arXiv research

A new formula connects supersymmetric path integrals to Chern-Simons theory.

This is a survey based on joint work with Florian Hanisch and Batu Güneysu reporting on a rigorous construction of the supersymmetric path integral associated to compact spin manifolds.

In a rigorous construction of the path integral for supersymmetric quantum mechanics on a Riemann manifold, based on Bär and Pfäffle's use of piecewise geodesic paths, the kernel of the time evolution operator is the heat kernel for the Laplacian on forms. The path integral is approximated by the integral of a form on …

We give a rigorous construction of the path integral in N=1/2 supersymmetry as an integral map for differential forms on the loop space of a compact spin manifold. It is defined on the space of differential forms which can be represented by extended iterated integrals in the sense of Chen and Getzler-Jones-Petrack. Via…

New principle for supersymmetric localization on Lie groups.

Many introductory courses in quantum mechanics include Feynman's time-slicing definition of the path integral, with a complete derivation of the propagator in the simplest of cases. However, attempts to generalize this, for instance to non-quadratic potentials, encounter formidable analytic issues in showing the succes…

Derives Selberg trace formula on Riemann surfaces and generalizes to other spaces.

The paper generalizes Yang-Mills theory to study four-manifold topology.

Following Feynman's prescription for constructing a path integral representation of the propagator of a quantum theory, a short-time approximation to the propagator for imaginary time, N=1 supersymmetric quantum mechanics on a compact, even-dimensional Riemannian manifold is constructed. The path integral is interprete…

We review localization techniques for functional integrals which have recently been used to perform calculations in and gain insight into the structure of certain topological field theories and low-dimensional gauge theories. These are the functional integral counterparts of the Mathai-Quillen formalism, the Duistermaa…

We study the path integral of a twisted $N=2$ supersymmetric Yang-Mills theory coupled with hypermultiplet having the bare mass. We explicitly compute the topological correlation functions for the $SU(2)$ theory on a compact oriented simply connected simple type Riemann manifold with $b_2^+ \geq 3$. As the corollaries,…

Study topological twists of massive SQCD with gauge group SU(2) and 3 or fewer fundamental hypermultiplets.

We present a cocycle model for elliptic cohomology with complex coefficients in which methods from 2-dimensional quantum field theory can be used to rigorously construct cocycles. For example, quantizing a theory of vector bundle-valued fermions yields a cocycle representative of the elliptic Thom class. This construct…

Study of 5D SYM theory on toric surfaces yields refined Vafa-Witten invariants.

Study evaluates topological contributions in massive SQCD on compact 4-manifolds.

As the loop space of a Riemannian manifold is infinite-dimensional, it is a non-trivial problem to make sense of the "top degree component" of a differential form on it. In this paper, we show that a formula from finite dimensions generalizes to assign a sensible "top degree component" to certain composite forms, obtai…

In this short note we outline a simple probabilistic proof of the Gauss-Bonnet formula for compact Riemannian manifolds with boundary, which adapts to this setting an argument due to Hsu \cite{Hs1,Hs2} in the closed case. The new technical ingredient is the Feynman-Kac formula for differential forms satisfying absolute…

We present a characterisation of Maurer-Cartan 1-superforms associated to the two-dimensional supersymmetric $\mathbb{C}P^{N-1}$ sigma model. We, then, solve the associated linear spectral problem and use its solutions to describe an integrable system for a $su(N)$-valued map.

We study supersymmetric harmonic maps from the point of view of integrable system. It is well known that harmonic maps from R^2 into a symmetric space are solutions of a integrable system . We show here that the superharmonic maps from R^{2|2} into a symmetric space are solutions of a integrable system, more precisely …

We study a family of fermionic extensions of the Camassa-Holm equation. Within this family we identify three interesting classes: (a) equations, which are inherently hamiltonian, describing geodesic flow with respect to an H^1 metric on the group of superconformal transformations in two dimensions, (b) equations which …

New methods derive a generalized Frenkel trace formula for Lie groups.

We consider weighted parallel spinors in Lorentzian Weyl geometry in arbitrary dimensions, choosing the weight such that the integrability condition for the existence of such a spinor, implies the geometry to be Einstein-Weyl. We then use techniques developed for the classification of supersymmetric solutions to superg…

We study various topological invariants on a torsional geometry in the presence of a totally anti-symmetric torsion H under the closed condition dH = 0, which appears in string theory compactification scenarios. By using the identification between the Clifford algebra on the geometry and the canonical quantization cond…

We show how to construct measures on Banach manifolds associated to supersymmetric quantum field theories. These measures are mathematically well-defined objects inspired by the formal path integrals appearing in the physics literature on quantum field theory. We give three concrete examples of our construction. The fi…

We identify a deformation of the N=2 supersymmetric sigma model on a Calabi-Yau manifold X which has the same effect on B-branes as a noncommutative deformation of X. We show that for hyperkahler X such deformations allow one to interpolate continuously between the A-model and the B-model. For generic values of the non…

We study the covariance properties of the equations satisfied by the generating functions of the chiral operators R and T of supersymmetric SO(N)/Sp(N) theories with symmetric/antisymmetric tensors. It turns out that T is an affine connection. As such it cannot be integrated along cycles on Riemann surfaces. This expla…

We propose a model of quantum gravity in arbitrary dimensions defined in terms of the BV quantization of a supersymmetric, infinite dimensional matrix model. This gives an (AKSZ-type) Chern-Simons theory with gauge algebra the space of observables of a quantum mechanical Hilbert space H. The model is motivated by previ…

A hyperlink is a finite set of non-intersecting simple closed curves in $\mathbb{R} \times \mathbb{R}^3$. We compute the Wilson Loop observable using a path integral with an Einstein-Hilbert action. Using axial-gauge fixing, we can write this path integral as the limit of a sequence of Chern-Simons integrals, studied e…

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action functional whose potential term is an exponential function. This path integral …

We study a quantum system in a Riemannian manifold M on which a Lie group G acts isometrically. The path integral on M is decomposed into a family of path integrals on a quotient space Q=M/G and the reduced path integrals are completely classified by irreducible unitary representations of G. It is not necessary to assu…

Researchers calculate the Ray-Singer Torsion for $S^{1}$ bundles.

We study massless deformations of generalized calibrated cycles, which describe, in the language of generalized complex geometry, supersymmetric D-branes in N=1 supersymmetric compactifications with fluxes. We find that the deformations are classified by the first cohomology group of a Lie algebroid canonically associa…

Index theorems for the Dirac operator allow one to study spinors on manifolds with boundary and torsion. We analyse the modifications of the boundary Chern-Simons correction and APS eta invariant in the presence of torsion. The bulk contribution must also be modified and is computed using a supersymmetric quantum mecha…

Path integral method calculates PDBS option prices with time-dependent parameters.

Derives path-integrals for superstrings on curved backgrounds using string geometry theory.

In the framework of path integral the evolution operator kernel for the Merton-Garman Hamiltonian is constructed. Based on this kernel option formula is obtained, which generalizes the well-known Black-Scholes result. Possible approximation numerical schemes for path integral calculations are proposed.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

Proposes Geodesic Integrated Gradients (GIG) for more accurate feature attributions in deep networks.

Improved path integral method for financial derivatives pricing.

Derives path integrals for perturbative strings on various backgrounds.

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

Path integral method calculates barrier option prices.

We construct supersymmetric field theories on Riemannian three-manifolds M, focusing on N=2 theories with a U(1)_R symmetry. Our approach is based on the rigid limit of new minimal supergravity in three dimensions, which couples to the flat-space supermultiplet containing the R-current and the energy-momentum tensor. T…

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 …

We present two different approaches to stochastic integration in frictionless model free financial mathematics. The first one is in the spirit of Itô's integral and based on a certain topology which is induced by the outer measure corresponding to the minimal superhedging price. The second one is based on the controlle…

Foundation for robust finance using rough path theory.

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

For every adapted, càglàd process (strategy) $G$ and typical càdlàg price paths whose jumps satisfy some mild growth condition we define integral $G\cdot S$ as a limit of simple integrals.