G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE

We introduce a new notion of G-expectation-weighted Sobolev spaces, or in short, G-Sobolev spaces, and prove that a backward SDEs driven by G-Brownian motion are in fact path dependent PDEs in the corresponding Sobolev spaces under G-norms. For the linear case of G corresponding the classical Wiener probability space with Wiener measure P, we have established a 1-1 correspondence between BSDE and such new type of quasilinear PDE in the corresponding P-Sobolev space. When G is nonlinear, we also provide such 1-1 correspondence between a fully nonlinear PDE in the corresponding G-Sobolev space and BSDE driven by G-Brownian. Consequently, the existence and uniqueness of such type of fully nonlinear path-dependence PDE in G-Sobolev space have been obtained via a recent results of BSDE driven by G-Brownian motion.Comment: 22 page

Elliptic Fibrations with Rank Three Mordell-Weil Group: F-theory with U(1) x U(1) x U(1) Gauge Symmetry

We analyze general F-theory compactifications with U(1) x U(1) x U(1) Abelian gauge symmetry by constructing the general elliptically fibered Calabi-Yau manifolds with a rank three Mordell-Weil group of rational sections. The general elliptic fiber is shown to be a complete intersection of two non-generic quadrics in P^3 and resolved elliptic fibrations are obtained by embedding the fiber as the generic Calabi-Yau complete intersection into Bl_3 P^3, the blow-up of P^3 at three points. For a fixed base B, there are finitely many Calabi-Yau elliptic fibrations. Thus, F-theory compactifications on these Calabi-Yau manifolds are shown to be labeled by integral points in reflexive polytopes constructed from the nef-partition of Bl_3 P^3. We determine all 14 massless matter representations to six and four dimensions by an explicit study of the codimension two singularities of the elliptic fibration. We obtain three matter representations charged under all three U(1)-factors, most notably a tri-fundamental representation. The existence of these representations, which are not present in generic perturbative Type II compactifications, signifies an intriguing universal structure of codimension two singularities of the elliptic fibrations with higher rank Mordell-Weil groups. We also compute explicitly the corresponding 14 multiplicities of massless hypermultiplets of a six-dimensional F-theory compactification for a general base B.Comment: 48 pages, 1 figur