arXiv research

Study on convergence rates of degenerate SDEs using Fisher information and generalized Bochner's formula.

Exploded manifolds and tropical gluing formula for Gromov-Witten invariants.

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

Around 2008 N. Kawazumi and S. Zhang introduced a new fundamental numerical invariant for compact Riemann surfaces. One way of viewing the Kawazumi-Zhang invariant is as a quotient of two natural hermitian metrics with the same first Chern form on the line bundle of holomorphic differentials. In this paper we determine…

We prove that the degenerate part of the distributive homology of a multispindle is determined by the normalized homology. In particular, when the multispindle is a quandle $Q$, the degenerate homology of $Q$ is completely determined by the quandle homology of $Q$. For this case (and generally for two term homology of …

We compute the genus zero family Gromov-Witten invariants for K3 surfaces using the topological recursion formula and the symplectic sum formula for a degeneration of elliptic K3 surfaces. In particular we verify the Yau-Zaslow formula for non-primitive classes of index two.

In this work we prove a residue formula for Morita-Futaki-Bott invariant with respect any holomorphic vector fields with isolated (possibly degenerated) singularities in terms of Grothendieck's residues.

New classification of complex hypersurfaces in 3D.

Study localizes integrals at isolated degenerate zeros.

New formula for spherical polygon area via prequantization.

Two tropical gluing formulas help calculate Gromov-Witten invariants.

Study of Steklov eigenvalues on degenerating conformal classes.

The paper proves strict convexity of the Mabuchi functional for geodesics connecting energy minimizers.

We study an infinite dimensional ASD moduli space over the cylinder. Our main result is the formula of its local mean dimension. A key ingredient of the argument is the notion of non-degenerate ASD connections. We develop its deformation theory and show that there exist sufficiently many non-degenerate ASD connections …

Local formulas integrate multiplicative forms on Lie groupoids.

We show a natural relation between the monodromy formula for focus-focus singularities of integrable Hamiltonian systems and a formula of Duistermaat-Heckman, and extend the main results of our previous note on focus-focus singularities ($\bbS^1$-action, monodromy, and topological classification) to the degenerate case…

The paper defines and studies $d$-minimal surfaces in a degenerate semi-Euclidean space.

The tangent bundle of a Riemannian manifold (M,g) with non-degenerated g-natural metric G that admits a Killing vector field is investigated. Using Taylor's formula (TM,G) is decomposed into four classes that are investigated separately. The equivalence of the existence of Killing vector field on M and TM is proved. Ke…

We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as the Heston model, the CEV model and the SABR model, which are widely used as ass…

Analyzes canonical bundle formula in algebraic geometry.

Study Bergman kernel metrics on degenerating hyperelliptic surfaces.

Study on Dirac operators on lightlike hypersurfaces in 4D Lorentzian manifolds.

In this paper, we study the existence of various harmonic maps from Hermitian manifolds to Kaehler, Hermitian and Riemannian manifolds respectively. By using refined Bochner formulas on Hermitian (possibly non-Kaehler) manifolds, we derive new rigidity results on Hermitian harmonic maps from compact Hermitian manifolds…

We extend the Bismut-Elworthy-Li formula to non-degenerate jump diffusions and "payoff" functions depending on the process at multiple future times. In the spirit of Fournie et al [13] and Davis and Johansson [9] this can improve Monte Carlo numerics for stochastic volatility models with jumps. To this end one needs so…

The paper proves degeneration at the second page of the Frölicher spectral sequence for certain complex manifolds.

Formula calculates index for CR operators on surfaces with boundary punctures.

The paper proves uniform stable radius and Milnor number equality for specific mappings.

Kähler-Ricci flow optimally degenerates Fano manifolds, solving geometric questions.

We develop a Chern-Weil theory for compact Lie group action whose generic stabilizers are finite in the framework of equivariant cohomology. This provides a method of changing an equivariant closed form within its cohomological class to a form more suitable to yield localization results. This work is motivated by our w…

Analytic torsion behavior studied for degenerating manifolds with equivariant bundles.

New formulae connect topological and geometric properties of singular spaces.

We identify the difference between the CM polarisation and the Chow polarisation on the ``Hilbert scheme''. As a consequence, we give a numerical criterion for the CM stability as in Mumfords' G.I.T.. Also, we write down an explicit formula for the generalised futaki invariant interms of weights and multiplicities of t…

Study on Dirac operator spectrum on hyperbolic surfaces with shrinking geodesics.

New operators defined on supermanifolds, linked to Darboux transformations.

We consider the local analytic behavior for a family of holomorphic differentials on a family of degenerating annuli. Three results and discussion are presented. The first is the normal families Lemma 1. The second is an isomorphism of sheaves, formula (3), giving a direct description of families of regular $k$-differe…

Paper derives a formula for the determinant of Dirichlet-to-Neumann operator on Riemann surfaces.

In this paper we study a general framework of American put option with stochastic volatility whose value function is associated with a 2-dimensional parabolic variational inequality with degenerate boundaries. We apply PDE methods to analyze the existences of the strong solution and the properties of the 2-dimensional …

Study on bounded Gaussian curvature in mixed type surfaces of Lorentzian manifolds.

The study proves that certain spacelike surfaces in 4D Lorentz-Minkowski space are round spheres.

In this short note, using our geometric method introduced in a previous paper \cite{phl} and initiated by \cite{ave}, we derive an asymptotic swaption implied volatility at the first-order for a general stochastic volatility Libor Market Model. This formula is useful to quickly calibrate a model to a full swaption matr…

We define and study the renormalized volume for geometrically finite hyperbolic $3$-manifolds, including with rank-$1$ cusps. We prove a variation formula, and show that for certain families of convex co-compact hyperbolic metrics $g_\eps$ degenerating to a geometrically finite hyperbolic metric $g_0$ with rank-$1$ cus…

Study of degenerating maps to Riemannian manifolds, proving asymptotic limits and existence of minimal cylinders.

Let $X$ be a compact toric Kähler manifold with $-K_X$ nef. Let $L\subset X$ be a regular fiber of the moment map of the Hamiltonian torus action on $X$. Fukaya-Oh-Ohta-Ono defined open Gromov-Witten (GW) invariants of $X$ as virtual counts of holomorphic discs with Lagrangian boundary condition $L$. We prove a formula…

Generalizes double transgression formulas on complex manifolds.

We exploit the spinor description of four-dimensional Walker geometry, and conformal rescalings of such, to describe the local geometry of four-dimensional neutral geometries with algebraically degenerate self-dual Weyl curvature and an integrable distribution of alpha-planes (algebraically special real alpha-geometry)…

The classical Cartan's structural equations show in a compact way the relation between a connection and its curvature, and reveals their geometric interpretation in terms of moving frames. In order to study the mathematical properties of singularities, we need to study the geometry of manifolds endowed on the tangent b…

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally Hölder continuous with exponent $δ\in (0, 1]$, the stochastic solution, which represents the price of a European option, is show…

The paper finds Kähler-Einstein metrics on certain degenerations.