Abelian Yang-Mills theory on Real tori and Theta divisors of Klein surfaces

The purpose of this paper is to compute determinant index bundles of certain families of Real Dirac type operators on Klein surfaces as elements in the corresponding Grothendieck group of Real line bundles in the sense of Atiyah. On a Klein surface these determinant index bundles have a natural holomorphic description as theta line bundles. In particular we compute the first Stiefel-Whitney classes of the corresponding fixed point bundles on the real part of the Picard torus. The computation of these classes is important, because they control to a large extent the orientability of certain moduli spaces in Real gauge theory and Real algebraic geometry.Comment: LaTeX, 44 pages, to appear in Comm. Math. Phy

Cohomological Partition Functions for a Class of Bosonic Theories

We argue, that for a general class of nontrivial bosonic theories the path integral can be related to an equivariant generalization of conventional characteristic classes.Comment: 9 pages; standard LATEX fil

Gravitational Chern-Simons and the adiabatic limit

We compute the gravitational Chern-Simons term explicitly for an adiabatic family of metrics using standard methods in general relativity. We use the fact that our base three-manifold is a quasi-regular K-contact manifold heavily in this computation. Our key observation is that this geometric assumption corresponds exactly to a Kaluza-Klein Ansatz for the metric tensor on our three manifold, which allows us to translate our problem into the language of general relativity. Similar computations have been performed in a paper of Guralnik, Iorio, Jackiw and Pi (2003), although not in the adiabatic context.Comment: 17 page

Index Theorems and Loop Space Geometry

We investigate the evaluation of the Dirac index using symplectic geometry in the loop space of the corresponding supersymmetric quantum mechanical model. In particular, we find that if we impose a simple first class constraint, we can evaluate the Callias index of an odd dimensional Dirac operator directly from the quantum mechanical model which yields the Atiyah-Singer index of an even dimensional Dirac operator in one more dimension. The effective action obtained by BRST quantization of this constrained system can be interpreted in terms of loop space symplectic geometry, and the corresponding path integral for the index can be evaluated exactly using the recently developed localization techniques.Comment: 15 pages, report CERN-TH-6471 and HU-TFT-92-1

Sufficient stochastic maximum principle in a regime-switching diffusion model

We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be used to solve a mean-variance portfolio selection problem

Conformal Motions and the Duistermaat-Heckman Integration Formula

We derive a geometric integration formula for the partition function of a classical dynamical system and use it to show that corrections to the WKB approximation vanish for any Hamiltonian which generates conformal motions of some Riemannian geometry on the phase space. This generalizes previous cases where the Hamiltonian was taken as an isometry generator. We show that this conformal symmetry is similar to the usual formulations of the Duistermaat-Heckman integration formula in terms of a supersymmetric Ward identity for the dynamical system. We present an explicit example of a localizable Hamiltonian system in this context and use it to demonstrate how the dynamics of such systems differ from previous examples of the Duistermaat-Heckman theorem.Comment: 13 pages LaTeX, run twice. Uses epsf.tex, 2 postscript files read directly into LaTeX file from director

Szeg\"o kernel asymptotics and Morse inequalities on CR manifolds

We consider an abstract compact orientable Cauchy-Riemann manifold endowed with a Cauchy-Riemann complex line bundle. We assume that the manifold satisfies condition Y(q) everywhere. In this paper we obtain a scaling upper-bound for the Szeg\"o kernel on (0, q)-forms with values in the high tensor powers of the line bundle. This gives after integration weak Morse inequalities, analogues of the holomorphic Morse inequalities of Demailly. By a refined spectral analysis we obtain also strong Morse inequalities which we apply to the embedding of some convex-concave manifolds.Comment: 40 pages, the constants in Theorems 1.1-1.8 have been modified by a multiplicative constant 1/2 ; v.2 is a final updat

Vector Bundle Moduli Superpotentials in Heterotic Superstrings and M-Theory

The non-perturbative superpotential generated by a heterotic superstring wrapped once around a genus-zero holomorphic curve is proportional to the Pfaffian involving the determinant of a Dirac operator on this curve. We show that the space of zero modes of this Dirac operator is the kernel of a linear mapping that is dependent on the associated vector bundle moduli. By explicitly computing the determinant of this map, one can deduce whether or not the dimension of the space of zero modes vanishes. It is shown that this information is sufficient to completely determine the Pfaffian and, hence, the non-perturbative superpotential as explicit holomorphic functions of the vector bundle moduli. This method is illustrated by a number of non-trivial examples.Comment: 81 pages, LaTeX, corrected typo

The Bismut-Elworthy-Li type formulae for stochastic differential equations with jumps

Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bismut-Elworthy-Li type formulae can be obtained under the uniformly elliptic condition on the coefficients of the diffusion and jump terms. Our approach is based upon the Kolmogorov backward equation by making full use of the Markovian property of the process.Comment: 29 pages, to appear in Journal of Theoretical Probabilit

Exact Path Integrals by Equivariant Cohomology

It is a common belief among field theorists that path integrals can be computed exactly only in a limited number of special cases, and that most of these cases are already known. However recent developments, which generalize the WKBJ method using equivariant cohomology, appear to contradict this folk wisdom. At the formal level, equivariant localization would seem to allow exact computation of phase space path integrals for an arbitrary partition function! To see how, and if, these methods really work in practice, we have applied them in explicit quantum mechanics examples. We show that the path integral for the 1-d hydrogen atom, which is not WKBJ exact, is localizable and computable using the more general formalism. We find however considerable ambiguities in this approach, which we can only partially resolve. In addition, we find a large class of quantum mechanics examples where the localization procedure breaks down completely.Comment: LATE