum decision cost for quantum ensembles, Physical Review Letters, Vol:76, ISSN:0031-9007, Pages:1-5

Brody DC, Hook DW, 2006, On optimum Hamiltonians for state transformations, Journal of Physics A - Mathematical and General, Vol:39, ISSN:0305-4470, Pages:L167-L170

Brody DC, Hook DW, Hughston LP, 2007, Quantum phase transitions without thermodynamic limits, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:463, ISSN:1364-5021, Pages:2021-2030

Bender CM, Brody DC, Jones HF, 2006, Semiclassical analysis of a complex quartic Hamiltonian, Physical Review D, Vol:73, ISSN:2470-0010

Brody DC, Hughston LP, 2005, Theory of quantum space-time, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:461, ISSN:1364-5021, Pages:2679-2699

Brody DC, 2000, Differential renormalisation flow in random lattice gauge theories, Physics Letters B, Vol:485, ISSN:0370-2693, Pages:422-428

Brody DC, Constantinou IC, Dear JDC, et al., 2006, Exactly solvable quantum state reduction models with time-dependent coupling, Journal of Physics A - Mathematical and General, Vol:39, ISSN:0305-4470, Pages:11029-11051

Brody, D.C., Hughston, L.P., 2002, Entropy and information in the interest rate term structure, Quantitative Finance, Vol:2, ISSN:1469-7688, Pages:70-80

Brody DC, 2004, Shapes of quantum states, Journal of Physics A - Mathematical and General, Vol:37, ISSN:0305-4470, Pages:251-257

Bender CM, Brody DC, Meister BK, 2003, On powers of Bessel functions, Journal of Mathematical Physics, Vol:44, ISSN:0022-2488, Pages:309-314

Brody D, Ritz A, 1997, Restoration of isotropy for spin models, Physics Letters A, Vol:233, ISSN:0375-9601, Pages:430-436

Brody DC, Hughston LP, 2002, Efficient simulation of quantum state reduction, Journal of Mathematical Physics, Vol:43, ISSN:0022-2488, Pages:5254-5261

Brody, D.C., Hughston, L.P., 1998, The quantum canonical ensemble, Journal of Mathematical Physics, Vol:39, ISSN:0022-2488, Pages:6502-6508

Brody, D., Meister, B., 1995, An upper bound for entropy production, Physics Letters A, Vol:204, ISSN:0375-9601, Pages:93-98

Bender CM, Brody DC, Jones HF, 2004, Scalar quantum field theory with a complex cubic interaction, Physical Review Letters, Vol:93, ISSN:0031-9007

Brody, D.C., Hughston, L.P., 1998, Geometry of thermodynamic states, Physics Letters A, Vol:245, ISSN:0375-9601, Pages:73-78

Brody, D.C., Meister, B.K., 1999, Discrete uncertainty relations, Journal of Physics A - Mathematical and General, Vol:32, ISSN:0305-4470, Pages:4921-4930

Accardi L, Brody DC, Belavkin VP, et al., 2003, Discussion on the paper by Barndorff-Nielsen, Gill and Jupp, Journal of the Royal Statistical Society Series B - Statistical Methodology, Vol:65, ISSN:1369-7412, Pages:805-816

Bender CM, Brody DC, Jones HF, 2002, Complex extension of quantum mechanics, Physical Review Letters, Vol:89, ISSN:0031-9007

Bender CM, Brody DC, Jones HF, 2003, Must a Hamiltonian be Hermitian?, American Journal of Physics, Vol:71, ISSN:0002-9505, Pages:1095-1102

Brody DC, Hughston LP, 2006, Quantum noise and stochastic reduction, Journal of Physics A - Mathematical and General, Vol:39, ISSN:0305-4470, Pages:833-876

Brody, D.C., Hughston, L.P., 1999, Geometrisation of statistical mechanics, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:455, ISSN:1364-5021, Pages:1683-1715

Brody DC, Ritz A, 2003, Information geometry of finite Ising models, Journal of Geometry and Physics, Vol:47, ISSN:0393-0440, Pages:207-220

Bender, C.M., Brody, D.C., Meister, B.K., 2000, Quantum mechanical Carnot engine, Journal of Physics A - Mathematical and General, Vol:33, ISSN:0305-4470, Pages:4427-4436

Brody, D.C., Hughston, L.P., 2000, Information content for quantum states, Journal of Mathematical Physics, Vol:41, ISSN:0022-2488, Pages:2586-2592

Bender CM, Brody DC, Chen J-H, et al., 2006, Equivalence of a complex PT-symmetric quartic Hamiltonian and a Hermitian quartic Hamiltonian with an anomaly, Physical Review D, Vol:74, ISSN:1550-7998

Brody DC, Hughston LP, 2001, Geometric quantum mechanics, Journal of Geometry and Physics, Vol:38, ISSN:0393-0440, Pages:19-53

Brody DC, Ritz A, 1998, On the symmetry of real-space renormalisation, Nuclear Physics B, Vol:522, ISSN:0550-3213, Pages:588-604

Brody DC, Buckley IRC, Constantinou IC, et al., 2005, Entropic calibration revisited, Physics Letters A, Vol:337, ISSN:0375-9601, Pages:257-264

BRODY DC, 1995, TOPOLOGICAL VARIANTS OF LATTICE FIELD MODELS, Physica A - Statistical Mechanics and Its Applications, Vol:213, ISSN:0378-4371, Pages:315-336

Brody DC, Hughston LP, Syroka J, 2003, Relaxation of quantum states under energy perturbations, Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:459, ISSN:1364-5021, Pages:2297-2316

Chapters

Brody DC, Hughston LP, Macrina A, Modelling Information Flows in Financial Markets, Pages:133-153

More Publications