Heat Kernel Approach Research Articles

Worldline path integrals for the graviton

We present an extension to arbitrary dimensions of a worldline path integral approach to one-loop quantum gravity, which was previously formulated in four spacetime dimensions. By utilizing this method, we recalculate gauge invariant coefficients related to the UV divergences of quantum gravity. These gauge invariant coefficients were previously obtained in arbitrary dimensions through two alternative techniques: the quantization of the N=4 spinning particle that propagates the graviton on Einstein spaces and the more conventional heat kernel approach. Our worldline path integrals are closer to the latter method and are employed to compute the trace of the heat kernel.

Sobolev Mappings Between RCD Spaces and Applications to Harmonic Maps: A Heat Kernel Approach

Sobolev Mappings Between RCD Spaces and Applications to Harmonic Maps: A Heat Kernel Approach

Gravitational Pair Production and Black Hole Evaporation.

We present a new avenue to black hole evaporation using a heat-kernel approach analogous as for the Schwinger effect. Applying this method to an uncharged massless scalar field in a Schwarzschild spacetime, we show that spacetime curvature takes a similar role as the electric field strength in the Schwinger effect. We interpret our results as local pair production in a gravitational field and derive a radial production profile. The resulting emission peaks near the unstable photon orbit. Comparing the particle number and energy flux to the Hawking case, we find both effects to be of similar order. However, our pair production mechanism itself does not explicitly make use of the presence of a black hole event horizon.

Heat kernel approach for confined quantum gas

In this paper, based on the heat kernel technique, we calculate equations of state and thermodynamic quantities for ideal quantum gases in confined space with external potential. Concretely, we provide expressions for equations of state and thermodynamic quantities by means of heat kernel coefficients for ideal quantum gases. Especially, using an analytic continuation treatment, we discuss the application of the heat kernel technique to Fermi gases in which the expansion diverges when the fugacity [Formula: see text]. In order to calculate the modification of heat kernel coefficients caused by external potentials, we suggest an approach for calculating the expansion of the global heat kernel of the operator [Formula: see text] based on an approximate method of the calculation of spectrum in quantum mechanics. We discuss the properties of quantum gases under the condition of weak and complete degeneration, respectively. Moreover, we give an expansion of the one-loop effective action in D-dimensional space.

Estimates of automorphic cusp forms over quaternion algebras

In this paper, using methods from geometric analysis and theory of heat kernels, we derive qualitative estimates of automorphic cusp forms defined over quaternion algebras. Using which, we prove an average version of the holomorphic QUE conjecture. We then derive quantitative estimates of classical Hilbert modular cusp forms. This is a generalization of the results from [A. Aryasomayajula, Heat kernel approach for sup-norm bounds for cusp forms of integral and half-integral weight, Arch. Math. 106(2) (2016) 165–173; J. S. Friedman, J. Jorgenson and J. Kramer, Uniform sup-norm bounds on average for cusp forms of higher weights, in Arbeitstagung Bonn 2013, Progress in Mathematics, Vol. 319 (Birkhäuser/Springer, Cham, 2016), pp. 127–154] to higher dimensions.

Heat kernel approach to the relations between covariant and consistent currents in chiral gauge theories

We apply the heat kernel method to relations between covariant and consistent currents in anomalous chiral gauge theories. Banerjee et al. have shown that the relation between these currents is expressed by a "functional curl" of the covariant current. Using the heat kernel method, we evaluate the functional curl explicitly in arbitrary even dimensions. We also apply the heat kernel method to evaluate Osabe and Suzuki's results of the difference between covariant and consistent currents in two and four dimensions. Applying the arguments of Banerjee et al. to gravitational anomalies, we investigate the relationship between the covariant and consistent energy-momentum tensors. The relation is found to be expressed by a functional curl of the covariant energy-momentum tensor.

Heat kernel approach for sup-norm bounds for cusp forms of integral and half-integral weight

In this article, using the heat kernel approach from Bouche (Asymptotic results for Hermitian line bundles over complex manifolds: The heat kernel approach, Higher-dimensional complex varieties, pp 67–81, de Gruyter, Berlin, 1996), we derive sup-norm bounds for cusp forms of integral and half-integral weight. Let \({\Gamma\subset \mathrm{PSL}_{2}(\mathbb{R})}\) be a cocompact Fuchsian subgroup of first kind. For \({k \in \frac{1}{2} \mathbb{Z}}\) (or \({k \in 2\mathbb{Z}}\)), let \({S^{k}_{\nu}(\Gamma)}\) denote the complex vector space of cusp forms of weight-k and nebentypus \({\nu^{2k}}\) (\({\nu^{k\slash 2}}\), if \({k \in 2\mathbb{Z}}\)) with respect to \({\Gamma}\), where \({\nu}\) is a unitary character. Let \({\lbrace f_{1},\ldots,f_{j_{k}} \rbrace}\) denote an orthonormal basis of \({S^{k}_{\nu}(\Gamma)}\). In this article, we show that as \({k \rightarrow \infty,}\) the sup-norm for \({\sum_{i=1}^{j_{k}}y^{k}|f_{i}(z)|^{2}}\) is bounded by O(k), where the implied constant is independent of \({\Gamma}\). Furthermore, using results from Berman (Math. Z. 248:325–344, 2004), we extend these results to the case when \({\Gamma}\) is cofinite.

Heat-kernel approach for scattering

An approach for solving scattering problems, based on two quantum field theory methods, the heat-kernel method and the scattering spectral method, is constructed. This approach converts a method of calculating heat kernels into a method of solving scattering problems. This allows us to establish a method of scattering problems from a method of heat kernels. As an application, we construct an approach for solving scattering problems based on the covariant perturbation theory of heat-kernel expansions. In order to apply the heat-kernel method to scattering problems, we first calculate the off-diagonal heat-kernel expansion in the frame of covariant perturbation theory. Moreover, as an alternative application of the relation between heat kernels and partial-wave phase shifts presented in this paper, we give an example of how to calculate a global heat kernel from a known scattering phase shift.

The Liouville’s theorem of harmonic functions on Alexandrov spaces with nonnegative Ricci curvature

In this paper, the authors prove the Liouville’s theorem for harmonic function on Alexandrov spaces by heat kernel approach, which extends the Liouville’s theorem of harmonic function from Riemannian manifolds to Alexandrov spaces.

Exact superpropagators in $$\mathcal{N}$$ = 2 three-dimensional supersymmetric electrodynamics

Using the heat kernel approach we obtain exact propagators of matter fields in three-dimensional N = 2 supersymmetric electrodynamics in case of covariantly constant gauge background.

HEAT KERNEL MODELS FOR ASSET PRICING

A heat kernel approach is proposed for the development of a novel method for asset pricing over a finite time horizon. We work in an incomplete market setting and assume the existence of a pricing kernel that determines the prices of financial instruments. The pricing kernel is modeled by a weighted heat kernel driven by a multivariate Markov process. The heat kernel is chosen so as to provide enough freedom to ensure that the resulting model can be calibrated to appropriate data, e.g. to the initial term structure of bond prices. A class of models is presented for which the prices of bonds, caplets, and swaptions can be computed in closed form. The dynamical equations for the price processes are derived, and explicit formulae are obtained for the short rate of interest, the risk premium, and for the stochastic volatility of prices. Several of the closed-form models presented are driven by combinations of Markovian jump processes with different probability laws. Such models provide a basis for consistent applications in various market sectors, including equity markets, fixed-income markets, commodity markets, and insurance. The flexible multidimensional and multivariate structure on which the resulting price models are based lends itself well to the modeling of dependence across asset classes. As an illustration, the impact of spiraling debt, a typical feature of a financial crisis, is modeled explicitly, and the contagion effects can be readily observed in the dynamics of the associated asset returns.

Randomised Mixture Models for Pricing Kernels

Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of Levy processes. We assume that market participants observe the randomised mixtures only through best estimates based on noisy market information. The concept of incomplete information introduces an element of stochastic filtering theory in constructing what we term “filtered Esscher martingales”. We make use of this family of martingales to develop pricing kernel models. Examples of bond price models are examined, and we show that the choice of the random mixture has a significant effect on the model dynamics and the types of movements observed in the associated yield curves. Parameter sensitivity is analysed and option price processes are derived. We extend the class of pricing kernel models by considering a weighted heat kernel approach, and develop models driven by mixtures of Markov processes.

A heat kernel approach to interest rate models

We construct default-free interest rate models in the spirit of the well-known Markov functional models: our focus is analytic tractability of the models and generality of the approach. We work in the setting of state price densities and construct models by means of the so called propagation property. The propagation property can be found implicitly in all of the popular state price density approaches, in particular heat kernels share the propagation property (wherefrom we deduced the name of the approach). As a related matter, an interesting property of heat kernels is presented, too.

Gauge Theory of the Sabr Model

A clear and detailed presentation of the geometric ideas behind the application of the Schwinger-DeWitt heat kernel approach to the solution of the Sabr PDE is given. First we motivate the form of the Sabr PDE by an arbitrage argument. Next a general approach to the solution of the Sabr PDE is formulated and applied to the Normal, Lognormal and General Β case in turn. Some original, more accurate formulae for Sabr prices are derived and compared to the benchmark finite difference solution.

The $$L^2$$ L 2 -Atiyah–Bott–Lefschetz theorem on manifolds with conical singularities: a heat kernel approach

Using an approach based on the heat kernel, we prove an Atiyah–Bott–Lefschetz theorem for the $$L^2$$ -Lefschetz numbers associated with an elliptic complex of cone differential operators over a compact manifold with conical singularities. We then apply our results to the case of the de Rham complex.

Heat Kernel Framework for Asset Pricing in Finite Time

A heat kernel approach is proposed for the development of a general, flexible, and mathematically tractable asset pricing framework in finite time. The pricing kernel, giving rise to the price system in an incomplete market, is modelled by weighted heat kernels which are driven by multivariate Markov processes and which provide enough degrees of freedom in order to calibrate to relevant data, e.g. to the term structure of bond prices. It is shown how, for a class of models, the prices of bonds, caplets, and swaptions can be computed in closed form. The dynamical equations for the price processes are derived, and explicit formulae are obtained for the short rate of interest, the risk premium, and for the stochastic volatility of prices. Several of the closed-form asset price models presented in this paper are driven by combinations of Markovian jump processes with different probability laws. Such models provide a rich basis for consistent applications in several sectors of a financial market including equity, fixed-income, commodities, and insurance. The flexible, multidimensional and multivariate structure, on which the asset price models are constructed, lends itself well to the transparent modelling of dependence across asset classes. As an illustration, the impact on prices by spiralling debt, a typical feature of a financial crisis, is modelled explicitly, and contagion effects are readily observed in the dynamics of asset returns.

One-loop effective action in three-dimensional general chiral superfield model

Using the heat kernel approach we calculate one-loop Kahler effective potential for the general chiral superfield model in three dimensions.

Singular interactions supported by embedded curves**Dedicated to the memory of Professor Yavuz Nutku.

In this work, singular interactions supported by embedded curves on Riemannian manifolds are discussed from a more direct and physical perspective, via the heat kernel approach. We show that the renormalized problem is well defined, the ground state is finite and the corresponding wavefunction is positive. The renormalization group invariance of the model is also discussed.

A Klein–Gordon particle captured by embedded curves

In the present work, a Klein–Gordon particle with singular interactions supported on embedded curves on Riemannian manifolds is discussed from a more direct and physical perspective, via the heat kernel approach. It is shown that the renormalized problem is well-defined, and the ground state energy is unique and finite. The renormalization group invariance of the model is discussed, and it is observed that the model is asymptotically free.

HEAT KERNEL INTEREST RATE MODELS WITH TIME-INHOMOGENEOUS MARKOV PROCESSES

We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a positive, time-dependent and decreasing weight function, and integrate the product over time. The result is a so-called weighted heat kernel that by construction is a supermartingale with respect to the filtration generated by the time-inhomogeneous Markov processes. As an application, we show how this framework naturally fits the information-based asset pricing framework where time-inhomogeneous Markov processes are utilized to model partial information about random economic factors. We present examples of pricing kernel models which lead to analytical formulae for bond prices along with explicit expressions for the associated interest rate and market price of risk. Furthermore, we also address the pricing of fixed-income derivatives within this framework.