The article constructs Feynman propagators for normally hyperbolic operators on curved spacetimes.
problem Constructing Feynman propagators for non-scalar geometric operators on curved spacetimes.
method Global microlocalisation constructions for normally hyperbolic operators on globally hyperbolic spacetimes.
result Feynman propagators can be constructed to satisfy a positivity property for selfadjoint normally hyperbolic operators.
Geometric approach to Dirac operator evolution on spacetimes.
problem Constructing the Cauchy evolution operator for Lorentzian Dirac operators.
method Realizing the operator as a sum of oscillatory integrals, relating to Feynman propagator.
result Relating Cauchy evolution operators to Feynman propagators and constructing Hadamard states.
In a previous paper [\AS], we used superspace techniques to prove that perturbation theory (around a classical solution with no zero modes) for Chern--Simons quantum field theory on a general 3-manifold M is finite. We conjectured (and proved for the case of 2-loops) that, after adding counterterms of the expecte…
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…
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…
In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we consider the case in which the components are independently but not identically distri…
Paper rigorously defines Feynman graph integrals on Kähler manifolds.
problem Establishing convergence of Feynman graph integrals on Kähler manifolds.
method Using Getzler's rescaling technique, graph integrands are extended to forms with divisorial-type singularities in the compactification of configuration spaces.
result Feynman graph integrals are rigorously defined as Cauchy principal value integrals.
Holomorphic analogs of Feynman integrals are shown to be finite.
problem Finite evaluation of holomorphic Feynman integrals.
method Compactification of graph moduli space with metrics.
result Holomorphic Feynman integrals are ultraviolet finite.
This study quantifies systemic importance in global banks using a continuous framework that amplifies localized shocks.
problem Analyzing financial contagion and systemic risk in global banks.
method Developed a continuous framework incorporating geographic proximity and interbank network linkages, using a master equation and Feynman-Kac representation.
result The amplification factor correctly identifies systemically important institutions and predicts crisis outcomes.
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…
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…
The paper generalizes Feynman-Kac formula for volatility uncertainty.
problem Calculating sublinear expectation under volatility uncertainty.
method Generalization of Feynman-Kac formula under different hypotheses.
result G-conditional expectation is a viscosity solution of a nonlinear PDE.
The string vertices of closed string field theory are subsets of the moduli spaces of punctured Riemann surfaces that satisfy a geometric version of the Batalin-Vilkovisky master equation. We present a homological proof of existence of string vertices and their uniqueness up to canonical transformations. Using hyperbol…
New presentation of Goussarov-Habiro Lie algebra using primitive Feynman diagrams.
problem Defining a filtration of string links using clasper surgeries and geometrically realizing Feynman diagrams.
method Concrete presentation of the rational Goussarov-Habiro Lie algebra using primitive Feynman diagrams and relations.
result Alternative diagrammatic proof of Massuyeau's rational version of the Goussarov-Habiro conjecture.
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…
We identify 998 closed hyperbolic 3-manifolds whose volumes are rationally related to Dedekind zeta values, with coprime integers a and b giving a/bvol(M)=(−D)3/2/(2π)2n−4(ζK(2))/(2ζ(2)) for a manifold M whose invariant trace field K has a single complex place, discriminant D, degree n, and Dedekin…
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 …
New methods solve SPDEs for financial derivative pricing.
problem Deriving the price of financial derivatives using SPDEs.
method Developed a conditional Feynman-Kac formula to solve SPDEs.
result Established new numerical methods for mixed Monte-Carlo PDEs.
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…
FKEE estimates expectations without samples, using diffusion bridges and PINNs.
problem Estimating expectations without large sample sizes.
method Diffusion bridge models and Feynman-Kac operator approximation using PINNs.
result Significantly reduces variance and improves efficiency.
New method recovers BSDE from financial data without ergodicity.
problem Discovering probabilistic laws from financial data.
method Stochastic SINDy method under risk-neutral measure.
result Recovery of BSDE from limited financial data.
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 L2 harmonic forms out of bounded ones on the universal cover of a compact Riemannian manifold whose geometry displays a positivity prop…
The paper develops a Feynman-Kac formula for perturbations of order ≤ 1 in noncommutative geometry.
problem Analyzing perturbations of order ≤ 1 in noncommutative geometry.
method Develops a Feynman-Kac formula for differential operators of order ≤ 1 on complex metric vector bundles over Riemannian manifolds.
result Explicit Feynman-Kac type formula for holomorphic semigroups generated by Q. Functional-analytic method for stochastic parallel transport in bundles.
problem Stochastic parallel transport in Hermitian bundles over Riemannian manifolds.
method Purely functional-analytic construction.
result Obtained a general Feynman-Kac formula in vector bundles.
New method trains partial Bayesian neural networks efficiently.
problem Challenges in approximating multi-modal latent variable distributions in pBNNs.
method Formulates pBNN training as a Feynman--Kac model and uses sequential Monte Carlo samplers.
result Proposed training scheme outperforms state of the art in predictive performance.
Scannell and Sinha considered a spectral sequence to calculate the rational homotopy groups of spaces of long knots in n-dimensional Euclidean space, for n greater than or equal to 4. At the end of their paper they conjecture that when n is odd, the terms on the antidiagonal on the second page precisely give the space …
New method steers protein design towards desired properties.
problem Challenges in designing proteins with specific structures and properties.
method Feynman-Kac framework applied to RFdiffusion models with guiding potentials.
result Significant improvement in predicted interface energetics and binder designability.
Unified kernel framework extends to stochastic systems, improving numerical stability.
problem Extending kernel methods to stochastic dynamical systems with diffusion.
method Unified kernel framework, Feynman-Kac path-integral representations, collocation-based computational framework.
result Kernel equivalence under uniform ellipticity assumptions and improved numerical stability with moderate diffusion.
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…
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…
Study analyzes derivative-free loss method for solving PDEs and fluid problems.
problem Solving elliptic PDEs and fluid problems using neural networks.
method Derivative-free loss method with Feynman-Kac formulation and stochastic walkers.
result Training loss bias scales with time interval and spatial gradient, inversely with walker size.
This paper investigates sufficient conditions for a Feynman-Kac functional up to an exit time to be the generalized viscosity solution of a Dirichlet problem. The key ingredient is to find out the continuity of exit operator under Skorokhod topology, which reveals the intrinsic connection between overfitting Dirichlet …
Improved diffusion models using energy distillation and sequential Monte Carlo.
problem Training instability and inferior performance in energy parameterized diffusion models.
method Introduced a novel training regime for energy functions through distillation of pre-trained diffusion models, and cast the sampling procedure as a Feynman Kac model.
result Demonstrated improved performance and new sampling techniques.
Paper improves robustness and sparsity in adversarially trained DNNs.
problem Developing efficient compression algorithms for robustly trained DNNs.
method Pruning weights using relaxed augmented Lagrangian algorithms for both structured and unstructured levels, leveraging Feynman-Kac formalism.
result At least doubles channel sparsity of adversarially trained ResNet20 for CIFAR10 classification.
Study on PDEs in Heston model with unique solution and convergence proof.
problem Analyzing PDEs in the Heston model for financial applications.
method Regularity results, verification theorem, unique viscosity solution, convergence proof.
result Unique viscosity solution for wide initial and source data.
Neural networks learn higher-order derivatives for physics problems.
problem Lack of higher-order derivatives in neural networks for theoretical physics.
method Graph-theoretical approach to assign diagrams to partial derivatives, iterative NN perturbation theory.
result NNs can learn higher-order derivatives, improving machine-learned approximations.
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 Mˉg,n of stable pointed algebraic curves; hence the…
We develop a new model for VIX derivatives with closed-form solutions.
problem VIX derivatives pricing and risk management.
method Data-driven Legendre polynomial model for VIX volatility, deriving analytical series solutions.
result Equal or superior accuracy compared to existing models, offering an efficient alternative.
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 prove existence, regularity and a Feynman-Kač representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the American Asian option with arithmetic average.
Study heat profiles and eigenfunctions using Brownian motion.
problem Investigate heat profiles and eigenfunctions of Laplace equations.
method Probabilistic tools based on Brownian motion and Feynman-Kac formulae.
result Supremum norm bounds for ground state Dirichlet eigenfunctions and comparison of maximum temperatures.
Study of mean curvature flows with conical singularities using mathematical techniques.
problem Understanding the dynamics of mean curvature flows near conical singularities.
method Feynman-Kac formula and invariant cone method for noncompact settings.
result Generic initial perturbations avoid conical singularities in mean curvature flows.
A graphical calculus for microformal morphisms simplifies complex operations in classical and quantum physics.
problem Simplifying operations in classical and quantum microformal morphisms.
method Developed a graphical calculus inspired by Cattaneo-Dherin-Felder's work on formal symplectic groupoids, extended to quantum thick morphisms.
result Infinite series can be written as sums over bipartite trees for both classical and quantum thick morphisms.
The paper develops methods to price and hedge options in path-dependent stock models.
problem Pricing and hedging options under complex stock models.
method Develops a path-dependent PDE for option pricing and differentiability of path-dependent SDE solutions.
result Provides formulas for option Greeks and differentiability of path-dependent SDE solutions.
Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.
problem Time inconsistency in stochastic differential games.
method Proves existence and uniqueness of solutions to nonlocal fully-nonlinear parabolic systems.
result Generalizes stochastic game theory to include time-inconsistent preferences.
The paper provides gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
problem Gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
method Establishes Bismut-type formulas and gradient estimates for Feynman--Kac semigroups on Riemannian manifolds with boundary, under geometric conditions formulated in terms of Ricci curvature and second fundamental form.
result Derives pointwise gradient estimates for the Neumann semigroup under variable, possibly unbounded, lower curvature bounds.
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…
At first, we solve a problem of finding a risk-minimizing hedging strategy on a general market with ratings. Next, we find a solution to this problem on Markovian market with ratings on which prices are influenced by additional factors and rating, and behavior of this system is described by SDE driven by Wiener process…