arXiv research

A new class of harmonic Hadamard manifolds, those spaces called of hypergeometric type, is defined in terms of Gauss hypergeometric equations. Spherical Fourier transform defined on a harmonic Hadamard manifold of hypergeometric type admits an inversion formula. A characterization of harmonic Hadamard manifold being of…

This paper establishes certain existence and classification results for solutions to $SU(n)$ Toda systems with three singular sources at 0, 1, and $\infty$. First, we determine the necessary conditions for such an $SU(n)$ Toda system to be related to an $n$th order hypergeometric equation. Then, we construct solutions …

Study of line congruences for Appell's rank-4 hypergeometric functions.

Constructs explicit nontrivial cycles in Habiro cohomology of smooth varieties.

We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile and skew effects observed in empirical market data. Using a regular perturbation method from asymptotic analysis of partial differential eq…

New groups discovered with unique properties in a specific space.

Proposes a new uncertain volatility model with worst-case scenario analysis.

Study spherical Fourier transform on hypergeometric type harmonic manifolds.

We give a list of Heun equations which are Picard-Fuchs associated to families of algebraic varieties. Our list is based on the classification of families of elliptic curves with four singular fibers done by Herfurtner. We also show that pullbacks of hypergeometric functions by rational Belyi functions with restricted …

Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $γ$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the Heston (or square root) process, 1- GARCH, and 3/2 - the 3/2 model. Some other models were discovered in \cite{Labordere2009…

When using Traizet's regeneration technique to construct minimal surfaces, the simplest nontrivial configurations are given as the roots of polynomials that satisfy a hypergeometric differential equation. We exhibit examples of simple minimal surfaces exhibiting the same behavior.

We prove that the N-colored Jones polynomial for the torus knot T_{s,t} satisfies the second order difference equation, which reduces to the first order difference equation for a case of T_{2,2m+1}. We show that the A-polynomial of the torus knot can be derived from this difference equation. Also constructed is a q-hyp…

We give a new proof of the rearrangement lemma that works for all dimensions and all heat coefficients in the study of modular geometry on noncommutative tori. The building blocks of the spectral functions are landed in a hypergeometric family knowns as Lauricella functions of type $D$. We investigate the differential …

In this paper we establish the short-time existence and uniqueness theorem for hyperbolic geometric flow, and prove the nonlinear stability of hyperbolic geometric flow defined on the Euclidean space with dimension larger than 4. Wave equations satisfied by the curvatures are derived. The relation of hypergeometric flo…

Harmonic manifolds of hypergeometric type have entropy bounds related to real hyperbolic spaces.

We show that all the currently known non-arithmetic lattices in ${\rm PU}(2,1)$ are monodromy groups of higher hypergeometric functions.

Proposes a differentiable hypergeometric distribution for learning group importance.

Introduces modular $q$-holonomic modules to solve $q$-difference equations.

Estimates unknown population sizes using the hypergeometric distribution.

We extend projectively equivariant quantization and symbol calculus to symbols of pseudo-differential operators. An explicit expression in terms of hypergeometric functions with noncommutative arguments is given. Some examples are worked out, one of them yielding a quantum length element on $S^3$.

We present a geometric setting for the differential Galois theory of $G$-invariant connections with parameters. As an application of some classical results on differential algebraic groups and Lie algebra bundles, we see that the Galois group of a connection with parameters with simple structural group $G$ is determine…

We give a complete description of finite braid group orbits in Aff(C)-character varieties of the punctured Riemann sphere. This is performed thanks to a coalescence procedure and to the theory of finite complex reflection groups. We then derive consequences in the theory of differential equations. These concern algebra…

The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these relations and the computation of the connexion obtained by moving one hyperplane of th…

We first show that hypergeometric functions appear naturally as spectral functions when applying pseudo-differential calculus to decipher heat kernel asymptotic in the situation where the symbol algebra is noncommutative. Such observation leads to a unified (works for arbitrary dimension) method of computing the modula…

Although this article can be read independently, it is a continuation of the introduction to integrable systems aspects of quantum cohomology given in part 1 (math.DG/0104274). In the same elementary style, i.e. assuming basic properties of quantum cohomology and concentrating on the simplest nontrivial examples, the q…

We derive a factorization of the Alexander polynomial of the 4-strand Turk's head knot using hypergeometric representations.

We introduce a new class of identifiable DAG models where the conditional distribution of each node given its parents belongs to a family of generalized hypergeometric distributions (GHD). A family of generalized hypergeometric distributions includes a lot of discrete distributions such as the binomial, Beta-binomial, …

We present a global representation for surfaces in 3-dimensional hyperbolic space with constant mean curvature 1 (CMC-1 surfaces) in terms of holomorphic spinors. This is a modification of Bryant's representation. It is used to derive explicit formulas in hypergeometric functions for CMC-1 surfaces of genus 0 with thre…

We study a class of flat bundles, of finite rank $N$, which arise naturally from the Donaldson-Thomas theory of a Calabi-Yau threefold $X$ via the notion of a variation of BPS structure. We prove that in a large $N$ limit their flat sections converge to the solutions to certain infinite dimensional Riemann-Hilbert prob…

Paper proves BGW tau-function can be represented as Q-polynomials.

The calibration of a local volatility models to a given set of option prices is a classical problem of mathematical finance. It was considered in multiple papers where various solutions were proposed. In this paper an extension of the approach proposed in LiptonSepp2011 is developed by i) replacing a piecewise constant…

The paper proposes an expanded version of the Local Variance Gamma model of Carr and Nadtochiy by adding drift to the governing underlying process. Still in this new model it is possible to derive an ordinary differential equation for the option price which plays a role of Dupire's equation for the standard local volat…

The n-dimensional hypergeometric integrals associated with a hypersphere arrangement are formulated by the pairing of n-dimensional twisted cohomology and its dual. Under the condition of general position there are stated some results which concern an explicit representation of the standard form by a special (NBC) basi…

This paper is the second part of a study of the quantum free particle on spherical and hyperbolic spaces by making use of a curvature-dependent formalism. Here we study the analogues, on the three-dimensional spherical and hyperbolic spaces, $S_\k^3$ ($κ>0$) and $H_\k^3$ ($κ<0$), to the standard {\itshape spherical wav…

We present an explicit formula for the discrete power function introduced by Bobenko, which is expressed in terms of the hypergeometric τfunctions for the sixth Painlevé equation. The original definition of the discrete power function imposes strict conditions on the domain and the value of the exponent. However, we sh…

The paper introduces new methods for Asian option pricing using Laguerre quadrature.

Following Riemann's idea, we prove the existence of a minimal disk in Euclidean space bounded by three lines in generic position and with three helicoidal ends of angles less than $π$. In the case of general angles, we prove that there exist at most four such minimal disks, we give a sufficient condition of existence i…

Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.

In the genus one case, we make explicit some constructions of Veech on flat surfaces and generalize some geometric results of Thurston about moduli spaces of flat spheres as well as some equivalent ones but of an analytico-cohomological nature of Deligne-Mostow, which concern the monodromy of Appell-Lauricella hypergeo…

New quasi-Einstein metrics found on a sphere.

Quantum K-theory of quintic 3-fold conjectured with non-polynomial coefficients.

This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.

Study shows price bubbles can exist even with heterogeneous beliefs.

As the second part of the sequel, we investigate the variation of rearrangement operators (more precisely, the spectral functions behind) arising in the study of modular geometry on noncommutative (two) tori. We initiate a systematic approach by introducing transformations corresponding to basic operations in calculus,…

We draw a handlebody picture of the Hacon-Pardini surface. This is a complex surface obtained by taking the quotient of a product of two surfaces of genus 2 and 3, under the product of two involutions: the hypergeometric and a fixed point free involution.

We draw a handlebody picture of the Catanese-Ciliberto-Mendes Lopes surface. This is a complex surface obtained by taking the quotient of a product of two surfaces of genus 2 and 3, under the product of two involutions: the hypergeometric and a fixed point free involution.

The SABR model is shortly presented and the volatility swap explained. The fair value for a volatility swap is then computed using the usual theory in financial mathematics. An analytical solution using confluent hypergeometric functions is found. The solution is then verified using Rama Cont's functional calculus.

After introducing the sub-Riemannian geometry of the Heisenberg group Hn, n \geq 1, we recall some basics about hypersurfaces endowed with the H-perimeter measure and horizontal Green's formulas. Then, we describe a class of compact closed hypersurfaces of constant horizontal mean curvature called "Isoperimetric Profil…