SearcharxivSearch

arXiv subjects

Bram Brongers

Publications and source records attributed to Bram Brongers.

2 recordsLinked to original sources

Chain-level decoupling of the physical heterotic $G_2$ deformation complex at the standard embedding

The physical deformation complex of heterotic $G_2$ compactifications couples instanton deformations to geometric fields and their first-order $α'$ corrections. We give an explicit chain-level decoupling of its first-order coefficient complex at the minimal standard embedding, where the gauge bundle is the tangent bundle, the gauge connection is the Levi--Civita connection, and the background $G_2$ structure is torsion-free. The first Atiyah coupling is null-homotopic through a skew covariant derivative extending the induced connection variation. A second homotopy, given by the covariant codifferential of the skew part of an endomorphism-valued cochain, removes the coupling from the bundle sector to the geometric sector. The residual geometric curvature term cancels against the contribution of the first transformation. These identities hold on arbitrary cochains in every canonical degree and yield mutually inverse differential-operator chain maps. Consequently, the cohomology decomposes into instanton and geometric coefficient cohomologies in all degrees. The argument requires only $\mathrm{Hol}(g)\subseteq G_2$. To our knowledge, no previous explicit all-degree splitting removes the internal gauge and geometric couplings of this physically reduced standard-embedding coefficient complex.

math.DG

Improving Swaption Calibration in Factor HJM Stochastic Volatility Models: A First-Order Correction to Frozen Swap-Rate Loadings

The factor HJM stochastic volatility model introduced by Sepp and Rakhmonov (2025) obtains tractable swaption pricing by freezing the nonlinear swap-rate loading along a deterministic expected-state path. This removes the dependence of conditional swap-rate variance on the current yield-curve state. We introduce a first-order Taylor correction to the loading that adds no calibration parameters. Conditional on retaining the frozen annuity-measure drift, we show that the first variation of the swap-rate transform is affine in the centered rate states and reduces to one-dimensional equations in volatility. For quadratic-drift lognormal stochastic volatility, these equations yield a finite-dimensional ODE representation and a direct log-volatility formulation. Calibrations to independently generated nonlinear-model prices show substantially lower stochastic volatility parameter bias and held-out pricing error, with only modest changes in local calibration identifiability.

q-fin.CP