Double ramification cycles and integrable hierarchies

A Buryak - Communications in Mathematical Physics, 2015 - Springer
In this paper we present a new construction of a hamiltonian hierarchy associated to a
cohomological field theory. We conjecture that in the semisimple case our hierarchy is …

Correlation functions of the KdV hierarchy and applications to intersection numbers over M¯ g, n

M Bertola, B Dubrovin, D Yang - Physica D: Nonlinear Phenomena, 2016 - Elsevier
We derive an explicit generating function of correlation functions of an arbitrary tau-function
of the KdV hierarchy. In particular applications, our formulation gives closed formulæ of a …

Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions

TR Bielecki, I Cialenco, H Liu - Stochastic Models, 2024 - Taylor & Francis
The aim of this work is to study risk measures generated by distortion functions in a dynamic
discrete time setup and to investigate the corresponding dynamic coherent acceptability …

[HTML][HTML] Hodge integrals and tau-symmetric integrable hierarchies of Hamiltonian evolutionary PDEs

B Dubrovin, SQ Liu, D Yang, Y Zhang - Advances in Mathematics, 2016 - Elsevier
For an arbitrary semisimple Frobenius manifold we construct Hodge integrable hierarchy of
Hamiltonian partial differential equations. In the particular case of quantum cohomology the …

Deep-water and shallow-water limits of statistical equilibria for the intermediate long wave equation

A Chapouto, G Li, T Oh - arXiv preprint arXiv:2409.06905, 2024 - arxiv.org
We study the construction of invariant measures associated with higher order conservation
laws of the intermediate long wave equation (ILW) and their convergence properties in the …

Six-dimensional supersymmetric gauge theories, quantum cohomology of instanton moduli spaces and gl (N) Quantum Intermediate Long Wave Hydrodynamics

G Bonelli, A Sciarappa, A Tanzini, P Vasko - Journal of High Energy …, 2014 - Springer
A bstract We show that the exact partition function of U (N) six-dimensional gauge theory
with eight supercharges on ℂ 2× S 2 provides the quantization of the integrable system of …

Hodge–GUE correspondence and the discrete KdV equation

B Dubrovin, SQ Liu, D Yang, Y Zhang - Communications in Mathematical …, 2020 - Springer
We prove the conjectural relationship recently proposed in Dubrovin and Yang (Commun
Number Theory Phys 11: 311–336, 2017) between certain special cubic Hodge integrals of …

Enumerative geometry, tau-functions and Heisenberg–Virasoro algebra

A Alexandrov - Communications in Mathematical Physics, 2015 - Springer
In this paper we establish relations between three enumerative geometry tau-functions,
namely the Kontsevich–Witten, Hurwitz and Hodge tau-functions. The relations allow us to …

Recursion relations for double ramification hierarchies

A Buryak, P Rossi - Communications in Mathematical Physics, 2016 - Springer
In this paper we study various properties of the double ramification hierarchy, an integrable
hierarchy of hamiltonian PDEs introduced in Buryak (CommunMath Phys 336 (3): 1085 …

Extended r-spin theory in all genera and the discrete KdV hierarchy

A Buryak, P Rossi - Advances in Mathematics, 2021 - Elsevier
In this paper we construct a family of cohomology classes on the moduli space of stable
curves generalizing Witten's r-spin classes. They are parameterized by a phase space which …