Frobenius polynomials for Calabi-Yau equations

Sei $\pi:X\rightarrow S$ eine \"uber $\Z$ definierte Familie von Calabi-Yau Varietaten der Dimension drei. Es existiere ein unter dem Gauss-Manin Zusammenhang invarianter Untermodul $M\subset H^3_{DR}(X/S)$ von Rang vier, sodass der Picard-Fuchs Operator $P$ auf $M$ ein sogenannter {\em Calabi-Yau } Operator von Ordnung vier ist. Sei $k$ ein endlicher K\"orper der Charaktetristik $p$, und sei $\pi_0:X_0\rightarrow S_0$ die Reduktion von $\pi$ \uber $k$. F\ur die gew\ohnlichen (ordinary) Fasern $X_{t_0}$ der Familie leiten wir eine explizite Formel zur Berechnung des charakteristischen Polynoms des Frobeniusendomorphismus, des {\em Frobeniuspolynoms}, auf dem korrespondierenden Untermodul $M_{cris}\subset H^3_{cris}(X_{t_0})$ her. Sei nun $f_0(z)$ die Potenzreihenl\osung der Differentialgleichung $Pf=0$ in einer Umgebung der Null. Da eine reziproke Nullstelle des Frobeniuspolynoms in einem Teichm\uller-Punkt $t$ durch $f_0(z)/f_0(z^p)|_{z=t}$ gegeben ist, ist ein entscheidender Schritt in der Berechnung des Frobeniuspolynoms die Konstruktion einer $p-$adischen analytischen Fortsetzung des Quotienten $f_0(z)/f_0(z^p)$ auf den Rand des $p-$adischen Einheitskreises. Kann man die Koeffizienten von $f_0$ mithilfe der konstanten Terme in den Potenzen eines Laurent-Polynoms, dessen Newton-Polyeder den Ursprung als einzigen inneren Gitterpunkt enth\alt, ausdr\ucken,so beweisen wir gewisse Kongruenz-Eigenschaften unter den Koeffizienten von $f_0$. Diese sind entscheidend bei der Konstruktion der analytischen Fortsetzung. Enth\alt die Faser $X_{t_0}$ einen gew\ohnlichen Doppelpunkt, so erwarten wir im Grenz\ubergang, dass das Frobeniuspolynom in zwei Faktoren von Grad eins und einen Faktor von Grad zwei zerf\allt. Der Faktor von Grad zwei ist dabei durch einen Koeffizienten $a_p$ eindeutig bestimmt. Durchl\auft nun $p$ die Menge aller Primzahlen, so erwarten wir aufgrund des Modularit\atssatzes, dass es eine Modulform von Gewicht vier gibt, deren Koeffizienten durch die Koeffizienten $a_p$ gegeben sind. Diese Erwartung hat sich durch unsere umfangreichen Rechnungen best\atigt. Dar\uberhinaus leiten wir weitere Formeln zur Bestimmung des Frobeniuspolynoms her, in welchen auch die nicht-holomorphen L\osungen der Gleichung $Pf=0$ in einer Umgebung der Null eine Rolle spielen.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Orthogonality relations for Chebyshev polynomials,

"C00-1469-0154."

Analog of Favard's Theorem for Polynomials Connected with Difference Equation of 4-th Order

Orthonormal polynomials on the real line {pn (λ)} n=0 ... ∞ satisfy the recurrent relation of the form: λn−1 pn−1 (λ) + αn pn (λ) + λn pn+1 (λ) = λpn (λ), n = 0, 1, 2, . . . , where λn > 0, αn ∈ R, n = 0, 1, . . . ; λ−1 = p−1 = 0, λ ∈ C. In this paper we study systems of polynomials {pn (λ)} n=0 ... ∞ which satisfy the equation: αn−2 pn−2 (λ) + βn−1 pn−1 (λ) + γn pn (λ) + βn pn+1 (λ) + αn pn+2 (λ) = λ2 pn (λ), n = 0, 1, 2, . . . , where αn > 0, βn ∈ C, γn ∈ R, n = 0, 1, 2, . . ., α−1 = α−2 = β−1 = 0, p−1 = p−2 = 0, p0 (λ) = 1, p1 (λ) = cλ + b, c > 0, b ∈ C, λ ∈ C. It is shown that they are orthonormal on the real and the imaginary axes in the complex plane ...

Lp extremal polynomials. Results and perspectives

2000 Mathematics Subject Classification: 30C40, 30D50, 30E10, 30E15, 42C05.

The statistics of refractive error maps : managing wavefront aberration analysis without Zernike polynomials

The refractive error of a human eye varies across the pupil and therefore may be treated as a random variable. The probability distribution of this random variable provides a means for assessing the main refractive properties of the eye without the necessity of traditional functional representation of wavefront aberrations. To demonstrate this approach, the statistical properties of refractive error maps are investigated. Closed-form expressions are derived for the probability density function (PDF) and its statistical moments for the general case of rotationally-symmetric aberrations. A closed-form expression for a PDF for a general non-rotationally symmetric wavefront aberration is difficult to derive. However, for specific cases, such as astigmatism, a closed-form expression of the PDF can be obtained. Further, interpretation of the distribution of the refractive error map as well as its moments is provided for a range of wavefront aberrations measured in real eyes. These are evaluated using a kernel density and sample moments estimators. It is concluded that the refractive error domain allows non-functional analysis of wavefront aberrations based on simple statistics in the form of its sample moments. Clinicians may find this approach to wavefront analysis easier to interpret due to the clinical familiarity and intuitive appeal of refractive error maps.

Describing ocular aberrations with wavefront vergence maps

A common optometric problem is to specify the eye’s ocular aberrations in terms of Zernike coefficients and to reduce that specification to a prescription for the optimum sphero-cylindrical correcting lens. The typical approach is first to reconstruct wavefront phase errors from measurements of wavefront slopes obtained by a wavefront aberrometer. This paper applies a new method to this clinical problem that does not require wavefront reconstruction. Instead, we base our analysis of axial wavefront vergence as inferred directly from wavefront slopes. The result is a wavefront vergence map that is similar to the axial power maps in corneal topography and hence has a potential to be favoured by clinicians. We use our new set of orthogonal Zernike slope polynomials to systematically analyse details of the vergence map analogous to Zernike analysis of wavefront maps. The result is a vector of slope coefficients that describe fundamental aberration components. Three different methods for reducing slope coefficients to a spherocylindrical prescription in power vector forms are compared and contrasted. When the original wavefront contains only second order aberrations, the vergence map is a function of meridian only and the power vectors from all three methods are identical. The differences in the methods begin to appear as we include higher order aberrations, in which case the wavefront vergence map is more complicated. Finally, we discuss the advantages and limitations of vergence map representation of ocular aberrations.

Zernike radial slope polynomials for wavefront reconstruction and refraction

Ophthalmic wavefront sensors typically measure wavefront slope, from which wavefront phase is reconstructed. We show that ophthalmic prescriptions (in power-vector format) can be obtained directly from slope measurements without wavefront reconstruction. This is achieved by fitting the measurement data with a new set of orthonormal basis functions called Zernike radial slope polynomials. Coefficients of this expansion can be used to specify the ophthalmic power vector using explicit formulas derived by a variety of methods. Zernike coefficients for wavefront error can be recovered from the coefficients of radial slope polynomials, thereby offering an alternative way to perform wavefront reconstruction.

Distributed orthogonal space-time block codes with adaptive diversity gain

In this paper we present a novel distributed coding protocol for multi-user cooperative networks. The proposed distributed coding protocol exploits the existing orthogonal space-time block codes to achieve higher diversity gain by repeating the code across time and space (available relay nodes). The achievable diversity gain depends on the number of relay nodes that can fully decode the signal from the source. These relay nodes then form space-time codes to cooperatively relay to the destination using number of time slots. However, the improved diversity gain is archived at the expense of the transmission rate. The design principles of the proposed space-time distributed code and the issues related to transmission rate and diversity trade off is discussed in detail. We show that the proposed distributed space-time coding protocol out performs existing distributed codes with a variable transmission rate.

Permutation polynomials of the form (xp −x +δ)s +L(x)

Recently, several classes of permutation polynomials of the form (x2 + x + δ)s + x over F2m have been discovered. They are related to Kloosterman sums. In this paper, the permutation behavior of polynomials of the form (xp − x + δ)s + L(x) over Fpm is investigated, where L(x) is a linearized polynomial with coefficients in Fp. Six classes of permutation polynomials on F2m are derived. Three classes of permutation polynomials over F3m are also presented.

Multiphase experiments with at least one later laboratory phase. I. orthogonal designs

The paper provides a systematic approach to designing the laboratory phase of a multiphase experiment, taking into account previous phases. General principles are outlined for experiments in which orthogonal designs can be employed. Multiphase experiments occur widely, although their multiphase nature is often not recognized. The need to randomize the material produced from the first phase in the laboratory phase is emphasized. Factor-allocation diagrams are used to depict the randomizations in a design and the use of skeleton analysis-of-variance (ANOVA) tables to evaluate their properties discussed. The methods are illustrated using a scenario and a case study. A basis for categorizing designs is suggested. This article has supplementary material online.

Revisiting Polya's summation techniques using a spreadsheet : from addition tables to Bernoulli polynomials

Recurrence relations in mathematics form a very powerful and compact way of looking at a wide range of relationships. Traditionally, the concept of recurrence has often been a difficult one for the secondary teacher to convey to students. Closely related to the powerful proof technique of mathematical induction, recurrences are able to capture many relationships in formulas much simpler than so-called direct or closed formulas. In computer science, recursive coding often has a similar compactness property, and, perhaps not surprisingly, suffers from similar problems in the classroom as recurrences: the students often find both the basic concepts and practicalities elusive. Using models designed to illuminate the relevant principles for the students, we offer a range of examples which use the modern spreadsheet environment to powerfully illustrate the great expressive and computational power of recurrences.

Ideal threshold schemes from orthogonal arrays

The work investigates the design of ideal threshold secret sharing in the context of cheating prevention. We showed that each orthogonal array is exactly a defining matrix of an ideal threshold scheme. To prevent cheating, defining matrices should be nonlinear so both the cheaters and honest participants have the same chance of guessing of the valid secret. The last part of the work shows how to construct nonlinear secret sharing based on orthogonal arrays.