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
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 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, 2016, A Riemannian approach to Randers geodesics, Journal of Geometry and Physics, Vol:106, ISSN:0393-0440, Pages:98-101
Brody DC, 2016, Consistency of PT-symmetric quantum mechanics, Journal of Physics A - Mathematical and Theoretical, Vol:49, 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, Hadjipetri S, 2015, COHERENT CHAOS INTEREST-RATE MODELS, International Journal of Theoretical and Applied Finance, Vol:18, ISSN:0219-0249
Brody DC, Gibbons GW, Meier DM, 2015, Time-optimal navigation through quantum wind, New Journal of Physics, Vol:17, ISSN:1367-2630
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, 2014, Biorthogonal quantum mechanics, Journal of Physics A - Mathematical and Theoretical, Vol:47, ISSN:1751-8113
Brody DC, 2013, Geometry of the complex extension of Wigner's theorem, Journal of Physics A - Mathematical and Theoretical, Vol:46, ISSN:1751-8113
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, 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
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
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, 2012, Mixed-State Evolution in the Presence of Gain and Loss, Physical Review Letters, Vol:109, ISSN:0031-9007
Brody DC, Holm DD, Meier DM, 2012, Quantum splines, Physical Review Letters, Vol:109, ISSN:0031-9007
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, Graefe E-M, 2011, Six-dimensional space-time from quaternionic quantum mechanics, Physical Review D, Vol:84, ISSN:1550-7998
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, 2011, Information geometry of density matrices and state estimation, J. Phys. A, Vol:44
Brody DC, Graefe EM, 2010, Coherent states and rational surfaces, J Phys A-math Theor, Vol:43
Brody DC, Gustavsson ACT, Hughston LP, 2010, Nonlinearity and constrained quantum motion, J Phys A-math Theor, Vol:43
Brody DC, Friedman RL, 2010, Information of interest, Life & Pension, Vol:February, Pages:35-40
Brody DC, Hughston LP, Parry MF, 2010, Effects of quantum entanglement in phase transitions, Phys Lett A, Vol:374, Pages:2424-2428
Brody DC, 2009, Dequantization of the Dirac monopole, P R Soc A, Vol:465, Pages:3047-3068
Brody DC, Gustavsson ACT, Hughston LP, 2009, Metric approach to quantum constraints, Journal of Physics A, Vol:42
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, Friedman RL, 2009, Information of interest, Risk Magazine, Vol:December, Pages:101-106
Brody DC, Hook DW, 2009, Information geometry in vapour-liquid equilibrium, J Phys A-math Theor, Vol:42, Pages:1-33
Brody DC, Ellis DCP, Holm DD, 2008, Hamiltonian statistical mechanics, Journal of Physics A - Mathematical and Theoretical, Vol:41, ISSN:1751-8113
Bender CM, Brody DC, Hook DW, 2008, Quantum effects in classical systems having complex energy, Journal of Physics A - Mathematical and General, Vol:41, ISSN:0305-4470
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, Crosby J, Li H, 2008, Convexity adjustments in inflation-linked derivatives, Risk Magazine, Vol:September, Pages:124-129
Brody DC, Gustavsson ACT, Hughston LP, 2008, Symplectic approach to quantum constraint, J Phys A-math Theor, Vol:41, Pages:1-11
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 DORJEC, HUGHSTON LANEP, MACRINA ANDREA, 2008, INFORMATION-BASED ASSET PRICING, International Journal of Theoretical and Applied Finance, Vol:11, Pages:107-142
Brody DC, 2008, Comment on "Typicality for Generalized Microcanonical Ensembles", Physical Review Letters, Vol:100, ISSN:0031-9007
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
D~C~Brody, D~W~Hook, 2007, Lattice Boltzman simulations of the acoustic radiation from waveguides, Journal of Physics A - Mathematical and Theoretical, Vol:40, ISSN:1751-8113, Pages:10949-10949
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
Brody, DC, 2007, Note on exponential families of distributions, Journal of Physics A - Mathematical and General, Vol:40, ISSN:0305-4470, Pages:F691-F695
Dorje C. Brody, Daniel W. Hook, Lane P. Hughston, 2007, Unitarity, ergodicity, and quantum thermodynamics., Journal of Physics A - Mathematical and General, Vol:40, ISSN:0305-4470, Pages:F503-F509
Brody, DC, Constantinou, et al., 2007, Option price calibration from Renyi entropy, Physics Letters A, Vol:366, ISSN:0375-9601, Pages:298-307
Bender, CM, Brody, et al., 2007, PT-symmetric extension of the Korteweg-de Vries equation, Journal of Physics A - Mathematical and General, Vol:40, ISSN:0305-4470, Pages:F153-F160
Bender CM, Brody DC, Jones HF, et al., 2007, Faster than hermitian quantum mechanics, Physical Review Letters, Vol:98, ISSN:0031-9007
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, 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
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, 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, Hughston LP, 2006, Quantum noise and stochastic reduction, Journal of Physics A - Mathematical and General, Vol:39, ISSN:0305-4470, Pages:833-876
Bender CM, Brody DC, Jones HF, 2006, Semiclassical analysis of a complex quartic Hamiltonian, Physical Review D, Vol:73, ISSN:1550-7998
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
Bender, C.M., Brody, D.C., Hook, D.W., 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, 2005, Finite-time stochastic reduction models, Journal of Mathematical Physics, Vol:46, ISSN:0022-2488
Brody DC, Buckley IRC, Constantinou IC, et al., 2005, Entropic calibration revisited, Physics Letters A, Vol:337, ISSN:0375-9601, Pages:257-264
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
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 DC, Buckey IRC, Meister BK, 2004, Preposterior analysis for option pricing, Quantitative Finance, Vol:4, ISSN:1469-7688, Pages:465-477
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:1550-7998
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, 2004, Shapes of quantum states, Journal of Physics A - Mathematical and General, Vol:37, ISSN:0305-4470, Pages:251-257
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
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, 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
Brody DC, Ritz A, 2003, Information geometry of finite Ising models, Journal of Geometry and Physics, Vol:47, ISSN:0393-0440, Pages:207-220
Brody DC, 2003, Elementary derivation for passage times, Journal of Physics A - Mathematical and General, Vol:36, ISSN:0305-4470, Pages:5587-5593
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, Meister BK, 2003, On powers of Bessel functions, Journal of Mathematical Physics, Vol:44, ISSN:0022-2488, Pages:309-314
Bender CM, Brody DC, Jones HF, 2002, Complex extension of quantum mechanics, Physical Review Letters, Vol:89, ISSN:0031-9007, Pages:270401-1-270401-4
Brody DC, Hughston LP, 2002, Efficient simulation of quantum state reduction, Journal of Mathematical Physics, Vol:43, ISSN:0022-2488, Pages:5254-5261
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 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, 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, D.C., Syroka, et al., 2002, Dynamical pricing of weather derivatives, Quantitative Finance, Vol:2, ISSN:1469-7688, Pages:189-198
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, 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, Hughston LP, 2001, Geometric quantum mechanics, Journal of Geometry and Physics, Vol:38, ISSN:0393-0440, Pages:19-53
Brody DC, 2000, Differential renormalisation flow in random lattice gauge theories, Physics Letters B, Vol:485, ISSN:0370-2693, Pages:422-428
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, 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, D.C., Hughston LP, 1999, Thermalization of quantum states, Journal of Mathematical Physics, Vol:40, ISSN:0022-2488, Pages:12-18
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, D.C., Meister, B.K., 1999, Discrete uncertainty relations, Journal of Physics A - Mathematical and General, Vol:32, ISSN:0305-4470, Pages:4921-4930
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, 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
Brody DC, Ritz A, 1998, On the symmetry of real-space renormalisation, Nuclear Physics B, Vol:522, ISSN:0550-3213, Pages:588-604
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.C., Hughston, L.P., 1998, Geometry of thermodynamic states, Physics Letters A, Vol:245, ISSN:0375-9601, Pages:73-78
Brody D, Ritz A, 1997, Restoration of isotropy for spin models, Physics Letters A, Vol:233, ISSN:0375-9601, Pages:430-436
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, Hughston LP, 1996, Geometry of quantum statistical inference, Physical Review Letters, Vol:77, ISSN:0031-9007, Pages:2851-2854
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 D, Meister B, 1996, Minimum decision cost for quantum ensembles, Physical Review Letters, Vol:76, ISSN:0031-9007, Pages:1-5
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, D., Meister, B., 1995, An upper bound for entropy production, Physics Letters A, Vol:204, ISSN:0375-9601, Pages:93-98
Brody, D.C., Rivier, et al., 1995, Geometrical aspects of statistical mechanics, Physical Review E, Vol:51, Pages:1006-1011
BRODY DC, 1994, ONE-DIMENSIONAL SPHERICAL MODEL WITH A PHASE-TRANSITION, Physical Review E, Vol:49, ISSN:1063-651X, Pages:3665-3669
Brody DC, Brody J, Meister BK, et al., Outsider Trading
Chapters
Brody DC, Hughston LP, Macrina A, 2011, Modelling information flows in financial markets, Advanced Mathematical Methods for Finance, Editor(s): Di Nunno, Oksendal, Nunno, Oksendal, Springer Verlag, Pages:133-153, ISBN:9783642184116