arXiv research

The paper studies heat kernel asymptotics and proves Morse inequalities.

We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the difference of the approximate heat kernel and the true heat kernel. We use this…

The paper studies heat kernel asymptotics for Kohn Laplacians on CR manifolds.

We consider second-order elliptic partial differential operators acting on sections of vector bundles over a compact Riemannian manifold without boundary, working without the assumption of Laplace-like principal part $-\N^μ\N_μ$. Our objective is to obtain information on the asymptotic expansions of the corresponding r…

Uniform heat kernel and diffusion bridge asymptotics for sub-Riemannian geometry.

The paper studies local heat kernel properties on smooth manifolds.

We consider the heat kernel (and the zeta function) associated with Laplace type operators acting on a general irreducible rank 1 locally symmetric space X. The set of Minakshisundaram- Pleijel coefficients {A_k(X)}_{k=0}^{\infty} in the short-time asymptotic expansion of the heat kernel is calculated explicitly.

In this paper we study the small time asymptotics for the heat kernel on a sub-Riemannian manifold, using a perturbative approach. We then explicitly compute, in the case of a 3D contact structure, the first two coefficients of the small time asymptotics expansion of the heat kernel on the diagonal, expressing them in …

The paper analyzes heat kernel asymptotics for real powers of Laplacians on manifolds.

In this paper we investigate the small time heat kernel asymptotics on the cut locus on a class of surfaces of revolution, which are the simplest 2-dimensional Riemannian manifolds different from the sphere with non trivial cut-conjugate locus. We determine the degeneracy of the exponential map near a cut-conjugate poi…

Researchers derived heat kernel expansions for non-compact spaces using Witten deformation.

Study heat kernel on quaternionic contact manifolds, finding linear dependence of coefficients on curvature.

Heat kernel resurgent structure from Picard-Lefschetz theory

In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points under consideration form not a finite set, but a compact manifold. Under mild assum…

Researchers calculate entropy of heat kernel on manifolds for very small times.

The paper solves heat kernel asymptotics on non-degenerate CR manifolds.

We study the relationship between the geometry and the Laplace spectrum of a Riemannian orbifold O via its heat kernel; as in the manifold case, the time-zero asymptotic expansion of the heat kernel furnishes geometric information about O. In the case of a good Riemannian orbifold (i.e., an orbifold arising as the orbi…

The paper proves heat kernel asymptotics for high power line bundles on complex manifolds.

Let $G$ be a compact connected Lie group equipped with a bi-invariant metric. We calculate the asymptotic expansion of the heat kernel of the laplacian on $G$ and the heat trace using Lie algebra methods. The Duflo isomorphism plays a key role.

In this paper, we first give a direct proof for two recurrence relations of the heat kernels for hyperbolic spaces in \cite{DM}. Then, by similar computation, we give two similar recurrence relations of the heat kernels for spheres. Finally, as an application, we compute the diagonal of heat kernels for odd dimensional…

Study spectral properties of sub-Riemannian Laplacians, proving quantum ergodicity and heat kernel asymptotics.

The paper calculates heat kernel and closed geodesic asymptotics for nilpotent coverings.

By adapting a technique of Molchanov, we obtain the heat kernel asymptotics at the sub-Riemannian cut locus, when the cut points are reached by an $r$-dimensional parametric family of optimal geodesics. We apply these results to the bi-Heisenberg group, that is, a nilpotent left-invariant sub-Rieman\-nian structure on …

The geometry of the quaternionic anti-de Sitter fibration is studied in details. As a consequence, we obtain formulas for the horizontal Laplacian and subelliptic heat kernel of the fibration. The heat kernel formula is explicit enough to derive small time asymptotics. Related twistor spaces and corresponding heat kern…

We treat the Witten operator on the de Rham complex with semiclassical heat kernel methods to derive the Poincaré-Hopf theorem and degenerate generalizations of it. Thereby, we see how the semiclassical asymptotics of the Witten heat kernel are related to approaches using the Thom form of Mathai and Quillen.

In this paper, using the Greiner's approach to heat kernel asymptotics, we give new proofs of the equivariant Gauss-Bonnet-Chern formula and the variation formulas for the equivariant Ray-Singer metric, which are originally due to J. M. Bismut and W. Zhang.

We consider a general Hermitian holomorphic line bundle $L$ on a compact complex manifold $M$ and let ${\Box}^q_p$ be the Kodaira Laplacian on $(0,q)$ forms with values in $L^p$. The main result is a complete asymptotic expansion for the semi-classically scaled heat kernel $\exp(-u{\Box}^q_p/p)(x,x)$ along the diagonal…

Paper adapts Getzler's grading technique for new applications.

We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion. Beyond the order 0 implied volatility which is already known, we compute the first order correction exactly at all strikes from the scalar coefficient of the heat kern…

We investigate the short-time expansion of the heat kernel of a Laplace type operator on a compact Riemannian manifold and show that the lowest order term of this expansion is given by the Fredholm determinant of the Hessian of the energy functional on a space of finite energy paths. This is the asymptotic behavior to …

We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat kernel on the diagonal, and we interpret it in terms of curvature-like invariants o…

We consider Laplacians acting on sections of homogeneous vector bundles over symmetric spaces. By using an integral representation of the heat semi-group we find a formal solution for the heat kernel diagonal that gives a generating function for the whole sequence of heat invariants. We argue that the obtained formal s…

Let $H_h = h^2 L +V$ where $L$ is a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold and $V$ is a symmetric endomorphism field. We derive an asymptotic expansion for the heat kernel of $H_h$ as $h \to 0$. As a consequence we get an asymptotic expansion for the …

We study the heat kernel asymptotics for the Laplace type differential operators on vector bundles over Riemannian manifolds. In particular this includes the case of the Laplacians acting on differential p-forms. We extend our results obtained earlier for the scalar Laplacian and present closed formulas for all heat in…

We study new heat kernel estimates for the Neumann heat kernel on a compact manifold with positive Ricci curvature and convex boundary. As a consequence, we obtain new lower bounds for the Neumann eigenvalues which are consistent with Weyl's asymptotics.

We study the subelliptic heat kernel of the sub-Laplacian on a 2n+1-dimensional anti-de Sitter space H2n+1 which also appears as a model space of a CR Sasakian manifold with constant negative sectional curvature. In particular we obtain an explicit and geometrically meaningful formula for the subelliptic heat kernel. T…

We compute a sharp small-time estimate for the price of a basket call under a bi-variate SABR model with both $β$ parameters equal to $1$ and three correlation parameters, which extends the work of Bayer,Friz&Laurence [BFL14] for the multivariate Black-Scholes flat vol model. The result follows from the heat kernel on …

The paper studies heat kernel behavior on symmetric spaces.

We study the sub-Laplacian of the $15$-dimensional unit sphere which is obtained by lifting with respect to the Hopf fibration the Laplacian of the octonionic projective space. We obtain in particular explicit formulas for its heat kernel and deduce an expression for the Green function of a related sub-Laplacian. As a …

For any n-dimensional compact Riemannian manifold (M,g), we construct a canonical t-family of isometric embeddings I_{t}: M->R^{q(t)}, with t>0 sufficiently small and q(t)>>t^{-n/2}. This is done by intrinsically perturbing the heat kernel embedding introduced in [BBG]. As t->0, asymptotic geometry of the embedded imag…

Study heat kernel on manifolds with fibred boundary metrics.

We consider the Hodge Laplacian on manifolds with incomplete edge singularities, with infinite dimensional von Neumann spaces and intricate elliptic boundary value theory. We single out a class of its algebraic self-adjoint extensions. Our microlocal heat kernel construction for algebraic boundary conditions is guided …

The paper studies heat behavior on curved spaces without radiality assumption.

This is first of series papers on new two-side Gaussian bounds for the heat kernel $H(x,y,t)$ on a complete manifold $(M,g)$. In this paper, on a complete manifold $M$ with $Ric(M)\geq 0$, we obtain new two-side Gaussian bounds for the heat kernel $H(x,y,t)$, which improve the well-known Li-Yau's two-side bounds. As ap…

We study the small time asymptotics of the gradient and Hessian of the logarithm of the heat kernel at the cut locus, giving, in principle, complete expansions for both quantities. We relate the leading terms of the expansions to the structure of the cut locus, especially to conjugacy, and we provide a probabilistic in…

Manifolds with fibered cusps are a class of complete noncompact Riemannian manifolds including all locally symmetric spaces of rank one. We study the spectrum of the Hodge Laplacian with coefficients in a flat bundle on a closed manifold undergoing degeneration to a manifold with fibered cusps. We obtain precise asympt…

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for $t\to 0^+$ and characterize the coefficients $a_k$ of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

Researchers prove Weyl laws for Schrödinger operators on noncompact manifolds.