arXiv research

Degenerate solutions found in 2D H-system bubbles with higher degrees.

New insights on solutions to Allen-Cahn equation with degenerate minimal hypersurfaces.

W. Rump showed that there exists a one-to-one correspondence between involutive right non-degenerate solutions of the Yang-Baxter equation and Rump right quasigroups. J. S. Carter, M. Elhamdadi, and M. Saito, meanwhile, introduced a homology theory of set-theoretic solutions of the Yang-Baxter equation in order to defi…

Paper proves smoothness of solutions to a complex geometric problem.

Solves a specific Dirichlet problem on Riemannian manifolds.

By a classical result, solutions of analytic elliptic PDEs, like the Laplace equation, are analytic. In many instances, the properties that come from being analytic are more important than analyticity itself. Many important equations are degenerate elliptic and solutions have much lower regularity. Still, one may hope …

We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of solutions up to the portion of the boundary where the operator is degenerate. Degenerat…

We establish higher-order weighted Sobolev and Holder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-elliptic operator arising in mathematical finance. Furthermore, given $C^\infty$-smooth data, we prove $C^\infty$-regularity of solutions up t…

Study on solutions of Yamabe-type equations on projective spaces.

Surveying stability of klt singularities with new solutions.

In this paper, we consider affine self-similar solutions for the affine curve shortening flow in the Euclidean plane. We obtain the equations of all affine self-similar solutions up to affine transformations and solve the equations or give descriptions of the solutions for the degenerate case. Some new special solution…

Study shows solutions to degenerate elliptic equations blow up at the boundary.

We study a constrained optimal control problem with possibly degenerate coefficients arising in models of optimal portfolio liquidation under market impact. The coefficients can be random in which case the value function is described by a degenerate backward stochastic partial differential equation (BSPDE) with singula…

Let $(X,ω)$ be an $n$-dimensional compact Kähler manifold. We study degenerate complex Hessian equations of the form $(ω+dd^c\varphi)^m\wedge ω^{n-m}=F(x,\varphi)ω^n.$ Under some natural conditions on $F$, this equation has a unique continuous solution. When $(X,ω)$ is rational homogeneous we further show that the solu…

We develop an alternative approach to Degenerate complex Monge-Ampère equations on compact Kähler manifolds based on the concept of viscosity solutions and compare systematically viscosity concepts with pluripotential theoretic ones. We generalize to the Kähler case a theorem due to Dinew and Zhang in the projective ca…

We give a generalization of a theorem of Bôcher for the Laplace equation to a class of conformally invariant fully nonlinear degenerate elliptic equations. We also prove a Harnack inequality for locally Lipschitz viscosity solutions and a classification of continuous radially symmetric viscosity solutions.

We study Yamabe metrics, and the moduli space of Yamabe metrics, on an arbitrary closed 3-manifold M. The main focus is on the boundary behavior of the moduli space, i.e. the behavior of degenerating sequences of unit volume Yamabe metrics on M. It is proved that such degenerations, when non-trivial in a certain sense,…

Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that th…

Studying the (long-term) behavior of the Kähler-Ricci flow on mildly singular varieties, one is naturally lead to study weak solutions of degenerate parabolic complex Monge-Ampére equations. The purpose of this article, the second of a series on this subject, is to develop a viscosity theory for degenerate complex Mong…

This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative properties of solutions of such equations. The generalized solvability for such …

In earlier work, we derived formal matched asymptotic profiles for families of Ricci flow solutions developing Type-II degenerate neckpinches. In the present work, we prove that there do exist Ricci flow solutions that develop singularities modeled on each such profile. In particular, we show that for each positive int…

Study degenerate solutions on product of spheres using bifurcation theory.

Paper proves linearity of solutions to degenerate elliptic equations in 3D.

We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron method. The elliptic operators considered have a degeneracy along a portion of the do…

Smooth solutions up to evolving free boundaries for degenerate equations.

We consider the question of whether solutions of variants of Teichmüller harmonic map flow from surfaces $M$ to general targets can degenerate in finite time. For the original flow from closed surfaces of genus at least $2$, as well as the flow from cylinders, we prove that such a finite-time degeneration must occur in…

We prove conjectures of Rene Thom and Vladimir Arnold for C^2 solutions to the degenerate elliptic equation that is the level set equation for motion by mean curvature. We believe these results are the first instances of a general principle: Solutions of many degenerate equations behave as if they are analytic, even wh…

Non-unique option pricing in Heston model analyzed mathematically.

Study on positive solutions of Yamabe-type equation on spheres.

The paper proves Hölder continuity for solutions of degenerate parabolic equations in any dimension.

We study a generalization of constant Gauss curvature -1 surfaces in Euclidean 3-space, based on Lorentzian harmonic maps, that we call pseudospherical frontals. We analyze the singularities of these surfaces, dividing them into those of characteristic and non-characteristic type. We give methods for constructing all n…

We discuss contact invariant structures on the space of solutions of a third-order ordinary differential equation. Associated to any third-order differential equation modulo contact transformations, Chern introduced a degenerate conformal Lorentzian metric on the space of 2-jets of functions of one variable. When the W…

We show that in any spacetime dimension $D\ge 4$, degenerate components of the event horizon do not exist in static vacuum configurations with positive cosmological constant. We also show that without a cosmological constant asymptotically flat solutions cannot possess a degenerate horizon component. Several independen…

In this paper we study a general framework of American put option with stochastic volatility whose value function is associated with a 2-dimensional parabolic variational inequality with degenerate boundaries. We apply PDE methods to analyze the existences of the strong solution and the properties of the 2-dimensional …

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions based on the representation theorem are suggested. In addition to problems with a st…

We prove existence, uniqueness and convergence of solutions of the degenerate J-flow on Kahler surfaces. As an application, we establish the properness of the Mabuchi energy for Kahler classes in a certain subcone of the Kahler cone on minimal surfaces of general type.

Researchers create solutions for naked singularities in Einstein vacuum equations.

In this paper we explore the connection between special degenerations of algebraic manifolds and geodesics in the space of Kahler metrics. We provide a new and general geometric construction of nontrivial solutions for the geodesic equation. We show how to associate to any special nontrivial degeneration a geodesic of …

The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this p…

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally Hölder continuous with exponent $δ\in (0, 1]$, the stochastic solution, which represents the price of a European option, is show…

Solves complex Monge-Ampère equations on Kähler manifolds.

We consider the Cauchy problem for doubly non-linear degenerate parabolic equations on Riemannian manifolds of infinite volume, or in $\R^N$. The equation contains a weight function as a capacitary coefficient which we assume to decay at infinity. We connect the behavior of non-negative solutions to the interplay betwe…

The paper finds geodesics in Kähler potentials with no degeneration.

Compactness theory for biharmonic maps on degenerating Einstein manifolds.

We note that the Bogomolny equation for abelian vortices is precisely the condition for invariance of the Hermitian-Einstein equation under a degenerate conformal transformation. This leads to a natural interpretation of vortices as degenerate hermitian metrics that satisfy a certain curvature equation. Using this view…

We prove the existence and uniqueness of the solutions of some very general type of degenerate complex Monge-Ampère equations. This type of equations is precisely what is needed in order to construct Kähler-Einstein metrics over irreducible singular Kähler spaces with ample or trivial canonical sheaf and singular Kähle…

We study families of complex Monge-Ampère equations, focusing on the case where the cohomology classes degenerate to a non big class. We establish uniform a priori $L^{\infty}$-estimates for the normalized solutions, generalizing the recent work of S. Kolodziej and G. Tian. This has interesting consequences in the stud…

Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, …