arXiv research

Study shows finiteness of magnetic hypersurfaces on closed manifolds.

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

The paper extends Nakamaye's theorem to non-closed forms on complex manifolds.

We introduce and study a canonical quadratic form, called the torsion quadratic form, of the determinant line of a flat vector bundle over a closed oriented odd-dimensional manifold. This quadratic form caries less information than the refined analytic torsion, introduced in our previous work, but is easier to construc…

This article studies the abelian analytic torsion on a closed, oriented, Sasakian three-manifold and identifies this quantity as a specific multiple of the natural unit symplectic volume form on the moduli space of flat abelian connections. This identification computes the analytic torsion explicitly in terms of Seifer…

We prove an index theorem concerning the pushforward of flat B-vector bundles, where B is an appropriate algebra. We construct the associated analytic torsion form T. If Z is a smooth closed aspherical manifold, we show that T gives invariants of the homotopy groups of Diff(Z).

Let $E$ be a flat complex vector bundle over a closed oriented odd dimensional manifold $M$ endowed with a flat connection $\nabla$. The refined analytic torsion for $(M,E)$ was defined and studied by Braverman and Kappeler. Recently Mathai and Wu defined and studied the analytic torsion for the twisted de Rham complex…

Proposes efficient Bayesian logistic regression for large sparse datasets.

We define analytic torsion for the twisted de Rham complex, consisting of the spaces of differential forms on a compact oriented Riemannian manifold X valued in a flat vector bundle E, with a differential given by a flat connection on E plus an odd-degree closed differential form H on X. The difficulty lies in the fact…

We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The flexibility of our approach is demonstrated by extending the realm of closed-form option price formulas to the case where…

We obtain new closed-form pricing formulas for contingent claims when the asset follows a Dupire-type local volatility model. To obtain the formulas we use the Dyson-Taylor commutator method that we have recently developed in [5, 6, 8] for short-time asymptotic expansions of heat kernels, and obtain a family of general…

We introduce multi-torsion, a spectral invariant generalizing Ray-Singer analytic torsion. We define multi-torsion for compact manifolds with a certain local geometric product structure that gives a bigrading on differential forms. We prove that multi-torsion is metric-independent in a suitable sense. Our definition of…

We study an analogue of the analytic torsion for elliptic complexes that are graded by $\mathbb{Z}_2$, orignally constructed by Mathai and Wu. Motivated by topological T-duality, Bouwknegt an Mathai study the complex of forms on an odd-dimensional manifold equipped with with the twisted differential $d_H = d+H$, where …

Analyzes a finite set of metrics and functions to determine manifold torsion.

The paper derives closed-form approximations for mean-reverting SABR models and calibrates them to equity volatilities.

We calculate relations on characteristic classes which are obstructions preventing closed Kähler manifolds from carrying holomorphic Cartan geometries. We apply these relations to give global constraints on the phase spaces of complex analytic determined and underdetermined systems of differential equations.

Neural network discovers exact solutions to QP with linear constraints.

Applying a local Gauss-Bonnet formula for closed subanalytic sets to the complex analytic case, we obtain characterizations of the Euler obstruction of a complex analytic germ in terms of the Lipschitz-Killing curvatures and the Chern forms of its regular part. We also prove analogous results for the global Euler obstr…

Paper proposes a closed-form formula for geometric Istanbul call options.

We proof that on a surface of negative Euler characteristic, two real-analytic Finsler metrics have the same unparametrized oriented geodesics, if and only if they differ by a scaling constant and addition of a closed 1-form.

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…

Every closed, oriented, real analytic Riemannian 3-manifold can be isometrically embedded as a special Lagrangian submanifold of a Calabi-Yau 3-fold, even as the real locus of an antiholomorphic, isometric involution. Every closed, oriented, real analytic Riemannian 4-manifold whose bundle of self-dual 2-forms is trivi…

For an element $Ψ$ in the graded vector space $Ω^*(M, TM)$ of tangent bundle valued forms on a smooth manifold $M$, a $Ψ$-submanifold is defined as a submanifold $N$ of $M$ such that $Ψ_{|N} \in Ω^*(N, TN)$. The class of $Ψ$-submanifolds encompasses calibrated submanifolds, complex submanifolds and all Lie subgroups in…

In this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development Result (CDR) whose variance is identical to the closed-form expression of the prediction error proposed by Wüthrich et a…

Torsion invariants for manifolds which are not simply connected were introduced by K. Reidemeister and generalized to higher dimensions by W. Franz. The Reidemeister torsion, was the first invariant of manifolds which was not a homotopy invariant. The analytic counterpart of the combinatorial Reidemeister torsion was i…

We generalize a theorem of Bismut-Zhang, which extends the Cheeger-Mueller theorem on Ray-Singer torsion and Reidemeister torsion, to the case where the flat vector bundle over a closed manifold carries a nondegenerate symmetric bilinear form. As a consequence, we prove the Burghelea-Haller conjecture which gives an an…

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

Letting $C$ be a compact $C^ω$-curve embedded in $\boldsymbol R^3$ ($C^ω$ means real analyticity), we consider a $C^ω$-cuspidal edge $f$ along $C$. When $C$ is non-closed, in the authors' previous works, the local existence of three distinct cuspidal edges along $C$ whose first fundamental forms coincide with that of $…

Simplified proof of gluing formula for analytic torsion forms.

We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as rigorous short-time error estimates. Using a boot-strapping technique, we also provi…

We consider a closed odd-dimensional oriented manifold $M$ together with an acyclic flat hermitean vector bundle $\cF$. We form the trivial fibre bundle with fibre $M$ over the manifold of all Riemannian metrics on $M$. It has a natural flat connection and a vertical Riemannian metric. The higher analytic torsion form …

Yau proved an existence theorem for Ricci-flat Kähler metrics in the 1970's, but we still have no closed form expressions for them. Nevertheless there are several ways to get approximate expressions, both numerical and analytical. We survey some of this work and explain how it can be used to obtain physical predictions…

Local Lorentzian theorem preserves metrics or makes them flat.

Classifies real-analytic SL(n,R) actions on closed manifolds.

The refined analytic torsion associated to a flat vector bundle over a closed odd-dimensional manifold canonically defines a quadratic form $τ$ on the determinant line of the cohomology. Both $τ$ and the Burghelea-Haller torsion are refinements of the Ray-Singer torsion. We show that whenever the Burghelea-Haller torsi…

Recently, Cappell and Miller extended the classical construction of the analytic torsion for de Rham complexes to coupling with an arbitrary flat bundle and the holomorphic torsion for $\bar{\partial}$-complexes to coupling with an arbitrary holomorphic bundle with compatible connection of type $(1,1)$. Cappell and Mil…

We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we develop the theory of most efficient point-wise homogeneous OHLC volatility estimators, valid for any price processes. We intr…

The period for a compact Riemann surface, defined by the integral of differential 1-forms, is a classical complex analytic invariant, strongly related to the complex structure of the surface. In this paper, we treat another complex analytic invariant called the pointed harmonic volume. As a natural extension of the per…

We extend the Novikov Morse-type inequalities for closed 1-forms in 2 directions. First, we consider manifolds with boundary. Second, we allow a very degenerate structure of the critical set of the form, assuming only that the form is non-degenerated in the sense of Kirwan. In particular, we obtain a generalization of …

We develop a new model for VIX derivatives with closed-form solutions.

We define analytic indices which involve the eta form and the analytic torsion form. We show that these indices are independent of the geometric choices made in their definitions, and hence are topological in nature.

Using the analogy with inelastic granular gasses we introduce a model for wealth exchange in society. The dynamics is governed by a kinetic equation, which allows for self-similar solutions. The scaling function has a power-law tail, the exponent being given by a transcendental equation. In the limit of continuous trad…

Analyzes $L^{2}$-harmonic forms on curved manifolds, proving integrability conditions.

Finite totally geodesic hypersurfaces in curved manifolds proven.

Formula for analytic torsion forms in fibrations by projective curves.

Paper derives closed-form solutions for CEV model using semiclassical approximation.

We show how to compute the spectral flow of the odd signature operator $\pm *d_{a_t}-d_{a_t}*$ along an analytic path of flat connections $a_t$ on a bundle over a closed odd-dimensional manifold in terms of Massey products in the DGLA of bundle-valued differential forms. To obtain this information, we set up a sequence…

We review the Reidemeister torsion, Ray-Singer's analytic torsion and the Cheeger-M"uller theorem. We describe the analytic torsion of the de Rham complex twisted by a flux form introduced by the current authors and recall its properties. We define a new twisted analytic torsion for the complex of invariant differentia…