arXiv research

Paper compares absolute and relative real analytic torsion forms over fibrations.

Simplified proof of gluing formula for analytic torsion forms.

Topological degrees of continuous mappings between manifolds of even dimension are studied in terms of index theory of pseudo-differential operators. The index formalism of non-commutative geometry is used to derive analytic integral formulas for the index of a 0:th order pseudo-differential operator twisted by a Hölde…

In the previous article "Refined Analytic Torsion on Manifolds with Boundary" we have presented a construction of refined analytic torsion in the spirit of Braverman and Kappeler, which does apply to compact manifolds with and without boundary. We now derive a gluing formula for our construction, which can be viewed as…

Formula for analytic torsion forms in fibrations by projective curves.

Paper proves gluing formula for analytic torsions using Witten deformation for non-Morse functions.

Inspired by the work of Boris Vertman on refined analytic torsion for manifolds with boundary, in this paper we extend the construction of the Cappell-Miller analytic torsion to manifolds with boundary. We also compare it with the refined analytic torsion on manifolds with boundary. As a byproduct of the gluing formula…

Formula derived for torsion of modified Dirac operator.

The notion of topological degree is studied for mappings from the boundary of a relatively compact strictly pseudo-convex domain in a Stein manifold into a manifold in terms of index theory of Toeplitz operators on the Hardy space. The index formalism of non-commutative geometry is used to derive analytic integral form…

Analytic torsion studied for fibred boundary metrics, with applications to conic degeneration.

Derives formulae linking SABR model parameters to ATM and option prices.

Paper proposes an analytical pricing model for puttable bonds with credit risk.

The paper calculates the full asymptotics of analytic torsions for compact orbifolds.

We prove that refined analytic torsion on a manifold with boundary is an analytic section of the determinant line bundle over the representation variety. As a fundamental application we establish a gluing formula for refined analytic torsion on connected components of the complex representation space which contain a un…

Paper derives analytical formulas for NLD-CEV moments with regime switching.

Formula connects analytic torsion forms of fibration and its pieces.

We verify that the formula of X. Ma for the analytic torsion form of an iterated fibration implies that Lott's secondary analytic index is functorial.

Analytic torsion defined for rank 2 distributions on 5-manifolds.

In the previous work ([14]) we introduced the well-posed boundary conditions ${\mathcal P}_{-, {\mathcal L}_{0}}$ and ${\mathcal P}_{+, {\mathcal L}_{1}}$ for the odd signature operator to define the refined analytic torsion on a compact manifold with boundary. In this paper we discuss the gluing formula of the refined…

Functional-analytic method for stochastic parallel transport in bundles.

We derive an analytic formula for the dual Jacobian matrix of a generalised hyperbolic tetrahedron. Two cases are considered: a mildly truncated and a prism truncated tetrahedron. The Jacobian for the latter arises as an analytic continuation of the former, that falls in line with a similar behaviour of the correspondi…

In this paper we extend first the Bismut-Lott's analytic torsion form for flat vector bundles to the boundary case, then we establish its gluing formula on a smooth fibration under the assumption that a fiberwise Morse function exists. We assume that the metrics have product structures near the cutting hypersurface.

We give an explicit formula for the $L^2$ analytic torsion of the finite metric cone over an oriented compact connected Riemannian manifold. We provide an interpretation of the different factors appearing in this formula. We prove that the analytic torsion of the cone is the finite part of the limit obtained collapsing…

On an odd-dimensional oriented hyperbolic manifold of finite volume with strongly acyclic coefficient systems, we derive a formula relating analytic torsion with the Reidemeister torsion of the Borel-Serre compactification of the manifold. In a companion paper, this formula is used to derive exponential growth of torsi…

Symbolic regression finds simple formulas for implied volatility.

We extend the complex-valued analytic torsion, introduced by Burghelea and Haller on closed manifolds, to compact Riemannian bordisms. We do so by considering a flat complex vector bundle over a compact Riemannian manifold, endowed with a fiberwise nondegenerate symmetric bilinear form. The Riemmanian metric and the bi…

Study index theory on Lie group homogeneous spaces using topological and analytic methods.

We analyze analytic approximation formulae for pricing zero-coupon bonds in the case when the short-term interest rate is driven by a one-factor mean-reverting process with a volatility nonlinearly depending on the interest rate itself. We derive the order of accuracy of the analytical approximation due to Choi and Wir…

Analytic surgery and gluing formula for torsion forms in fiber bundles.

New formulas estimate life insurance benefits with less computation.

The presence of discrete dividends complicates the derivation and form of pricing formulas even for vanilla options. Existing analytic, numerical, and theoretical approximations provide results of varying quality and performance. Here, we compare the analytic approach, developed and effective for European puts and call…

In this article we use the adiabatic method to prove the gluing formula of real analytic torsion forms for a flat vector bundle on a smooth fibration under the assumption that the fiberwise twisted cohomology groups associated to the fibration of the cutting hypersurface are vanished. In this paper we assume that the m…

Analyzes packing of circles in bounded and unbounded planes using mathematical formulas.

We show that the refined analytic torsion is a holomorphic section of the determinant line bundle over the space of complex representations of the fundamental group of a closed oriented odd dimensional manifold. Further, we calculate the ratio of the refined analytic torsion and the Farber-Turaev combinatorial torsion.…

We study the Reidemeister torsion and the analytic torsion of the $m$ dimensional disc in the Euclidean $m$ dimensional space, using the base for the homology defined by Ray and Singer in \cite{RS}. We prove that the Reidemeister torsion coincides with a power of the volume of the disc. We study the additional terms ar…

We develop a model for the dynamic evolution of default-free and defaultable interest rates in a LIBOR framework. Utilizing the class of affine processes, this model produces positive LIBOR rates and spreads, while the dynamics are analytically tractable under defaultable forward measures. This leads to explicit formul…

We derive formulas for F measures' standard error and confidence intervals.

After Bershadsky-Cecotti-Ooguri-Vafa, we introduce an invariant of Calabi-Yau threefolds, which we call the BCOV invariant and which we obtain using analytic torsion. We give an explicit formula for the BCOV invariant as a function on the compactified moduli space, when it is isomorphic to a projective line. As a corol…

The gluing formula of the zeta-determinant of a Laplacian given by Burghelea, Friedlander and Kappeler contains an unknown constant. In this paper we compute this constant to complete the formula under the assumption of the product structure near boundary. As applications of this result,we prove the adiabatic decomposi…

We compute the analytic torsion of a cone over a sphere of dimension 1, 2, and 3, and we conjecture a general formula for the cone over an odd dimensional sphere.

Researchers compute zeta-determinants and analytic torsion for metric mapping tori.

We consider a non-Gaussian option pricing model, into which the underlying log-price is assumed to be driven by an $α$-stable distribution. We remove the a priori divergence of the model by introducing a Mellin regularization for the Lévy propagator. Using distributional and $\mathbb{C}^n$ tools, we derive an analytic …

A general method for analytic inversion in integral geometry is proposed. All classical and some new reconstruction formulas of Radon-John type are obtained by this method. No harmonic analysis and PDE is used.

Let $X$ be a compact connected strongly pseudoconvex CR manifold of dimension $2n+1, n \ge 1$ with a transversal CR $S^1$-action on $X$. We introduce the Fourier components of the Ray-Singer analytic torsion on $X$ with respect to the $S^1$-action. We establish an asymptotic formula for the Fourier components of the an…

We study analytic descriptions of conformal immersions of the Riemann sphere S^2 into the CP^(N-1) sigma model. In particular, an explicit expression for two-dimensional (2-D) surfaces, obtained from the generalized Weierstrass formula, is given. It is also demonstrated that these surfaces coincide with the ones obtain…

We extend the definition of analytic and Reidemeister torsion from closed compact Riemannian manifolds to compact Riemannian manifolds with boundary $(M, \partial M)$, given a flat bundle $\Cal F$ of $\Cal A$-Hilbert modules of finite type and a decomposition of the boundary $\partial M =\partial_- M \cup \partial_+ M$…

In equity and foreign exchange markets the risk-neutral dynamics of the underlying asset are commonly represented by stochastic volatility models with jumps. In this paper we consider a dense subclass of such models and develop analytically tractable formulae for the prices of a range of first-generation exotic derivat…

For an odd-dimensional oriented hyperbolic manifold with cusps and strongly acyclic coefficient systems we define the Reidemeister torsion of the Borel-Serre compactification of the manifold using bases of cohomology classes defined via Eisenstein series by the method of Harder. In the main result of this paper we rela…