Related papers: Stochastic Taylor expansions and heat kernel asymp…
A diagramatic heat kernel expansion technique is presented. The method is especially well suited to the small-derivative expansion of the heat kernel, but it can also be used to reproduce the results obtained by the approach known as…
We compute the coefficients in asymptotics of regularized traces and associated trace (spectral) distributions for Schrodinger operators, with short and long range potentials. A kernel expansion for the Schrodinger semigroup is derived, and…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
We obtain the asymptotic expansion of the solutions of some anisotropic heat equations when the initial data belong to polynomially weighted Lp-spaces. We mainly address two model examples. In the first one, the diffusivity is of order two…
The heat kernel expansion is a very convenient tool for studying one-loop divergences, anomalies and various asymptotics of the effective action. The aim of this report is to collect useful information on the heat kernel coefficients…
We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion. Beyond the order 0 implied volatility which is already known, we compute the first…
Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…
We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the…
The regularized trace of the heat kernel of a one-dimensional Schr\"odinger operator with a singular two-particle contact interaction being of Lieb-Liniger type is considered. We derive a complete small-time asymptotic expansion in…
The asymptotic expansion of the heat-kernel for small values of its argument has been studied in many different cases and has been applied to 1-loop calculations in Quantum Field Theory. In this thesis we consider this asymptotic behavior…
By applying the covariant Taylor expansion method, the fifth lower coefficients the asymptotic expansion of the heat kernel associated with a fermion of spin 1/2 in Riemann-Cartan space are manifestly given. These coefficients in…
This paper reviews the grading technique developed by Getzler to prove the local index theorem and shows how to adapt it to compute the leading terms of asymptotic expansions of traces of heat kernels in two other situations.
In the present paper, a stochastic Taylor expansion of some functional applied to the solution process of an It\^o or Stratonovich stochastic differential equation with a multi-dimensional driving Wiener process is given. Therefore, the…
We present the hyperasymptotic expansions for a certain group of solutions of the heat equation. We extend this result to a more general case of linear PDEs with constant coefficients. The generalisation is based on the method of Borel…
We present a brief overview of several approaches for calculating the local asymptotic expansion of the heat kernel for Laplace-type operators. The different methods developed in the papers of both authors some time ago are described in…
The heat kernel method is extended to the case of finite temperature. Special emphasis is given to the study of gauge theories. Due to the compactness of space in the Euclidean time direction (inverse temperature) the field strength cannot…
We give an asymptotic expansion of the relative entropy between the heat kernel $q_Z(t,z,w)$ of a compact Riemannian manifold $Z$ and the normalized Riemannian volume for small values of $t$ and for a fixed element $z\in Z$. We prove that…
In this paper we analyze the small-t asymptotic expansion of the trace of the heat kernel associated with a Laplace operator endowed with a spherically symmetric polynomially confining potential on the unbounded, d-dimensional Euclidean…
We study the Taylor expansion for the solutions of differential equations driven by $p$-rough paths with $p>2$. We prove a general theorem concerning the convergence of the Taylor expansion on a nonempty interval provided that the vector…
A functorial derivation is presented of a heat-kernel expansion coefficient on a manifold with a singular fixed point set of codimension two. The existence of an extrinsic curvature term is pointed out.