arXiv research

An overview of the perturbative expansion of the Chern--Simons path integral is given. The main goal is to describe how trivalent graphs appear: as they already occur in the perturbative expansion of an analogous finite-dimensional integral, we discuss this case in detail.

We show that Chern-Simons gauge theory with appropriate cutoffs is equivalent, term by term in perturbation theory, to a Fermionic theory with a nonlocal interaction term. When an additional cutoff is placed on the Fermi fields, this Fermionic theory gives rise to a convergent perturbation expansion. This leads us to c…

We propose an extension of the recently-proposed volume conjecture for closed hyperbolic 3-manifolds, to all orders in perturbative expansion. We first derive formulas for the perturbative expansion of the partition function of complex Chern-Simons theory around a hyperbolic flat connection, which produces infinitely-m…

New invariant counts graph configurations in 3D manifolds.

Develops a martingale expansion for stochastic volatility models.

Graph cuts find global optima for Potts models in slight perturbations.

We study finite-dimensional integrals in a way that elucidates the mathematical meaning behind the formal manipulations of path integrals occurring in quantum field theory. This involves a proper understanding of how Wick's theorem allows one to evaluate integrals perturbatively, i.e., as a series expansion in a formal…

The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff func- tions. The result provides a validat…

We give an alternate proof of the existence of the asymptotic expansion of the Bergman kernel associated to the $k$-th tensor powers of a positive line bundle $L$ in a $\frac{1}{\sqrt{k}}$-neighborhood of the diagonal using elementary methods. We use the observation that after rescaling the Kähler potential $k\varphi$ …

We fit the volatility fluctuations of the S&P 500 index well by a Chi distribution, and the distribution of log-returns by a corresponding superposition of Gaussian distributions. The Fourier transform of this is, remarkably, of the Tsallis type. An option pricing formula is derived from the same superposition of Black…

TEAM uses Taylor expansion to generate adversarial examples.

In this paper we present a new methodology for option pricing. The main idea consists to represent a generic probability distribution function (PDF) via a perturbative expansion around a given, simpler, PDF (typically a gaussian function) by matching moments of increasing order. Because, as shown in literature, the pri…

In an abstract Wiener space setting, we constract a rigorous mathematical model of the one-loop approximation of the perturbative Chern-Simons integral, and derive its explicit asymptotic expansion for stochastic Wilson lines.

We propose a conjecture to compute the all-order asymptotic expansion of the colored Jones polynomial of the complement of a hyperbolic knot, J_N(q = exp(2u/N)) when N goes to infinity. Our conjecture claims that the asymptotic expansion of the colored Jones polynomial is a the formal wave function of an integrable sys…

Diffeomorphism freedom induces a gauge dependence in the theory of spacetime perturbations. We derive a compact formula for gauge transformations of perturbations of arbitrary order. To this end, we develop the theory of Taylor expansions for one-parameter families (not necessarily groups) of diffeomorphisms. First, we…

In this paper, we discuss the sensitivity of quantum PageRank. By using the finite dimensional perturbation theory, we estimate the change of the quantum PageRank under a small analytical perturbation on the Google matrix. In addition, we will show the way to estimate the lower bound of the convergence radius as well a…

Study metric perturbations to make degenerate harmonic forms non-degenerate.

We consider quantum invariants of 3-manifolds associated with arbitrary simple Lie algebras. Using the symmetry principle we show how to decompose the quantum invariant as the product of two invariants, one of them is the invariant corresponding to the projective group. We then show that the projective quantum invarian…

In this work, we apply our newly proposed perturbative expansion technique to a quadratic growth FBSDE appearing in an incomplete market with stochastic volatility that is not perfectly hedgeable. By combining standard asymptotic expansion technique for the underlying volatility process, we derive explicit expression f…

We show that the Yang-Mills quantum field theory with momentum and spacetime cutoffs in four Euclidean dimensions is equivalent, term by term in an appropriately resummed perturbation theory, to a Fermionic theory with nonlocal interaction terms. When a further momentum cutoff is imposed, this Fermionic theory has a co…

Estimates bandwidth for CMC initial data sets.

A refined expression for the Faddeev-Popov determinant is derived for gauge theories quantised around a reducible classical solution. We apply this result to Chern-Simons perturbation theory on compact spacetime 3-manifolds with quantisation around an arbitrary flat gauge field isolated up to gauge transformations, poi…

Study on future stability of FLRW spacetime solutions with decelerated expansion.

We present an expansion for portfolio optimization in the presence of small, instantaneous, quadratic transaction costs. Specifically, the magnitude of transaction costs has a coefficient that is of the order $ε$ small, which leads to the optimization problem having an asymptotically-singular Hamilton-Jacobi-Bellman eq…

Proves heat expansion for Laplacian on a singularity.

We develop a technique based on Malliavin-Bismut calculus ideas, for asymptotic expansion of dual control problems arising in connection with exponential indifference valuation of claims, and with minimisation of relative entropy, in incomplete markets. The problems involve optimisation of a functional of Brownian path…

The universal perturbative invariants of rational homology spheres can be extracted from the Chern-Simons partition function by combining perturbative and nonperturbative results. We spell out the general procedure to compute these invariants, and we work out in detail the case of Seifert spaces. By extending some prev…

We study the general structure of formal perturbative solutions to the Hamiltonian perturbations of spatially one-dimensional systems of hyperbolic PDEs. Under certain genericity assumptions it is proved that any bihamiltonian perturbation can be eliminated in all orders of the perturbative expansion by a change of coo…

This is a survey of recent results on zeta- and eta-function poles and values for realizations of Laplace- and Dirac-type operators defined by pseudodifferential projection boundary conditions (including the Atiyah-Patodi-Singer operator and its square). Section 1 recalls some useful results for ps.d.o.s on closed mani…

Vogel's construction links knot invariants to Lie algebras, revealing new insights.

This work explores functional expansions to handle path dependence in various fields.

Motivated by the HRRT-formula for holographic entanglement entropy, we consider the following question: what are the position and the surface area of extremal surfaces in a perturbed geometry, given their anchor on the asymptotic boundary? We derive explicit expressions for the change in position and surface area, ther…

In this paper we introduce a family of stochastic gradient estimation techniques based of the perturbative expansion around the mean of the sampling distribution. We characterize the bias and variance of the resulting Taylor-corrected estimators using the Lagrange error formula. Furthermore, we introduce a family of va…

Paper develops formulas for shape derivatives in wave scattering.

We study the dynamics of the normal implied volatility in a local volatility model, using a small-time expansion in powers of maturity T. At leading order in this expansion, the asymptotics of the normal implied volatility is similar, up to a different definition of the moneyness, to that of the log-normal volatility. …

We compute the Ricci curvature of a curved noncommutative three torus. The computation is done both for conformal and non-conformal perturbations of the flat metric. To perturb the flat metric, the standard volume form on the noncommutative three torus is perturbed and the corresponding perturbed Laplacian is analyzed.…

Study uses renormalized area to determine metric expansion from minimal surfaces.

Mathematical structures link Gromov-Witten to Donaldson-Thomas invariants.

We consider a non-trapping $n$-dimensional Lorentzian manifold endowed with an end structure modeled on the radial compactification of Minkowski space. We find a full asymptotic expansion for tempered forward solutions of the wave equation in all asymptotic regimes. The rates of decay seen in the asymptotic expansion a…

In this paper we prove a global existence theorem, in the direction of cosmological expansion, for sufficiently small perturbations of a family of $n+1$-dimensional, $n \geq 3$, spatially compact spacetimes which generalizes the $k=-1$ Friedmann--Robertson--Walker vacuum spacetime. Our results demonstrate causal geodes…

We perform a resurgence analysis of the $SU(2)$ Chern-Simons partition function on a Brieksorn homology sphere $Σ(2,5,7)$. Starting from an exact Chern-Simons partition function, we study the Borel resummation of its perturbative expansion.

The change in Holographic entanglement entropy (HEE) for small fluctuations about pure anti De Sitter (AdS) is obtained by a perturbative expansion of the area functional in terms of the change in the bulk metric and the embedded extremal surface. However, it is known that change in the embedding appears in second orde…

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of…

New knot invariants derived using quantum cluster algebras.

A new asymptotic expansion scheme for backward SDEs (BSDEs) is proposed.The perturbation parameter is introduced just to scale the forward stochastic variables within a BSDE. In contrast to the standard small-diffusion asymptotic expansion method, the dynamics of variables given by the forward SDEs is treated exactly. …

TEAM generates more powerful adversarial examples for DNNs.

This paper is an exposition of heuristics related to Witten's functional integral, relating it to Vassiliev invariants and to the Kontsevich integrals that can be used to produce Vassiliev invariants of knots and links.In particular, we give a simplified version of the appearance of the Kontsevich integrals in the pert…

Expectation Propagation (EP) provides a framework for approximate inference. When the model under consideration is over a latent Gaussian field, with the approximation being Gaussian, we show how these approximations can systematically be corrected. A perturbative expansion is made of the exact but intractable correcti…