arXiv research

Study on potential behavior in special geometric spaces.

Kahler-Ricci flow long-time behavior and initial data

Study of torsion forms for positive line bundles.

We study the asymptotic behaviour of doubly periodic instantons with square-integrable curvature. Then, we establish the equivalence given by the Nahm transform between the doubly periodic instantons with square integrable curvature and the wild harmonic bundles on the dual torus.

We consider a family of compact, oriented and connected Riemannian manifolds shrinking to a metric graph and describe the asymptotic behaviour of the eigenvalues of the Hodge Laplacian. We apply our results to produce manifolds with spectral gaps of arbitrarily large size in the spectrum of the Hodge Laplacian.

Paper proves uniqueness of catenary cylinders based on their asymptotic shape.

The purpose of this paper is twofold. One is to give a survey of our study on the reductions of harmonic bundles, and the other is to explain a simple application in the study of TERP structure. In particular, we investigate the asymptotic behaviour of the "new supersymmetric index" for variation of pure polarized TERP…

In this paper, we analyze the asymptotic behaviour of the Hermitian-Yang-Mills flow over a compact non-Kähler manifold $(X,g)$ with the Hermitian metric $g$ satisfying the Gauduchon and Astheno-Kähler condition.

We provide a thorough analysis of the path-dependent volatility model introduced by Guyon \cite{G17}, proving existence and uniqueness of a strong solution, characterising its behaviour at boundary points, providing asymptotic closed-form option prices as well as deriving small-time behaviour estimates.

Study describes frequencies of geodesics on hyperbolic surfaces as genus grows.

Study examines implied volatility behavior in Bachelier model.

We treat the so-called scenario approach, a popular probabilistic approximation method for robust minmax optimization problems via independent and indentically distributed (i.i.d) sampling from the uncertainty set, from various perspectives. The scenario approach is well-studied in the important case of convex robust o…

We study the asymptotic behaviour of the partial density function associated to sections of a positive hermitian line bundle that vanish to a particular order along a fixed divisor $Y$. Assuming the data in question is invariant under an $S^1$-action (locally around $Y$) we prove that this density function has a distri…

We study doubly-periodic instantons, i.e. instantons on the product of a 1-dimensional complex torus T with a complex line C, with quadratic curvature decay. We determine the asymptotic behaviour of these instantons, constructing new asymptotic invariants. We show that the underlying holomorphic bundle extends to TxP1.…

We present a classification of SU(2) instantons on $T^2\times\mathbb{R}^2$ according to their asymptotic behaviour. We then study the existence of such instantons for different values of the asymptotic parameters, describing explicitly the moduli space for unit charge.

Geodesics near singularities either hit or wind around, with winding number dependent on singularity type.

We provide a proof and analyze the asymptotic behavior of a formula for the linking number of line segments.

$\mathcal{H}-$holomorphic curves are solutions of a specific modification of the pseudoholomorphic curve equation in symplectizations involving a harmonic $1-$form as perturbation term. In this paper we study the asymptotics of $\mathcal{H}-$holomorphic curves defined on a sequence of degenerating cylinders.

We prove a positive mass theorem for some noncompact spin manifolds that are asymptotic to products of hyperbolic space with a compact manifold. As conclusion we show the Yamabe inequality for some noncompact manifolds which are important to understand the behaviour of Yamabe invariants under surgeries.

Let $E$ be a holomorphic vector bundle. Let $θ$ be a Higgs field, that is a holomorphic section of $End(E)\otimesΩ^{1,0}_X$ satisfying $θ^2=0$. Let $h$ be a pluriharmonic metric of the Higgs bundle $(E,θ)$. The tuple $(E,θ,h)$ is called a harmonic bundle. Let $X$ be a complex manifold, and $D$ be a normal crossing divi…

We consider the fractional Heston model originally proposed by Comte, Coutin and Renault. Inspired by recent ground-breaking work on rough volatility, which showed that models with volatility driven by fractional Brownian motion with short memory allows for better calibration of the volatility surface and more robust e…

We use simple properties of the Rasmussen invariant of knots to study its asymptotic behaviour on the orbits of a smooth volume preserving vector field on a compact domain in the 3-space. A comparison with the asymptotic signature allows us to prove that asymptotic knots are non-alternating, in general. Further we show…

This paper is concerned with the asymptotics for Greeks of European-style options and the risk-neutral density function calculated under the constant elasticity of variance model. Formulae obtained help financial engineers to construct a perfect hedge with known behaviour and to price any options on financial assets.

We study the asymptotic behaviour of 1-parameter subgroups with respect to Hofer's metric when the underlying symplectic manifold is an open surface of infinite area. We prove that, depending on the topology of the level sets of the Hamiltonian H, the distance either is bounded or behaves asymptotically linear. Moreove…

Estimates Schwarzian derivative on long complex projective tubes.

We study the asymptotic behaviour of the quantum representations of the modular group in the large level limit. We prove that each element of the modular group acts as a Fourier integral operator. This provides a link between the classical and quantum Chern-Simons theories for the torus. From this result we deduce the …

We study the asymptotic behaviour of tame harmonic bundles. First of all, we prove a local freeness of the prolongation by an increasing order. Then we obtain the polarized mixed twistor structure. As one of the applications, we obtain the norm estimate of holomorphic or flat sections by weight filtrations of the monod…

We study the asymptotic behaviour of regularized determinants of certain Laplace type operators with respect to singular deformations of the underlying manifold which are obtained by stretching a tubular neighborhood of an embedded separating hypersurface to a cylinder of infinite length. Using the asymptotic expansion…

Study on consensus formation in manifolds with curvature constraints.

Paper studies periodic solutions to Navier-Stokes equations on hyperbolic manifolds.

Study neckpinch singularities in Ricci flow with cylindrical symmetry.

We study here the large-time behaviour of all continuous affine stochastic volatility models (in the sense of Keller-Ressel) and deduce a closed-form formula for the large-maturity implied volatility smile. Based on refinements of the Gartner-Ellis theorem on the real line, our proof reveals pathological behaviours of …

In this paper we investigate the asymptotics of forward-start options and the forward implied volatility smile in the Heston model as the maturity approaches zero. We prove that the forward smile for out-of-the-money options explodes and compute a closed-form high-order expansion detailing the rate of the explosion. Fu…

We construct new examples of complete Einstein metrics on balls. At each point of the boundary at infinity, the metric is asymptotic to a homogeneous Einstein metric on a solvable group, which varies with the point at infinity.

The paper studies risk-based prices in financial markets under volatility uncertainty.

We prove a local boundary regularity result for the complete Kahler-Einstein metrics of negative Ricci curvature near strictly pseudoconvex boundary point. We also study the asymptotic behaviour of their holomorphic bisectional curvatures near such points.

Paper proves timelike minimal surfaces with any number of ends exist.

Study finds solitons on curved spaces with varying behavior.

We consider the long-time behaviour of the mean curvature flow of spacelike hypersurfaces in the Lorentzian product manifold $M\times\mathbb{R}$, where $M$ is asymptotically flat. If the initial hypersurface $F_0\subset M\times\mathbb{R}$ is uniformly spacelike and asymptotic to $M\times\left\{s\right\}$ for some $s\in…

The paper defines a new condition for Fano manifolds and shows its implications on their asymptotic behavior.

We develop the HJM framework for forward rates driven by affine processes on the state space of symmetric positive matrices. In this setting we find a representation for the long-term yield and investigate the yield's asymptotic behaviour.

We study Ricci flows on $R^n$, $n\ge 3$, that evolve from asymptotically flat initial data. Under mild conditions on the initial data, we show that the flow exists and remains asymptotically flat for an interval of time. The mass is constant in time along the flow. We then specialize to the case of rotationally symmetr…

A class of spiral minimal surfaces in E^3 is constructed using a symmetry reduction. The new surfaces are invariant with respect to the composition of rotation and dilatation. The solutions are obtained in closed form %through the Legendre transformation and their asymptotic behaviour is described.

In this paper we study the asymptotic behaviour of the spectral function corresponding to the lower part of the spectrum of the Kodaira Laplacian on high tensor powers of a holomorphic line bundle. This implies a full asymptotic expansion of this function on the set where the curvature of the line bundle is non-degener…

In this paper we discuss the asymptotic behaviour of random contractions $X=RS$, where $R$, with distribution function $F$, is a positive random variable independent of $S\in (0,1)$. Random contractions appear naturally in insurance and finance. Our principal contribution is the derivation of the tail asymptotics of $X…

We prove a general existence result for instantaneously complete Ricci flows starting at an arbitrary Riemannian surface which may be incomplete and may have unbounded curvature. We give an explicit formula for the maximal existence time, and describe the asymptotic behaviour in most cases.

We define and study certain hyperkaehler manifolds which capture the asymptotic behaviour of the SU(2)-monopole metric in regions where monopoles break down into monopoles of lower charges. The rate at which these new metrics approximate the monopole metric is exponential, as for the Gibbons-Manton metric.

Researchers found a family of Sp(2)-invariant solitons for Laplacian flow.