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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3367100133 · Jun 202019922001200920172026
48 results for Fredholm determinants

The paper calculates indices for families of Fredholm operators and their extensions.

problem Calculating indices for families of Fredholm operators and their extensions.
method Passing from a Fredholm operator to its graph, deforming the horizontal subspace.
result Index formulas for families of Fredholm realizations and self-adjoint extensions.

The square root of Fredholm determinants causes numerical instabilities in option pricing models.

problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.

Classifies non-linear Fredholm maps linking to stable homotopy groups of spheres.

problem Classifying non-linear proper Fredholm maps between Hilbert spaces.
method Using stable homotopy groups of spheres to classify maps up to proper homotopy.
result Determines the non-trivial kernel of the map from stable homotopy groups to non-linear proper Fredholm maps.

We show that the existence of a Fredholm element of the zero calculus of pseudodifferential operators on a compact manifold with boundary with a given elliptic symbol is determined, up to stability, by the vanishing of the Atiyah-Bott obstruction. It follows that, up to small deformations and stability, the same symbol…

2006-07-06abs ↗pdf ↗

We study the zeta determinant of global boundary problems of APS-type through a general theory for relative spectral invariants. In particular, we compute the zeta determinant for Dirac-Laplacian boundary problems in terms of a scattering Fredholm determinant over the boundary.

2004-06-16abs ↗pdf ↗

We compute the relative zeta-function metric on the determinant line bundle for a family of elliptic boundary value problems of Dirac-type. To do this we prove a general formula relating the zeta-determinant to a Fredholm determinant over the boundary for a class of higher-order elliptic boundary value problems.

1999-10-27abs ↗pdf ↗

New geometric insights reveal the persistence distribution in spin systems.

problem Determining the full persistence probability distribution in non-Markovian stochastic processes.
method Exact Fredholm Pfaffian structure and Painlevé VI system analysis.
result Recovery of the universal persistence exponent and its geometric interpretation.

We explain the bundle structures of the {\it Determinant line bundle} and the {\it Quillen determinant line bundle} considered on the connected component of the space of Fredholm operators including the identity operator in an intrinsic way. Then we show that these two are isomorphic and that they are non-trivial line …

2003-09-07abs ↗pdf ↗

The paper studies gravitational instantons with flat limits and finds elliptic regularity estimates.

problem Analyzing gravitational instantons with flat limits using elliptic analysis.
method Establishing elliptic regularity estimates and showing uniform constants for a family of metrics.
result The Laplacian is Fredholm and an isomorphism between specific weighted spaces.

We clarify the relation between the Dixmier-Douady class on the space of self adjoint Fredholm operators (`universal B-field') and the curvature of determinant bundles over infinite-dimensional Grassmannians. In particular, in the case of Dirac type operators on a three dimensional compact manifold we obtain a simple a…

2001-07-24abs ↗pdf ↗

Study on spectral points of Inoue surfaces with Tricerri metric.

problem Identifying spectral points on Inoue surfaces.
method Analyzing chiral Dirac operators twisted by flat C\mathbb C^*-connections.
result No spectral points inside the annulus α1/4<z<α1/4α^{-1/4} < |z| < α^{1/4}, with spectral points on boundary.

We construct a Fredholm module on self-similar sets such as the Cantor dust, the Sierpinski carpet and the Menger sponge. Our construction is a higher dimensional analogue of Connes' combinatorial construction of the Fredholm module on the Cantor set. We also calculate the Dixmier trace of two operators induced by the …

2019-12-12abs ↗pdf ↗

New Fredholm criteria for pseudodifferential operators on manifolds.

problem Characterizing the Fredholm property of GG-pseudodifferential operators.
method General Simonenko principle applied to GG-pseudodifferential operators on Sobolev spaces of sections of vector bundles.
result Derivation of novel Fredholm criteria and further characterization for finite groups.

Study shows Fredholmness of a Lorentzian Dirac operator on spacetimes.

problem Analyzing Fredholmness of a Lorentzian Dirac operator on spacetimes.
method Investigates Fredholmness of a (spatial) Γ-invariant Lorentzian Dirac operator under (anti) Atiyah-Patodi-Singer boundary conditions.
result Demonstrates Fredholmness of the operator in the von Neumann sense.

The infinite matrix `Schwartz' group GG^{-\infty} is a classifying group for odd K-theory and carries Chern classes in each odd dimension, generating the cohomology. These classes are closely related to the Fredholm determinant on G.G^{-\infty}. We show that while the higher (even, Schwartz) loop groups of $G^{-\infty…

2006-06-16abs ↗pdf ↗

Derives Fredholm criteria for isotypical components from a Simonenko principle.

problem Finding Fredholm conditions for isotypical components of invariant pseudodifferential operators.
method General Simonenko's local principle and equivariant local principle for restriction to isotypical components.
result Full proof of equivariant local principle and extension of results.

Complete, conformally flat metrics of constant positive scalar curvature on the complement of kk points in the nn-sphere, k2k \ge 2, n3n \ge 3, were constructed by R\. Schoen [S2]. We consider the problem of determining the moduli space of all such metrics. All such metrics are asymptotically periodic, and we develop…

1994-06-30abs ↗pdf ↗

This article provides a version of scale calculus geared towards a notion of (nonlinear) Fredholm maps between certain types of Frechet spaces, retaining as many as possible of the properties Fredholm maps between Banach spaces enjoy, and the existence of a constant rank theorem for such maps. It does so by extending t…

2016-02-23abs ↗pdf ↗

The spectral flow theorem is applied to operators on finite intervals.

problem Operators on finite intervals without boundary conditions are not Fredholm.
method Interpolation theory is used to define boundary conditions making the operators Fredholm. The spectral flow theorem is applied to find the Fredholm index.
result The Fredholm index is given by the spectral flow of the operator path.

The abstract extends deformation and tangent groupoid constructions to infinite-dimensional manifolds.

problem Deformation and tangent groupoid constructions for infinite-dimensional manifolds.
method Extending finite-dimensional constructions to Banach and Fredholm manifolds.
result Induced generalized filtrations of tangent bundles and groupoids.

Study perturbs APS boundary conditions for Lorentzian Dirac operators.

problem Maintaining Fredholmness of Dirac operators under perturbations of APS boundary conditions.
method Develop criteria for perturbing compact pairs of projections to remain Fredholm.
result Criteria for perturbing APS boundary conditions without losing Fredholmness.

In this paper we examine the Riemannian geometry of the group of contactomorphisms of a compact contact manifold. We compute the sectional curvature of Dθ(M)\mathcal{D}_θ(M) in the sections containing the Reeb field and show that it is non-negative. We also solve explicitly the Jacobi equation along the geodesic correspon…

2015-01-09abs ↗pdf ↗

We study the de Rham complex on a smooth manifold with a periodic end modeled on an infinite cyclic cover X' \to X. The completion of this complex in exponentially weighted L^2-norms is Fredholm for all but finitely many exceptional weights determined by the eigenvalues of the covering translation map H_*(X') \to H_*(X…

2013-10-16abs ↗pdf ↗

We describe a (nonlinear) Fredholm theory for a new class of ambient spaces, as well as for a certain type of categories. The theory is illustrated by an application to the category of stable maps.

2014-12-13abs ↗pdf ↗

We study transversality for Lipschitz-Fredholm maps in the context of bounded Fréchet manifolds. We show that the set of all Lipschitz-Fredholm maps of a fixed index between Fréchet spaces has the transverse stability property. We give a straightforward extension of the Smale transversality theorem by using the general…

2015-08-21abs ↗pdf ↗

Method finds domain of Laplace-Beltrami operator on 2D almost-Riemannian manifolds.

problem Determining the domain of the Laplace-Beltrami operator on 2D almost-Riemannian manifolds with tangency points.
method Using tools from Lie groupoids, natural domains of perturbations are found.
result Method allows treatment of geometries with tangency points.

We describe two topologies on the space of unbounded Fredholm operators and we explain their K-theoretic relevance. In the process we also prove a very general result concerning the continuity of families of first order, elliptic boundary value problems.

2000-05-09abs ↗pdf ↗

We explain the topology of the space, so called, Fredholm-Lagrangian-Grassmannain and the quantity ``Maslov index'' for paths in this space based on the standard theory of Functional Analysis. Our standing point is to define the Maslov index for arbitrary paths in terms of the fundamental spectral property of the Fredh…

2003-11-27abs ↗pdf ↗

Researchers prove Fredholm property for Dirac operator on specific spacetimes.

problem Proving Fredholm property for Dirac operator on asymptotically static spacetimes.
method Combining time-dependent scattering theory and Egorov's theorem for pseudo-differential hyperbolic systems.
result The Dirac operator is Fredholm under Atiyah-Patodi-Singer boundary conditions.

Fredholm conditions for invariant operators on compact manifolds.

problem Characterizing operators with Fredholm maps induced by their action on manifolds.
method Defining transversally αα-elliptic operators and proving Fredholmness based on their principal symbols and group actions.
result Operators are Fredholm if and only if they are transversally αα-elliptic.