Dorje C. Brody

Dorje C. Brody (born 1970 in Hong Kong) is a British applied mathematician and mathematical physicist.

Dorje C. Brody
Born1970
Hong Kong
NationalityBritish
Alma mater Niigata University (BSc) Imperial College London (PhD)
Known forPT Symmetry | Hilbert–Pólya conjecture | Information-based Asset Pricing Theory
Scientific career
FieldsFinancial Mathematics
Mathematical Physics
Doctoral advisorRay Rivers

Career

Brody was born in Hong Kong, but lived in Japan for a number of years. Brody received his BSc in physics at Niigata University and earned an MSc and PhD degrees in theoretical physics from Imperial.

Brody held a PPARC (Particle Physics and Astronomy Research Council) research fellowship 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. In 2004 Brody was invited to the Imperial Palace in Tokyo as an Outstanding Young Person to meet the Emperor of Japan[1]. Brody has been a full professor since 2011 and, as of 2018, Brody holds a chair in Mathematics at the University of Surrey in the UK[2].

Brody's research covers a broad range of topics in applied mathematics. During the early part of his career he focused on statistical mechanics, which led naturally to stochastic processes and financial mathematics in one direction and to thermodynamics and quantum mechanics in another. Brody's work has covered information geometry[3] and geometric quantum theory[4] as well as foundational issues in quantum theory, quantum statistical mechanics[5][6] and quantum cosmology[7] in theoretical physics; and using concepts of information geometry, nonlinear filtering and information asymmetry[8][9][10] in financial mathematics. He is on the editorial boards of Journal of Physics A: Mathematical and Theoretical, International Journal of Theoretical and Applied Finance and Information Geometry.[11][12]

Brody has published more than 100 papers[13][14] with his most recognisable contributions being in the complex extension of quantum mechanics known as PT-symmetric quantum mechanics,[15] and in the introduction of information-based asset pricing theory[16]. Recently, his work (with Carl M. Bender and Markus Müller) on the Hilbert–Pólya conjecture received significant attention[17][18][19][20][21][22], but Bellissard gave arguments showing that the strategy proposed does not actually work[23].

Brody has held long-term collaborations with Carl M. Bender, Gary W. Gibbons and Lane P. Hughston.

References
  1. "The Outstanding Young Persons Report 2015" (PDF). Junior Chamber International Osaka (Japan).
  2. "Dorje C Brody | University of Surrey". www.surrey.ac.uk. Retrieved 2018-05-26.
  3. Brody, Dorje C; Hook, Daniel W (2009). "Information geometry in vapour–liquid equilibrium". Journal of Physics A: Mathematical and Theoretical. 42 (2): 023001. arXiv:0809.1166. Bibcode:2009JPhA...42b3001B. doi:10.1088/1751-8113/42/2/023001.
  4. Brody, Dorje C.; Hughston, Lane P. (2001). "Geometric quantum mechanics". Journal of Geometry and Physics. 38 (1): 19–53. arXiv:quant-ph/9906086. Bibcode:2001JGP....38...19B. doi:10.1016/s0393-0440(00)00052-8.
  5. Bender, Carl M.; Brody, Dorje C.; Meister, Bernhard K. (2000). "Quantum mechanical Carnot engine". Journal of Physics A: Mathematical and General. 33 (24): 4427. arXiv:quant-ph/0007002. Bibcode:2000JPhA...33.4427B. doi:10.1088/0305-4470/33/24/302. ISSN 0305-4470.
  6. Brody, Dorje C; Hughston, Lane P (2016-09-30). "Thermodynamics of quantum heat bath". Journal of Physics A: Mathematical and Theoretical. 49 (42): 425302. arXiv:1406.5780. Bibcode:2016JPhA...49.5302B. doi:10.1088/1751-8113/49/42/425302. ISSN 1751-8113.
  7. Brody, Dorje C.; Hughston, Lane P. (2005-09-08). "Theory of quantum space-time". Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences. 461 (2061): 2679–2699. arXiv:gr-qc/0406121. Bibcode:2005RSPSA.461.2679B. CiteSeerX 10.1.1.338.5546. doi:10.1098/rspa.2005.1457. ISSN 1364-5021.
  8. Brody, Dorje C.; Meister, Bernhard K.; Parry, Matthew F. (2012-06-01). "Informational inefficiency in financial markets". Mathematics and Financial Economics. 6 (3): 249–259. doi:10.1007/s11579-012-0078-1. ISSN 1862-9679.
  9. Brody, Dorje C.; Friedman, Robyn L. (December 2009). "Information of Interest". Risk Magazine: 105–110. arXiv:0905.0072. Bibcode:2009arXiv0905.0072B.
  10. Brody, Dorje C.; Hughston, Lane P. (2001-06-08). "Interest rates and information geometry". Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences. 457 (2010): 1343–1363. arXiv:1111.3757. Bibcode:2001RSPSA.457.1343B. doi:10.1098/rspa.2000.0722. ISSN 1364-5021.
  11. "Home - Professor Dorje Brody". www.imperial.ac.uk. Retrieved 2018-01-20.
  12. "Information Geometry (Editorial Board)". springer.com. Retrieved 2018-09-16.
  13. ORCID. "Dorje Brody (0000-0002-9242-9554) - ORCID". orcid.org. Retrieved 2018-01-20.
  14. "Researcher (beta): Dorje C Brody in Publications - Dimensions". app.dimensions.ai. Retrieved 2018-01-20.
  15. Bender, Carl M.; Brody, Dorje C.; Jones, Hugh F. (2002-12-16). "Complex Extension of Quantum Mechanics". Physical Review Letters. 89 (27): 270401. arXiv:quant-ph/0208076. Bibcode:2002PhRvL..89A0401B. doi:10.1103/PhysRevLett.89.270401. PMID 12513185.
  16. Brody, Dorje C.; Hughston, Lane P.; Macrina, Andrea (2011). Advanced Mathematical Methods for Finance. Springer, Berlin, Heidelberg. pp. 133–153. CiteSeerX 10.1.1.188.9648. doi:10.1007/978-3-642-18412-3_5. ISBN 9783642184116.
  17. "Altmetric – Hamiltonian for the Zeros of the Riemann Zeta Function". www.altmetric.com. Retrieved 2018-01-20.
  18. "Math's $1,000,000 Question Isn't Just for Mathematicians Anymore". WIRED. Retrieved 2018-01-20.
  19. "Primzahlen: Kommt der Beweis der Riemann-Hypothese aus der Physik?" (in German). Retrieved 2018-01-20.
  20. "New insight into proving math's million-dollar problem: the Riemann hypothesis (Update)". Retrieved 2018-01-20.
  21. "Quantum Physicists Attack the Riemann Hypothesis". Quanta Magazine. Retrieved 2018-01-20.
  22. Knudson, Kevin. "A New Approach To The Riemann Hypothesis Could Be Worth $1,000,000". Forbes. Retrieved 2018-05-26.
  23. https://arxiv.org/abs/1704.02644
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