arXiv research

Paper derives closed-form solutions for CEV model using semiclassical approximation.

The geometry of supermanifolds provided with $Q$-structure (i.e. with odd vector field $Q$ satisfying $\{ Q,Q\} =0$), $P$-structure (odd symplectic structure ) and $S$-structure (volume element) or with various combinations of these structures is studied. The results are applied to the analysis of Batalin-Vilkovisky ap…

In this paper, we study a refined L2 version of the semiclassical approximation of projectively invariant elliptic operators with invariant Morse type potentials on covering spaces of compact manifolds. We work on the level of spectral projections (and not just their traces) and obtain an information about classes of t…

The semiclassical approximation for the partition function in Chern-Simons gauge theory is derived using the invariant integration method. Volume and scale factors which were undetermined and had to be fixed by hand in previous derivations are automatically taken account of in this framework. Agreement with Witten's ex…

We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White model, we can apply the same techniques to "less-tractable" models such as the …

Study on quantum state entanglement using Kaehler manifolds.

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.

Study semiclassical measures on complex hyperbolic quotients, identifying measure supports.

Study the Bochner-Schrödinger operator's trace in semiclassical limit.

Study magnetic Schrödinger operators in Euclidean space.

These lectures are an introduction to formal semiclassical quantization of classical field theory. First we develop the Hamiltonian formalism for classical field theories on space time with boundary. It does not have to be a cylinder as in the usual Hamiltonian framework. Then we outline formal semiclassical quantizati…

The Constant Elasticity of Variance (CEV) model significantly outperforms the Black-Scholes (BS) model in forecasting both prices and options. Furthermore, the CEV model has a marked advantage in capturing basic empirical regularities such as: heteroscedasticity, the leverage effect, and the volatility smile. In fact, …

We consider a magnetic Schrödinger operator $H^h$, depending on a semiclassical parameter $h>0$, on a compact Riemannian manifold. We assume that there is no electric field. We suppose that the minimal value $b_0$ of the intensity of the magnetic field $b$ is strictly positive. We give a survey of the results on asympt…

Improved formulation of spinfoam quantum gravity with cosmological constant, ensuring all amplitudes are finite and providing semiclassical asymptotics.

We study two quantization schemes for compact symplectic manifolds with almost complex structures. The first of these is the Spin-c quantization. We prove the analog of Kodaira vanishing for the Spin-c Dirac operator, which shows that the index space of this operator provides an honest (not virtual) vector space semicl…

I consider the semiclassical approximation of the graded Chern-Simons field theories describing certain systems of topological A type branes in the large radius limit of Calabi-Yau compactifications. I show that the semiclassical partition function can be expressed in terms of a certain (differential) numerical invaria…

We consider a compact Riemannian manifold with a Hermitian line bundle whose curvature is non-degenerate. The Laplacian acting on high tensor powers (the semiclassical regime) of the bundle exhibits a cluster of low-energy states. We demonstrate that the orthogonal projectors onto these states are the Fourier component…

New method eliminates domain size restrictions for X-ray transform inversion.

Study magnetic Laplacians on hyperbolic surfaces, revealing three regimes of eigenfunction behavior.

We consider Toeplitz operators associated with the renormalized Bochner-Laplacian on high tensor powers of a positive line bundle on a compact symplectic manifold. We study the asymptotic behavior, in the semiclassical limit, of low-lying eigenvalues and the corresponding eigenfunctions of a self-adjoint Toeplitz opera…

Study resolvents of Bochner Laplacians on compact manifolds.

Combines noncommutative geometry and spectral theory for new Weyl laws.

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

Introduces generalized products for pseudodifferential operators on manifolds with corners.

Paper bridges quantum and classical mechanics for open systems.

In this article we examine the concentration and oscillation effects developed by high-frequency eigenfunctions of the Laplace operator in a compact Riemannian manifold. More precisely, we are interested in the structure of the possible invariant semiclassical measures obtained as limits of Wigner measures correspondin…

Magnitude study on manifolds using fractional Laplacian.

Quantum vacuum energy (Casimir energy) is reviewed for a mathematical audience as a topic in spectral theory. Then some one-dimensional systems are solved exactly, in terms of closed classical paths and periodic orbits. The relations among local spectral densities, energy densities, global eigenvalue densities, and tot…

We consider the Bochner Laplacian on high tensor powers of a positive line bundle on a closed symplectic manifold (or, equivalently, the semiclassical magnetic Schrödinger operator with the non-degenerate magnetic field). We assume that the operator has discrete wells. The main result of the paper states asymptotic exp…

Quantizes symplectic manifolds with bounded geometry using Berezin-Toeplitz method.

Quantum-classical correspondence links graph Laplacians to manifold dynamics.

Quantum states are not entangled if submanifold is a product.

Analyzes magnetic Laplacian on hyperbolic surfaces, highlighting key quantum phenomena.

Develops geometric Weyl calculus for curved spacetimes.

Study eta invariant remainder on contact manifolds, improving previous results.

We discuss semiclassical asymptotics for the eigenvalues of the Witten Laplacian for compact manifolds with boundary in the presence of a general Riemannian metric. To this end, we modify and use the variational method suggested by Kordyukov, Mathai and Shubin (2005), with a more extended use of quadratic forms instead…

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker-Planck equation we describe a construction of exact …

Study on Higgs bundles and hyperpolygon spaces using Hitchin metrics.

Study on hyperbolic manifolds finds measures of Laplace eigenfunctions restricted to cosphere bundles.

Researchers prove Weyl laws for Schrödinger operators on noncompact manifolds.

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB style asymptotic expansion of the value function, which reduces the second order …

This paper is a contribution to semiclassical analysis for abstract Schrödinger type operators on locally compact spaces: Let $X$ be a metrizable seperable locally compact space, let $μ$ be a Radon measure on $X$ with a full support. Let $(t,x,y)\mapsto p(t,x,y)$ be a strictly positive pointwise consistent $μ$-heat ker…

Smooth approximations of Kähler-Ricci solitons found using quantized metrics and Futaki invariants.

Develops a new calculus for studying operators on principal bundles.

Let $M$ be a closed Riemannian manifold carrying an effective and isometric action of a compact connected Lie group $G$. We derive a refined remainder estimate in the stationary phase approximation of certain oscillatory integrals on $T^\ast M \times G$ with singular critical sets that were examined previously in order…

Study of $U(1)$ gauge theories on $G_2$ manifolds, including instantons and Chern-Simons.

We identify the leading order term of the asymptotic expansion of the Witten-Reshetikhin-Turaev invariants for finite order mapping tori with classical invariants for all simple and simply-connected compact Lie groups. The square root of the Reidemeister torsion is used as a density on the moduli space of flat connecti…

Quantizes the standard hyperkähler space R^(4n) without a point.