Heat Kernel Expansion Research Articles

Quantum corrections to vacuum energy sequestering (with monodromy)

Field theory models of axion monodromy have been shown to exhibit vacuum energy sequestering as an emergent phenomenon for cancelling radiative corrections to the cosmological constant. We study one loop corrections to this class of models coming from virtual axions using a heat kernel expansion. We find that the structure of the original sequestering proposals is no longer preserved at low energies. Nevertheless, the cancellation of radiative corrections to the cosmological constant remains robust, even with the new structures required by quantum corrections.

Fractional fermion number and Hall conductivity of domain walls

In this letter the fractional fermion number of thick domain walls is computed. The analysis is achieved by developing the heat kernel expansion of the spectral eta function of the Dirac Hamiltonian governing the fermionic fluctuations around the domain wall. A formula is derived showing that a non null fermion number is always accompanied by a Hall conductivity induced on the wall. In the limit of thin and impenetrable walls the chiral bag boundary conditions arise, and the Hall conductivity is computed for this case as well.

One-loop diagrams in quantum gravity coupled to scalar electrodynamics

In nonsupersymmetric-covariant quantum gravity theory, for each system of gravity coupled with single field is one-loop divergent. There were two kinds of methods to reach this result: diagrammatic calculation and heat kernel expansion. On the other hand, more symmetry requirements make the theory finite and it was analyzed how it is possible. In this paper, based on diagrammatic calculation, we consider Einstein–Scalar electrodynamics (Einstein–SQED) system which is the simplest model among the systems of gravity coupled with multiple fields having their own interaction. Although it is known that fermionic loop can cancel the divergent terms as in the case of supersymmetric theory, there might be accidental cancellation by the equation of motion at a low probability. It is worth to study because there is no such attempt for this model yet and it can be checked easily using the existing result. We introduce how to calculate the possible one-loop diagrams in Einstein–SQED system and show how divergent terms are not vanished with the results calculated earlier.

Soliton fermionic number from the heat kernel expansion

We consider different methods of calculating the (fractional) fermion number of solitons based on the heat kernel expansion. We derive a formula for the localized eta function that provides a more systematic version of the derivative expansion for spectral asymmetry and compute the fermion number in a multi flavor extension of the Goldstone–Wilczek model. We also propose an improved expansion of the heat kernel that allows the tackling of the convergence issues and permits an automated computation of the coefficients.

On the high temperature limit of the Casimir energy

We introduce a useful approach to find asymptotically explicit expressions for the Casimir free energy at large temperature. The resulting expressions contain the classical terms as well as the few first terms of the corresponding heat-kernel expansion, as expected. This technique works well for many familiar configurations in Euclidean as well as non-Euclidean spaces. By utilizing this approach, we provide some new numerically considerable results for the Casimir pressure in some rectangular ideal-metal cavities. For instance, we show that at sufficiently large temperature, the Casimir pressure acting on the sidewalls of a rectangular tube can be up to twice that of the two parallel planes. We also apply this technique for calculating the Casimir free energy on a 3-torus as well as a 3-sphere. We show that a nonzero mass term for both scalar and spinor fields as well on the torus as on the sphere, violates the third law of thermodynamics. We obtain some negative values for the Casimir entropy on the 3-torus as well as on the 3-sphere. We speculate that these negative Casimir entropies can be interpreted thermodynamically as an instability of the vacuum state at finite temperatures.

The Heat Asymptotics on Filtered Manifolds

The short-time heat kernel expansion of elliptic operators provides a link between local and global features of classical geometries. For many geometric structures related to (non-)involutive distributions, the natural differential operators tend to be Rockland, hence hypoelliptic. In this paper, we establish a universal heat kernel expansion for formally self-adjoint non-negative Rockland differential operators on general closed filtered manifolds. The main ingredient is the analysis of parametrices in a recently constructed calculus adapted to these geometric structures. The heat expansion implies that the new calculus, a more general version of the Heisenberg calculus, also has a non-commutative residue. Many of the well-known implications of the heat expansion such as, the structure of the complex powers, the heat trace asymptotics, the continuation of the zeta function, as well as Weyl’s law for the eigenvalue asymptotics, can be adapted to this calculus. Other consequences include a McKean–Singer type formula for the index of Rockland differential operators. We illustrate some of these results by providing a more explicit description of Weyl’s law for Rumin–Seshadri operators associated with curved BGG sequences over 5-manifolds equipped with a rank-two distribution of Cartan type.

Monte Carlo Calibration Method of Stochastic Volatility Model with Stochastic Interest Rate

Implied volatility skew and smile are ubiquitous phenomena in the financial derivative market especially after the Black Monday 1987 crash. Various stochastic volatility models have been proposed to capture volatility skew and smile in derivative pricing and hedging. Almost 30 years after the advent of the first type of stochastic volatility model calibrating them to the market volatility surface still remains challenging, especially when stochastic interest rate has to be also taken into account for long-dated options. Many techniques have been applied to tackle this problem, including Fast Fourier Transform, singular perturbation expansion, heat kernel expansion, Markovian projection, to name a few. Although they have achieved some success in deriving either a close-form solution for a specific type of model or asymptotic solution in more general, none of them can really solve the calibration problem satisfying our need in term of both efficiency and accuracy. Monte Carlo method is a flexible numerical pricing method but has not been considering for calibration because of its slow convergence. However, with the great advance in computational power, in particular, parallel computation and the invention of other variance reduction techniques fast and accurate calibration using Monte Carlo becomes possible. This paper presents a Monte Carlo calibration method for stochastic volatility models with stochastic interest rate, which reduces simulation dimension by conditional expectation and further improves speed by vectorization. Numerical experiments show that both the calibration speed and accuracy of this generic method are satisfactory for almost all applications.

Modular forms in the spectral action of Bianchi IX gravitational instantons

We prove a modularity property for the heat kernel and the Seeley-deWitt coefficients of the heat kernel expansion for the Dirac-Laplacian on the Bianchi IX gravitational instantons. We prove, via an isospectrality result for the Dirac operators, that each term in the expansion is a vector-valued modular form, with an associated ordinary (meromorphic) modular form of weight 2. We discuss explicit examples related to well known modular forms. Our results show the existence of arithmetic structures in Euclidean gravity models based on the spectral action functional.

The term a_4 in the heat kernel expansion of noncommutative tori

We consider the Laplacian associated with a general metric in the canonical conformal structure of the noncommutative two torus, and calculate a local expression for the term a_4 that appears in its corresponding small-time heat kernel expansion. The final formula involves one variable functions and lengthy two, three and four variable functions of the modular automorphism of the state that encodes the conformal perturbation of the flat metric. We confirm the validity of the calculated expressions by showing that they satisfy a family of conceptually predicted functional relations. By studying these functional relations abstractly, we derive a partial differential system which involves a natural action of cyclic groups of order two, three and four and a flow in parameter space. We discover symmetries of the calculated expressions with respect to the action of the cyclic groups. In passing, we show that the main ingredients of our calculations, which come from a rearrangement lemma and relations between the derivatives up to order four of the conformal factor and those of its logarithm, can be derived by finite differences from the generating function of the Bernoulli numbers and its multiplicative inverse. We then shed light on the significance of exponential polynomials and their smooth fractions in understanding the general structure of the noncommutative geometric invariants appearing in the heat kernel expansion. As an application of our results we obtain the a_4 term for noncommutative four tori which split as products of two tori. These four tori are not conformally flat and the a_4 term gives a first hint of the Riemann curvature and the higher dimensional modular structure.

Heat kernel asymptotics, path integrals and infinite-dimensional determinants

We compare the short-time expansion of the heat kernel on a Riemannian manifold with the formal stationary phase expansion of its representing path integral and prove that these asymptotic expansions coincide. Besides shedding light on the formal properties of quantum mechanical path integrals, this shows that the lowest order term of the heat kernel expansion is given by the Fredholm determinant of the Hessian of the energy functional on the space of finite energy paths. We also relate this to the zeta determinant of the Jacobi operator, considering both the near-diagonal asymptotics as well as the behavior at the cut locus.

Motives and periods in Bianchi IX gravity models

We show that, when considering the anisotropic scaling factors and their derivatives as affine variables, the coefficients of the heat kernel expansion of the Dirac-Laplacian on $SU(2)$ Bianchi IX metrics are algebro-geometric periods of motives of complements in affine spaces of unions of quadrics and hyperplanes. We show that the motives are mixed Tate and we provide an explicit computation of their Grothendieck classes.

Bose–Einstein condensation temperature of finite systems

In studies of the Bose–Einstein condensation of ideal gases in finite systems, the divergence problem usually arises in the equation of state. In this paper, we present a technique based on the heat kernel expansion and zeta function regularization to solve the divergence problem, and obtain the analytical expression of the Bose–Einstein condensation temperature for general finite systems. The result is represented by the heat kernel coefficients, where the asymptotic energy spectrum of the system is used. Besides the general case, for systems with exact spectra, e.g. ideal gases in an infinite slab or in a three-sphere, the sums of the spectra can be obtained exactly and the calculation of corrections to the critical temperatures is more direct. For a system confined in a bounded potential, the form of the heat kernel is different from the usual heat kernel expansion. We show that as long as the asymptotic form of the global heat kernel can be found, our method works. For Bose gases confined in three- and two-dimensional isotropic harmonic potentials, we obtain the higher-order corrections to the usual results of the critical temperatures. Our method can also be applied to the problem of generalized condensation, and we give the correction of the boundary on the second critical temperature in a highly anisotropic slab.

Exact RG flow equations and quantum gravity

We discuss the different forms of the functional RG equation and their relation to each other. In particular we suggest a generalized background field version that is close in spirit to the Polchinski equation as an alternative to the Wetterich equation to study Weinberg’s asymptotic safety program for defining quantum gravity, and argue that the former is better suited for this purpose. Using the heat kernel expansion and proper time regularization we find evidence in support of this program in agreement with previous work.

Curvature terms in small time heat kernel expansion for a model class of hypoelliptic Hörmander operators

We consider the heat equation associated with a class of second order hypoelliptic Hörmander operators with constant second order term and linear drift. We completely describe the small time heat kernel expansions on the diagonal giving a geometric characterization of the coefficients in terms of the divergence of the drift field and the curvature-like invariants of the optimal control problem associated with the diffusion operator.

Getzler rescaling via adiabatic deformation and a renormalized index formula

We prove an index theorem of Atiyah–Singer type for Dirac operators on manifolds with a Lie structure at infinity (Lie manifolds for short). With the help of a renormalized supertrace, defined on a suitable class of regularizing operators, the proof of the index theorem relies on a rescaling technique similar in spirit to Getzler's rescaling. With a given Lie manifold we associate an appropriate integrating Lie groupoid. We then describe the heat kernel of a geometric Dirac operator via a functional calculus with values in the convolution algebra of sections of a rescaled bundle over the adiabatic groupoid. Finally, we calculate the right coefficient in the heat kernel expansion by deforming the Dirac operator into a polynomial coefficient operator over the rescaled bundle and applying the Lichnerowicz theorem to the fibers of the groupoid and the Lie manifold.

Supergravity on the noncommutative geometry

Two years ago, we found the supersymmetric counterpart of the spectral triple which specified noncommutative geometry. Based on the triple, we derived gauge vector supermultiplets, Higgs supermultiplets of the minimum supersymmetric standard model and its action. However, unlike the famous theories of Connes and his co-workers, the action does not couple to gravity. In this paper, we obtain the supersymmetric Dirac operator $\mathcal{D}_M^{(SG)}$ on the Riemann-Cartan curved space replacing derivatives which appear in that of the triple with the covariant derivatives of general coordinate transformation. We apply the supersymmetric version of the spectral action principle and investigate the heat kernel expansion on the square of the Dirac operator. As a result, we obtain a new supergravity action which does not include the Ricci curvature tensor.

Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion

We compute a sharp small-time estimate for implied volatility under a general uncorrelated local-stochastic volatility model. For this we use the Bellaiche \cite{Bel81} heat kernel expansion combined with Laplace's method to integrate over the volatility variable on a compact set, and (after a gauge transformation) we use the Davies \cite{Dav88} upper bound for the heat kernel on a manifold with bounded Ricci curvature to deal with the tail integrals. If the correlation $\rho < 0$, our approach still works if the drift of the volatility takes a specific functional form and there is no local volatility component, and our results include the SABR model for $\beta=1, \rho \le 0$. \bl{For uncorrelated stochastic volatility models, our results also include a SABR-type model with $\beta=1$ and an affine mean-reverting drift, and the exponential Ornstein-Uhlenbeck model.} We later augment the model with a single jump-to-default with intensity $\lm$, which produces qualitatively different behaviour for the short-maturity smile; in particular, for $\rho=0$, log-moneyness $x > 0$, the implied volatility increases by $\lm f(x) t +o(t) $ for some function $f(x)$ which blows up as $x \searrow 0$. Finally, we compare our result with the general asymptotic expansion in Lorig, Pagliarani \& Pascucci \cite{LPP15}, and we verify our results numerically for the SABR model using Monte Carlo simulation and the exact closed-form solution given in Antonov \& Spector \cite{AS12} for the case $\rho=0$.

One-loop renormalization of the chiral Lagrangian for spinless matter fields in the SU(N) fundamental representation

We perform the leading one-loop renormalization of the chiral Lagrangian for spinless matter fields living in the fundamental representation of SU(N). The Lagrangian can also be applied to any theory with a spontaneous symmetry breaking of SU(N)L × SU(N)R to SU and spinless matter fields in the fundamental representation. For QCD, the matter fields can be kaons or pseudoscalar heavy mesons. Using the background field method and heat kernel expansion techniques, the divergences of the one-loop effective generating functional for correlation functions of single matter fields are calculated up to , where p denotes a small momentum or Goldstone boson mass. The divergences are absorbed by counterterms not only from the third order but also from the second order chiral Lagrangian.

Partition functions with spin in AdS2 via quasinormal mode methods

We extend the results of arXiv:1401.7016, computing one loop partition functions for massive fields with spin half in AdS_2 using the quasinormal mode method proposed by Denef, Hartnoll, and Sachdev in arXiv:0908.2657. We find the finite representations of SO(2,1) for spin zero and spin half, consisting of a highest weight state |h\rangle and descendants with non-unitary values of h. These finite representations capture the poles and zeroes of the one loop determinants. Together with the asymptotic behavior of the partition functions (which can be easily computed using a large mass heat kernel expansion), these are sufficient to determine the full answer for the one loop determinants. We also discuss extensions to higher dimensional AdS_{2n} and higher spins.

Small-Time Asymptotics for Basket Options---the Bivariate SABR Model and the Hyperbolic Heat Kernel on $\mathbb{H}^3$

We compute a sharp small-time estimate for the price of a basket call under a bi-variate SABR model with both $\beta$ parameters equal to $1$ and three correlation parameters, which extends the work of Bayer,Friz&Laurence [BFL14] for the multivariate Black-Scholes flat vol model. The result follows from the heat kernel on hyperbolic space for $n=3$ combined with the Bellaiche [Bel81] heat kernel expansion and Laplace's method, and we give numerical results which corroborate our asymptotic formulae. Similar to the Black-Scholes case, we find that there is a phase transition from one "most-likely" path to two most-likely paths beyond some critical $K^*$.