arXiv research

Paper rigorously defines Feynman graph integrals on Kähler manifolds.

Holomorphic analogs of Feynman integrals are shown to be finite.

A new method integrates forms on Riemann surfaces, leading to modular forms.

Modular operads are a special type of operad: in fact, they bear the same relationship to operads that graphs do to trees (i.e. simply connected graphs). One of the basic examples of a modular operad is the collection of Deligne-Mumford-Knudsen moduli spaces $\bar{M}_{g,n}$ of stable pointed algebraic curves; hence the…

We give a generalization of Fukaya's Morse homotopy theoretic approach for 2-loop Chern--Simons perturbation theory to 3-valent graphs with arbitrary number of loops at least 2. We construct a sequence of invariants of integral homology 3-spheres with values in a space of 3-valent graphs (Jacobi diagrams or Feynman dia…

We prove the quasimodularity of generating functions for counting torus covers, with and without Siegel-Veech weight. Our proof is based on analyzing decompositions of flat surfaces into horizontal cylinders. The quasimodularity arise as contour integral of quasi-elliptic functions. It provides an alternative proof of …

In this paper, we aim to understand Residual Network (ResNet) in a scientifically sound way by providing a bridge between ResNet and Feynman path integral. In particular, we prove that the effect of residual block is equivalent to partial differential equation, and the ResNet transforming process can be equivalently co…

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, althou…

New presentation of Goussarov-Habiro Lie algebra using primitive Feynman diagrams.

Formalizes quantum path integrals using groupoids and differential forms.

Kontsevich's formula for a deformation quantization of Poisson structures involves a Feynman series of graphs, with the weights given by some complicated integrals (using certain pullbacks of the standard angle form on a circe). We explain the geometric meaning of this series as degrees of maps of some grand configurat…

Geometric approach to Dirac operator evolution on spacetimes.

This is a simple mathematical introduction into Feynman diagram technique, which is a standard physical tool to write perturbative expansions of path integrals near a critical point of the action. I start from a rigorous treatment of a finite dimensional case (which actually belongs more to multivariable calculus than …

Many introductory courses in quantum mechanics include Feynman's time-slicing definition of the path integral, with a complete derivation of the propagator in the simplest of cases. However, attempts to generalize this, for instance to non-quadratic potentials, encounter formidable analytic issues in showing the succes…

Understanding the asymptotic behavior of wide networks is of considerable interest. In this work, we present a general method for analyzing this large width behavior. The method is an adaptation of Feynman diagrams, a standard tool for computing multivariate Gaussian integrals. We apply our method to study training dyn…

A graphical calculus for microformal morphisms simplifies complex operations in classical and quantum physics.

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action functional whose potential term is an exponential function. This path integral …

FKEE estimates expectations without samples, using diffusion bridges and PINNs.

The paper develops a Feynman-Kac formula for perturbations of order ≤ 1 in noncommutative geometry.

Random matrix models generalize to Group Field Theories (GFT) whose Feynman graphs are dual to gluings of higher dimensional simplices. It is generally assumed that GFT graphs are always dual to pseudo manifolds. In this paper we prove that already in dimension three (and in all higher dimensions), this is not true due…

The article constructs Feynman propagators for normally hyperbolic operators on curved spacetimes.

Unified kernel framework extends to stochastic systems, improving numerical stability.

We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White model, we can apply the same techniques to "less-tractable" models such as the …

We explain how the usual algebras of Feynman diagrams behave under the grope degree introduced in "Grope cobordism of classical knots." We show that the Kontsevich integral rationally classifies grope cobordisms of knots in 3-space when the ``class'' is used to organize gropes. This implies that the grope cobordism equ…

We propose here a new discretization method for a class continuum gauge theories which action functionnals are polynomials of the curvature. Based on the notion of holonomy, this discretization procedure appears gauge-invariant for discretized analogs of Yang-Mills theories, and hence gauge-fixing is fully rigorous for…

The paper develops methods to price and hedge options in path-dependent stock models.

Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fix…

These notes were inspired by the course ''Quantum Field Theory from a Functional Integral Point of View'' given at the University of Zurich in Spring 2017 by Santosh Kandel. We describe Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view, where the mai…

Arborescent knots are the ones which can be represented in terms of double fat graphs or equivalently as tree Feynman diagrams. This is the class of knots for which the present knowledge is enough for lifting topological description to the level of effective analytical formulas. The paper describes the origin and struc…

We refine a Le and Murakami uniqueness theorem for the Kontsevich Integral in order to specify the relationship between the two (possibly equal) main universal link invariants: the Kontsevich Integral and the perturbative expression of the Chern-Simons theory. As a corollary, we prove that the Altschuler and Freidel an…

Improved path integral method for financial derivatives pricing.

A new method uses a product of experts with Dirichlet variables to approximate complex distributions.

This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators…

We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the {\em portfolio} of a certain trader to a differ…

We construct nontrivial cohomology classes of the space $Imb(S^1,\R^n)$ of imbeddings of the circle into $\R^n$, by means of Feynman diagrams. More precisely, starting from a suitable linear combination of nontrivalent diagrams, we construct, for every even number $n\geq 4$, a de Rham cohomology class on $Imb(S^1,\R^n)…

Following Feynman's prescription for constructing a path integral representation of the propagator of a quantum theory, a short-time approximation to the propagator for imaginary time, N=1 supersymmetric quantum mechanics on a compact, even-dimensional Riemannian manifold is constructed. The path integral is interprete…

Kricker constructed a knot invariant Z^{rat} valued in a space of Feynman diagrams with beads. When composed with the so called "hair" map H, it gives the Kontsevich integral of the knot. We introduce a new grading on diagrams with beads and use it to show that a non trivial element constructed from Vogel's zero diviso…

The paper generalizes Feynman-Kac formula for volatility uncertainty.

We prove the quasimodularity of generating functions for counting pillowcase covers, with and without Siegel-Veech weight. Similar to prior work on torus covers, the proof is based on analyzing decompositions of half-translation surfaces into horizontal cylinders. It provides an alternative proof of the quasimodularity…

We introduce a faithful representation of the heavy tail multivariate distribution of asset returns, as parsimonous as the Gaussian framework. Using calculation techniques of functional integration and Feynman diagrams borrowed from particle physics, we characterize precisely, through its cumulants of high order, the d…

We identify 998 closed hyperbolic 3-manifolds whose volumes are rationally related to Dedekind zeta values, with coprime integers $a$ and $b$ giving $a/b vol(M)=(-D)^{3/2}/(2π)^{2n-4} (ζ_K(2))/(2ζ(2))$ for a manifold M whose invariant trace field $K$ has a single complex place, discriminant $D$, degree $n$, and Dedekin…

These introductory lectures show how to define finite type invariants of links and 3-manifolds by counting graph configurations in 3-manifolds, following ideas of Witten and Kontsevich. The linking number is the simplest finite type invariant for 2-component links. It is defined in many equivalent ways in the first sec…

We extend the Feynman-Kac formula for Schrödinger type operators on vector bundles over noncompact Riemannian manifolds to possibly very singular potentials that appear in hydrogen like quantum mechanical problems and that need not be bounded from below or locally square integrable. This path integral formula is then u…

In this paper, a pricing formula for volatility swaps is delivered when the underlying asset follows the stochastic volatility model with jumps and stochastic intensity. By using Feynman-Kac theorem, a partial integral differential equation is obtained to derive the joint moment generating function of the previous mode…

New methods solve SPDEs for financial derivative pricing.

New method recovers BSDE from financial data without ergodicity.

We show how effective-potential path-integrals methods, stemming on a simple and nice idea originally due to Feynman and successfully employed in Physics for a variety of quantum thermodynamics applications, can be used to develop an accurate and easy-to-compute semi-analytical approximation of transition probabilities…

We prove a Feynman-Kac formula for differential forms satisfying absolute boundary conditions on Riemannian manifolds with boundary and of bounded geometry. We use this to construct $L^2$ harmonic forms out of bounded ones on the universal cover of a compact Riemannian manifold whose geometry displays a positivity prop…