arXiv research

Survey shows degenerate elliptic equations have analytic properties despite low regularity.

Ancient solutions to heat equations on graphs are shown to be analytic in time.

Ancient solutions of heat equation with exponential growth are analytic in time.

Real analytic solutions found for special Lagrangian equation.

Paper presents an analytical solution to Merton Garman model using symmetries.

Paper finds analytical solution for portfolio selection under worst-case model risk.

Analyzing static solutions in Finsler gravity, extending known results.

Analytical solution found for a three-layer network with a specific activation function.

Proves time analyticity for heat and Navier-Stokes equations without decaying conditions.

Using Maple, we compute some analytical solutions of a modified Black-Scholes equation, recently proposed, in the case of the European put option. We show that the modified Black-Scholes equation with the European put option is exactly solvable in terms of associated Laguerre polynomials. We make some numerical experim…

This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of the non-analytic solution, this paper obtains the transition probability density function of the random variable that i…

Analytic Euler fields on non-torus bundles have periodic orbits.

Analytic solutions found for a financial market model with traders.

It is a theorem of S. Bando that if $g(t)$ is a solution to the Ricci flow on a compact manifold $M$, then $(M, g(t))$ is real-analytic for each $t >0$. In this note, we extend his result to smooth solutions on open domains $U\subset M$.

It is shown that the Kerr-Newman solution, representing charged and rotating stationary black holes, admits analytic extension at the singularity. This extension is obtained by using new coordinates, in which the metric tensor becomes smooth on the singularity ring. On the singularity, the metric is degenerale - its de…

Intelligent transportation systems (ITSs) will be a major component of tomorrow's smart cities. However, realizing the true potential of ITSs requires ultra-low latency and reliable data analytics solutions that can combine, in real-time, a heterogeneous mix of data stemming from the ITS network and its environment. Su…

Real analyticity proved for modified Laplacian coflow solutions.

It is the purpose of this article to establish a technical tool to study regularity of solutions to parabolic equations on manifolds. As applications of this technique, we prove that solutions to the Ricci-DeTurck flow, the surface diffusion flow and the mean curvature flow enjoy joint analyticity in time and space, an…

We obtain stability estimates and derive analytic expansions for local solutions of multi-dimensional quadratic BSDEs. We apply these results to a financial model where the prices of risky assets are quoted by a representative dealer in such a way that it is optimal to meet an exogenous demand. We show that the prices …

Analyzes solutions to non-elliptic equations on bounded domains.

This paper compares analytical and numerical solutions of the Black-Scholes model.

Analyzes wage-price spiral and stagflation dynamics in economic models.

Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.

Finite energy solutions classified for Seiberg-Witten equations on complex plane and Riemann surface.

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

In this paper, we prove that if $g(t)$ is a smooth, complete solution to the Ricci flow of uniformly bounded curvature on $M\times[0, Ω]$, then the correspondence $t\mapsto g(t)$ is real-analytic at each $t_0\in (0, Ω)$. The analyticity is a consequence of classical Bernstein-type estimates on the temporal and spatial …

Modified perturbation method removes non-smoothness in solving Black-Scholes equations.

Let $\mathcal{M}_1$ denote the space of solutions $z(x,y)$ to an elliptic, real analytic Monge-Ampère equation ${\rm det} (D^2 z)=\varphi(x,y,z,Dz)>0$ whose graphs have a non-removable isolated singularity at the origin. We prove that $\mathcal{M}_1$ is in one-to-one correspondence with $\mathcal{M}_2\times Z_2$, where…

Stochastic VB improves nonlinear model inference speed and accuracy.

The systems of complex analytic second order ordinary differential equations whose solutions close up to become rational curves (after analytic continuation) are characterized by the vanishing of an explicit differential invariant, and turn out to provide an infinite dimensional family of integrable systems.

Sharp time analyticity proved for heat equation on Ricci solitons.

We propose a geometric setup to study analytic aspects of a variant of the super symmetric two-dimensional nonlinear sigma model. This functional extends the functional of Dirac-harmonic maps by gravitino fields. The system of Euler--Lagrange equations of the two-dimensional nonlinear sigma model with gravitino is calc…

Semi-analytical approach for optimal wealth management contributions.

We show that for any $δ\in [0,1)$ there exists a homogeneous order $2-δ$ analytic outside zero solution to a uniformly elliptic Hessian equation in R^5.

In this survey paper we discuss recent advances on short interest rate models which can be formulated in terms of a stochastic differential equation for the instantaneous interest rate (also called short rate) or a system of such equations in case the short rate is assumed to depend also on other stochastic factors. Ou…

Proves solution uniqueness for biomembrane shape prediction.

We show the existence of a global unique and analytic solution for the mean curvature flow, the surface diffusion flow and the Willmore flow of entire graphs for Lipschitz initial data with small Lipschitz norm. We also show the existence of a global unique and analytic solution to the Ricci-DeTurck flow on euclidean s…

Let $\varphi(t), t\in [0,T]$ be a smooth solution to the Laplacian flow for closed G_2 structures on a compact 7-manifold $M$. We show that for each fixed positive time $t\in (0,T]$, $(M,\varphi(t),g(t))$ is real analytic, where $g(t)$ is the metric induced by $\varphi(t)$. Consequently, any Laplacian soliton is real a…

We construct some explicit quasihomogeneous algebraic solutions to the associativity (WDVV) equations by using analytical methods of the finite gap integration theory. These solutions are expanded in the uniform way to non-semisimple Frobenius manifolds.

Proves uniqueness of certain spacetime solutions with extremal horizons.

In arXiv:0805.2192, we set up a gauge-theoretic equation on symplectic 6-manifolds, which is a version of the Hermitian-Einstein equation perturbed by Higgs fields, and call Donaldson-Thomas equation, to analytically approach the Donaldson-Thomas invariants. In this article, we consider the equation on compact Kähler t…

We develop analytical methods for nonlinear Dirac equations. Examples of such equations include Dirac-harmonic maps with curvature term and the equations describing the generalized Weierstrass representation of surfaces in three-manifolds. We provide the key analytical steps, i.e., small energy regularity and removable…

Paper explores non-uniqueness and uniqueness class for wave equations on graphs.

Neural networks learn modular arithmetic but not all, extending known solutions to generalize.

Study proves convergence of quantized geodesics to Mabuchi geodesics.

The calibration of a local volatility models to a given set of option prices is a classical problem of mathematical finance. It was considered in multiple papers where various solutions were proposed. In this paper an extension of the approach proposed in LiptonSepp2011 is developed by i) replacing a piecewise constant…

SAFLe solves federated learning's trade-off between non-linearity and scalability.

An analytic solution for asset allocation with Laplace distribution.