Birational geometry of O’Grady’s six dimensional example over the Donaldson–Uhlenbeck compactification

We determine the birational geometry of O’Grady’s six dimensional example over the Donaldson–Uhlenbeck compactification, by looking at the locus of non-locally-free sheaves on the relevant moduli space.     

The construction of numerically Calabi–Yau orders on projective surfaces

In this paper, we construct a vast collection of maximal numerically Calabi–Yau orders utilising a noncommutative analogue of the well-known commutative cyclic covering trick. Such orders play an integral role in the Mori program for orders on projective surfaces and although we know a substantial amount about them, there are relatively few known examples.     

Donaldson–Thomas invariants for complexes on abelian threefolds

Donaldson–Thomas invariants for moduli spaces M of perfect complexes on an abelian threefold X are usually zero. A better object is the quotient ${K=[M/X\times\widehat{X}]}$ of complexes modulo twist and translation. Roughly speaking, this amounts to fixing not only the determinant of the complexes in M, but also that of their Fourier–Mukai transform. We modify the standard perfect symmetric obstruction theory for perfect complexes to obtain a virtual fundamental class, giving rise to a DT-type invariant of the quotient K. It is insensitive to deformations of X, and respects derived equivalence. As illustrations we examine the case of Picard bundles and of Hilbert schemes of points.     

Intersection cohomology of the Uhlenbeck compactification of the Calogero–Moser space

We study the natural Gieseker and Uhlenbeck compactifications of the rational Calogero–Moser phase space. The Gieseker compactification is smooth and provides a small resolution of the Uhlenbeck compactification. We use the resolution to compute the stalks of the IC-sheaf of the Uhlenbeck compactification.     

Existence of Kähler–Einstein metrics and multiplier ideal sheaves on del Pezzo surfaces

We apply Nadel’s method of multiplier ideal sheaves to show that every complex del Pezzo surface of degree at most six whose automorphism group acts without fixed points has a Kähler–Einstein metric. In particular, all del Pezzo surfaces of degree 4, 5, or 6 and certain special del Pezzo surfaces of lower degree are shown to have a Kähler–Einstein metric. These existence statements are not new, but the proofs given in the present paper are less involved than earlier ones by Siu, Tian and Tian–Yau.     

L 2-theory for non-symmetric Ornstein–Uhlenbeck semigroups on domains

We prove that the mild solution of the stochastic evolution equation ${{d}X(t) = AX(t)\,{d}t + {d}W(t)}$ on a Banach space E has a continuous modification if the associated Ornstein–Uhlenbeck semigroup is analytic on L ² with respect to the invariant measure. This result is used to extend recent work of Da Prato and Lunardi for Ornstein–Uhlenbeck semigroups on domains ${\mathcal{O} \subseteq E}$ to the non-symmetric case. Denoting the generator of the Ornstein–Uhlenbeck semigroup by ${L_\mathcal{O}}$ , we obtain sufficient conditions in order that the domain of ${\sqrt{-L_\mathcal{O}}}$ be a first-order Sobolev space.     

Vanishing theorem for sheaves of microfunctions at the boundary on cr–manifolds

Let X be a complex analytic manifold. Consider S?M?Xreal analytic submonifolds with codium ^R _MS=1,and let ω be a connected component of MS. Let p∈S X_MT_M ^*X where T^* _Xdenotes the conormal bundle to M in X, and denote by ν(p) the complex radial Euler field at p. Denote by μ*(Ox) (for * = M, ω) the microlocalization of the sheaf of holomorphic functions along *.

Under the assumption dim^R(T_pT_M ^*X? ν(p)) = 1, a theorem of vanishing for the cohomology groups H^jμM(Ox)p is proved in [K-S 1, Prop. 11.3.1], j being related to the number of positive and negative eigenvalue for the Levi form of M.

Under the hypothesis dim^R(T_pT_S ^*X∩ν(p))=1, a similar result is proved here for the cohomology groups of the complex of microfunctions at the boundary μω(Ox).Stating this result in terms of regularity at the boundary for CR–hyperfunctions a local Bochner–type theorem is then obtained.     

Characteristic classes and Hilbert–Poincaré series for perverse sheaves on abelian varieties

The convolution powers of a perverse sheaf on an abelian variety define an interesting family of branched local systems whose geometry is still poorly understood. We show that the generating series for their generic rank is a rational function of a very simple shape and that a similar result holds for the symmetric convolution powers. We also give formulae for other Schur functors in terms of characteristic classes on the dual abelian variety, and as an example we discuss the case of Prym–Tjurin varieties.     

Hydrodynamic limit for interacting Ornstein–Uhlenbeck particles

We consider a system of interacting Ornstein–Uhlenbeck particles moving in a d-dimensional torus. The interaction between particles is given by a short-range superstable pair potential V. We prove that, in a diffusive scaling limit, the density of particles satisfies a non-linear partial differential equation. This generalizes to higher dimensions a result of Olla and Varadhan (cf. (Comm. Math. Phys. 125 (1993) 523)).     

Regularity for semigroups of Ornstein–Uhlenbeck processes

Under mild conditions on the characteristic exponent or the symbol of Lévy process, we derive explicit estimates for L ^p (dx) → L ^q (dx) (1 ≤ p ≤ q ≤ ∞) norms of semigroups and their gradients of the associated Lévy driven Ornstein–Uhlenbeck process. Our result efficiently applies to the class of Lévy driven Ornstein–Uhlenbeck processes, where the asymptotic behaviour near infinity for the symbol of Lévy process is known.     

Hypercontractivity for a quantum Ornstein–Uhlenbeck semigroup

We prove hypercontractivity for a quantum Ornstein–Uhlenbeck semigroup on the entire algebra of bounded operators on a separable Hilbert space h. We exploit the particular structure of the spectrum together with hypercontractivity of the corresponding birth and death process and a proper decomposition of the domain. Then we deduce a logarithmic Sobolev inequality for the semigroup and gain an elementary estimate of the best constant.     

Ornstein–Uhlenbeck process,Cauchy process,and Ornstein–Uhlenbeck–Cauchy process on a circle

By a simple mathematical method, we obtain the transition probability density functions of the Ornstein–Uhlenbeck process, Cauchy process, and Ornstein–Uhlenbeck–Cauchy process on a circle.     

Quadratic cone cutting surfaces for quadratic programs with on–off constraints

We study the convex hull of a set arising as a relaxation of difficult convex mixed integer quadratic programs (MIQP). We characterize the extreme points of the convex hull of the set and the extreme points of its continuous relaxation. We derive four quadratic cutting surfaces that improve the strength of the continuous relaxation. Each of the cutting surfaces is second-order-cone representable. Via a shooting experiment, we provide empirical evidence as to the importance of each inequality type in improving the relaxation. Computational results that employ the new cutting surfaces to strengthen the relaxation for MIQPs arising from portfolio optimization applications are promising.     

Hele–Shaw flow on hyperbolic surfaces

Consider a complete simply connected hyperbolic surface. The classical Hadamard theorem asserts that at each point of the surface, the exponential mapping from the tangent plane to the surface defines a global diffeomorphism. This can be interpreted as a statement relating the metric flow on the tangent plane with that of the surface. We find an analogue of Hadamard's theorem with metric flow replaced by Hele–Shaw flow, which models the injection of (two-dimensional) fluid into the surface. The Hele–Shaw flow domains are characterized implicitly by a mean value property on harmonic functions.     

Fourier–Mukai transform on abelian surfaces

We study moduli spaces of stable sheaves on abelian surfaces whose Mukai vectors are related by a cohomological Fourier-Mukai transform. We show that there is a Fourier-Mukai transform inducing a birational map between them.     

Newton–Okounkov bodies on projective bundles over curves

Mathematische Zeitschrift - In this article, we study Newton–Okounkov bodies on projective vector bundles over curves. Inspired by Wolfe’s estimates used to compute the volume function...     

Large deviations for squared radial Ornstein–Uhlenbeck processes

In this paper, we state a large deviation principle (LDP) and sharp LDP for maximum likelihood estimators of drift coefficients of generalized squared radial Ornstein–Uhlenbeck processes. For that purpose, we present an LDP in a class of non-steep cases, where the Gärtner–Ellis theorem cannot be applied.     

Higher-order Riesz operators for the Ornstein–Uhlenbeck Semigroup

We prove that the second-order Riesz transforms associated to the Ornstein–Uhlenbeck semigroup are weak type (1,1) with respect to the Gaussian measure in finite dimension. We also show that they are given by a principal value integral plus a constant multiple of the identity. For the Riesz transforms of order three or higher, we present a counterexample showing that the weak type (1,1) estimate fails.