arXiv research

Study of zonal spherical functions on partial flag manifolds using Jacobi polynomials.

We study the holomorphic unitary representations of the Jacobi group based on Siegel-Jacobi domains. Explicit polynomial orthonormal bases of the Fock spaces based on the Siegel-Jacobi disk are obtained. The scalar holomorphic discrete series of the Jacobi group for the Siegel-Jacobi disk is constructed and polynomial …

Study on polynomiality and outer nature of functors from Jacobi diagrams to group homomorphisms.

We show that the Wei-Norman method applied to describe the evolution on the Siegel-Jacobi disk $\mathcal{D}^J_1=\mathcal{D}_1\times\mathbb{C}^1$, where $\mathcal{D}_1$ denotes the Siegel disk, determined by a hermitian Hamiltonian linear in the generators of the Jacobi group $G^J_1$ and Berezin's scheme using coherent …

The generalized coherent states attached to the Jacobi group realize the squeezed states. Imposing hermitian conjugacy to the generators of the Jacobi algebra, we find out the form of the weight function appearing in the scalar product. We show effectively the orthonormality of the base functions with respect to the sc…

Let J be a unitary almost complex structure on a Riemannian manifold (M,g). If x is a unit tangent vector, let P be the associated complex line spanned by x and by Jx. We show that if (M,g) is Hermitian or if (M,g) is nearly Kaehler, then either the complex Jacobi operator (JC(P)y=R(y,x)x+R(y,Jx)Jx) or the complex curv…

Proves a formula for push-forward of polynomial Chern forms in universal vector bundles.

It is proved that all invariant functions of a complex Finsler manifold can be totally recovered from the torsion and curvature of the connection introduced by Kobayashi for holomorphic vector bundles with complex Finsler structures. Equations of the geodesics and Jacobi fields of a generic complex Finsler manifold, ex…

We exhibit Osserman metrics with non-nilpotent Jacobi operators and with non-trivial Jordan normal form in neutral signature (n,n) for any n which is at least 3. These examples admit a natural almost para-Hermitian structure and are semi para-complex Osserman with non-trivial Jordan normal form as well; they neither sa…

A complete description of Osserman four-manifolds whose Jacobi operators have a nonzero double root of the minimal polynomial is given.

A representation of the Jacobi algebra $\mathfrak{h}_1\rtimes \mathfrak{su}(1,1)$ by first order differential operators with polynomial coefficients on the manifold $\mathbb{C}\times \mathcal{D}_1$ is presented. The Hilbert space of holomorphic functions on which the holomorphic first order differential operators with …

Infinitesimal holomorphic realizations for the Schrödinger-Weil representation and the discrete series representations of the Jacobi group are constructed. Explicit expressions of the basic differential operators are obtained. The squeezed states for the unitary irreducible representation of the Jacobi group are introd…

Quillen proved that, if a Hermitian bihomogeneous polynomial is strictly positive on the unit sphere, then repeated multiplication of the standard sesquilinear form to this polynomial eventually results in a sum of Hermitian squares. Catlin-D'Angelo and Varolin deduced this positivstellensatz of Quillen from the eventu…

Based on the ideas of Optimal Control, we introduce the new basic characteristic of a bracket generating distribution, the Jacobi symbol. In contrast to the classical Tanaka symbol, the set of Jacobi symbols is discrete and classifiable. We give an explicit and unified algebraic procedure for the construction of the ca…

Computed formulas for curvature operators and Poincaré polynomials of symmetric spaces.

The paper studies the n-loop Kontsevich invariant of knots with same Alexander polynomial.

We present a holomorphic representation of the Jacobi algebra $\mathfrak{h}_n\rtimes \mathfrak{sp}(n,\R)$ by first order differential operators with polynomial coefficients on the manifold $\mathbb{C}^n\times \mathcal{D}_n$. We construct the Hilbert space of holomorphic functions on which these differential operators a…

Sharp bounds for eigenfunctions on product spaces restricted to submanifolds.

Study automorphism groups' action on Jacobi diagrams, leading to new decompositions.

Continuity of roots of hyperbolic polynomials with smooth coefficients.

Abstract: Study of metrics on line bundles over complex varieties.

Geodesics in jet space are constructed from polynomials, with some yielding globally minimizing paths.

This paper constructs Brownian motion on complex flag manifolds and finds joint distribution of stochastic areas.

The paper studies conditions for graphs connecting level sets of harmonic polynomials.

In this paper we prove mixed norm estimates for Riesz transforms related to Laplace--Beltrami operators on compact Riemannian symmetric spaces of rank one. These operators are closely related to the Riesz transforms for Jacobi polynomials expansions. The key point is to obtain sharp estimates for the kernel of the Jaco…

Studying the isotropy orbits of compact symmetric spaces Reiswich introduced a family of explicit polynomials in one variable in order to describe the unique minimal isotropy orbit of compact symmetric spaces with Dynkin diagram of type $D_m$. Based on this geometric interpretation he conjectured that these polynomials…

We determine the homogeneous Kähler diffeomorphism $FC$ which expresses the Kähler two-form on the Siegel-Jacobi ball $\mc{D}^J_n=\C^n\times \mc{D}_n$ as the sum of the Kähler two-form on $\C^n$ and the one on the Siegel ball $\mc{D}_n$. The classical motion and quantum evolution on $\mc{D}^J_n$ determined by a hermiti…

We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial option price series expansion performs as efficiently and accura…

The paper proves a pointwise Gysin formula for vector bundles and applies it to show positivity of polynomials.

In this text we give a decomposition result on polynomial poly-vector fields generalizing a result on the decomposition of homogeneous Poisson structures. We discuss consequences of this decomposition result in particular for low dimensions and low degrees. We provide the tools to calculate simple cubic Poisson structu…

New contact structures on spheres and tori with weakly compatible metrics.

Quillen proved that repeated multiplication of the standard sesquilinear form to a positive Hermitian bihomogeneous polynomial eventually results in a sum of Hermitian squares, which was the first Hermitian analogue of Hilbert's seventeenth problem in the nondegenerate case. Later Catlin-D'Angelo generalized this posit…

New method uses TT approximations to solve HJB equations for efficient sampling.

The paper proves properties of metrics and self-shrinkers related to Hermitian-Yang-Mills and J-equations.

Investigates polynomial solutions to minimal surface equation, proving constraints and structure theorems.

Extends three circle theorem to almost Hermitian manifolds.

We are studying a relationship between isoparametric hypersurfaces in spheres with four distinct principal curvatures and the moment maps of certain Hamiltonian actions. In this paper, we consider the isoparametric hypersurfaces obtained from the isotropy representations of compact irreducible Hermitian symmetric space…

I use local differential geometric techniques to prove that the algebraic cycles in certain extremal homology classes in Hermitian symmetric spaces are either rigid (i.e., deformable only by ambient motions) or quasi-rigid (roughly speaking, foliated by rigid subvarieties in a nontrivial way). These rigidity results ha…

In this paper, a rapid and high accurate numerical method for pricing discrete single and double barrier knock-out call options is presented. According to the well-known Black-Scholes framework, the price of option in each monitoring date could be calculate by computing a recursive integral formula upon the heat equati…

The paper studies 8D manifolds with a specific tensor field called a cubic discriminant.

Consider a network of agents connected by communication links, where each agent holds a real value. The gossip problem consists in estimating the average of the values diffused in the network in a distributed manner. We develop a method solving the gossip problem that depends only on the spectral dimension of the netwo…

A new quantum relation connects exceptional Lie algebras and knots.

We study twisted Jacobi manifolds, a concept that we had introduced in a previous Note. Twisted Jacobi manifolds can be characterized using twisted Dirac-Jacobi, which are sub-bundles of Courant-Jacobi algebroids. We show that each twisted Jacobi manifold has an associated Lie algebroid with a 1-cocycle. We introduce t…

Study of Fubini-Study forms on surfaces with punctures.

We characterize the value of swing contracts in continuous time as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation with suitable boundary conditions. The case of contracts with penalties is straightforward, and in that case only a terminal condition is needed. Conversely, the case of contracts with …

Quantization algorithms have been successfully adopted to option pricing in finance thanks to the high convergence rate of the numerical approximation. In particular, very recently, recursive marginal quantization has been proven to be a flexible and versatile tool when applied to stochastic volatility processes. In th…

We propose a definition of Jacobi quasi-Nijenhuis algebroid and show that any such Jacobi algebroid has an associated quasi-Jacobi bialgebroid. Therefore, also an associated Courant-Jacobi algebroid is obtained. We introduce the notions of quasi-Jacobi bialgebroid morphism and Courant-Jacobi algebroid morphism providin…

The paper solves the optimal transport problem between algebraic hypersurfaces.