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Cumulant expansion is used to derive accurate closed-form approximation for Monthly Sum Options in case of constant volatility model. Payoff of Monthly Sum Option is based on sum of $N$ caped (and probably floored) returns. It is noticed,…

Pricing of Securities · Quantitative Finance 2010-12-09 V. M. Belyaev

We develop a method to obtain $\epsilon$-expansions of massless two-point integrals in position space, based on the constraints implied by symmetries of the asymptotic expansion of conformal four-point integrals. Together with parametric…

High Energy Physics - Theory · Physics 2018-02-05 Alessandro Georgoudis , Vasco Gonçalves , Erik Panzer , Raul Pereira

We study the decomposition of multivariate polynomials as sums of powers of linear forms. As one of our main results we give an algorithm for the following problem: given a homogeneous polynomial of degree 3, decide whether it can be…

Computational Complexity · Computer Science 2021-07-15 Pascal Koiran , Mateusz Skomra

We obtain new uniform bounds for the symmetric tensor rank of multiplication in finite extensions of any finite field Fp or Fp2 where p denotes a prime number greater or equal than 5. In this aim, we use the symmetric Chudnovsky-type…

Number Theory · Mathematics 2017-06-29 Stéphane Ballet , Alexey Zykin

Strong-coupling series expansions are calculated for the Hamiltonian version of compact lattice electrodynamics in (2+1) dimensions, with 4-component fermions. Series are calculated for the ground-state energy per site, the chiral…

High Energy Physics - Lattice · Physics 2009-10-30 C. J. Hamer , J. Oitmaa , Zheng Weihong

We describe a new algorithm for computing exp(f) where f is a power series in C[[x]]. If M(n) denotes the cost of multiplying polynomials of degree n, the new algorithm costs (2.1666... + o(1)) M(n) to compute exp(f) to order n. This…

Symbolic Computation · Computer Science 2009-11-17 David Harvey

In this paper, we study optimal estimates and comparison of the coefficients in the Gegenbauer series expansion. We propose an alternative derivation of the contour integral representation of the Gegenbauer expansion coefficients which was…

Numerical Analysis · Mathematics 2018-03-26 Haiyong Wang

A Chebyshev expansion is a series in the basis of Chebyshev polynomials of the first kind. When such a series solves a linear differential equation, its coefficients satisfy a linear recurrence equation. We interpret this equation as the…

Symbolic Computation · Computer Science 2013-06-19 Alexandre Benoit , Bruno Salvy

In the infinite series of complete families of Calabi-Yau manifolds $\tilde{f}_n: \tilde{\mathcal{X}}_n\rightarrow \mathfrak{M}_{n, n+3}$, where $n$ is an odd number, arising from cyclic covers of $\mathbb{P}^n$ branching along hyperplane…

Algebraic Geometry · Mathematics 2019-07-01 Mao Sheng , Jinxing Xu

In this paper we prove the finiteness of the set of S-integral points of a punctured rational elliptic curve without complex multiplication using the Chabauty-Kim method. This extends previous results of Kim in the complex multiplication…

Number Theory · Mathematics 2020-06-09 Federico Amadio Guidi

Parametric high-dimensional regression analysis requires the usage of regularization terms to get interpretable models. The respective estimators can be regarded as regularized M-functionals which are naturally highly nonlinear. We study…

Statistics Theory · Mathematics 2019-09-04 Tino Werner

Linear exact modeling is a problem coming from system identification: Given a set of observed trajectories, the goal is find a model (usually, a system of partial differential and/or difference equations) that explains the data as precisely…

Optimization and Control · Mathematics 2011-10-26 Kristina Schindelar , Viktor Levandovskyy , Eva Zerz

We show, for levels of the form $N = p^a q^b N'$ with $N'$ squarefree, that in weights $k \geq 4$ every cusp form $f \in \mathcal{S}_k(N)$ is a linear combination of products of certain Eisenstein series of lower weight. In weight $k=2$ we…

Number Theory · Mathematics 2018-03-02 Martin Dickson , Michael Neururer

We introduce a sequence of conformally invariant scalar curvature quantities, defined along the conformal infinity of a conformally compact (CC) manifold, that measure the failure of a CC metric to have constant negative scalar curvature in…

Differential Geometry · Mathematics 2025-01-22 A. Rod Gover , Jarosław Kopiński , Andrew Waldron

We introduce a class of orbits which may have $0$ Lyapunov exponents, but still demonstrate some sensitivity to initial conditions. We construct a countable Markov partition with a finite-to-one almost everywhere induced coding, and which…

Dynamical Systems · Mathematics 2022-03-24 Snir Ben Ovadia

We give coefficient formulas for antisymmetric vector-valued cusp forms with rational Fourier coefficients for the Weil representation associated to a finite quadratic module. The forms we construct always span all cusp forms in weight at…

Number Theory · Mathematics 2019-10-28 Brandon Williams

We use properties of modular forms to prove the following extension of the Ramanujan-Mordell formula, \begin{align*} z^{k-j}z_p^{j}=&\frac{p_{\chi}^{k-j}-1}{p_{\chi}^{k}-1}F_p(k,j;\tau)+…

Number Theory · Mathematics 2018-08-06 Zafer Selcuk Aygin

We derive Cardy-like formulas for the growth of operators in different sectors of unitary $2$ dimensional CFT in the presence of topological defect lines by putting an upper and lower bound on the number of states with scaling dimension in…

High Energy Physics - Theory · Physics 2020-12-02 Sridip Pal , Zhengdi Sun

We construct product formulas for exponentials of commutators and explore their applications. First, we directly construct a third-order product formula with six exponentials by solving polynomial equations obtained using the operator…

Quantum Physics · Physics 2022-05-03 Yu-An Chen , Andrew M. Childs , Mohammad Hafezi , Zhang Jiang , Hwanmun Kim , Yijia Xu

We study the integrable bi-Yang-Baxter deformation of the $SU(2)$ principal chiral model (PCM) and its finite action uniton solutions. Under an adiabatic compactification on an $S^1$, we obtain a quantum mechanics with an elliptic…

High Energy Physics - Theory · Physics 2021-02-24 Lucas Schepers , Daniel C. Thompson