arXiv research

Abstract: From complex financial models to simpler Hamilton-Jacobi equations.

Proves estimates for Kähler-Ricci flow solutions.

The paper extends Li-Yau-Hamilton estimates to evolving Kähler metrics and nonlinear heat equations.

In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem $u_t-Δu=au\log u, \ \ u>0$ on the compact Riemannian manifold $(M,g)$ of dimension $n$ and with non-negative (Bakry-Emery)-Ricci curvature. Here…

The Hamilton-Jacobi equation for a Hamiltonian section on a Lie affgebroid is introduced and some examples are discussed.

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

Study solves optimal portfolio selection using HJB equation.

Study on singularities of solutions to Hamilton-Jacobi equations on manifolds.

Generalizes Newton's Second Law for field theory.

Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its own. Moreover, the construction of several symplectic integrators rely on approxim…

Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.

Improved heat equation estimates without gradient curvature assumption.

In this paper, by employ the cutoff function and the maximum principle, some Hamilton-Souplet-Zhang type gradient estimates for porous medium type equation are deduced. As a special case, an Hamilton-Souplet-Zhang type gradient estimates of the heat equation is derived which is different from the result of Souplet-Zhan…

Reduces Hamilton-Jacobi theory for nonholonomic systems with symmetries.

We study the fast diffusion equation (FDE) with a linear forcing term under the Ricci flow on complete manifolds with bounded curvature and nonnegative curvature operator. We prove Aronson-Bénilan and Li-Yau-Hamilton type differential Harnack estimates for positive solutions of the FDE. In addition, we use similar meth…

Study magnetic Hamiltonian systems with constraints, deriving Hamilton-Jacobi equations.

Paper proves estimates for heat and conjugate heat equations under Ricci flow, leading to monotonicity of parabolic frequencies.

The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.

We derive an interpolation version of constrained matrix Li-Yau-Hamilton estimate on Kähler manifolds. As a result, we first get a constrained matrix Li-Yau-Hamilton estimate for heat equation on a Kähler manifold with fixed Kähler metric. Secondly, we get a corresponding estimate for forward conjugate heat equation on…

Deep neural nets approximate high-dimensional HJB equations efficiently.

Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field theoretic version of the geometric Hamilton-Jacobi theory.

Hamilton flows on Kähler manifold for which all trajectories are $H$-planar curves (complex analog of geodesics) are considered. These flows are called $H$-planar. The equation which has to obey the Hamiltonian of $H$-planar Hamilton flow is received and the method of finding general solution of this equation is propos…

The article derives gradient estimations for semilinear equations on geometric flows.

Study on Tukey depth in machine learning using Hamilton-Jacobi equations.

Paper uses second-order differential geometry to study stochastic mechanics.

We establish some perturbed minimization principles, and we develop a theory of subdifferential calculus, for functions defined on Riemannian manifolds. Then we apply these results to show existence and uniqueness of viscosity solutions to Hamilton-Jacobi equations defined on Riemannian manifolds.

Minimax solutions are weak solutions to Cauchy problems involving Hamilton--Jacobi equations, constructed from generating families quadratic at infinity of their geometric solutions. We give a complete description of minimax solutions and we classify their generic singularities of codimension not greater than 2.

We proved a matrix Li-Yau-Hamilton type gradient estimates for the positive solutin of the heat equation on complete Kaehler manifolds with nonnegative bisectional curvature. As a consequence we obtain a comparison theorem for the distance function under this curvature assumption.

Model quantifies uncertainty's impact on European option prices.

New theory extends Hamilton-Jacobi for contact systems, ensuring integrability.

In a former paper we proposed a model for the quantization of gravity by working in a bundle $E$ where we realized the Hamilton constraint as the Wheeler-DeWitt equation. However, the corresponding operator only acts in the fibers and not in the base space. Therefore, we now discard the Wheeler-DeWitt equation and expr…

In this paper, we consider gradient estimates for two type of nonlinear parabolic equations under the Ricci flow: one is the equation $u_t=Δu+au\log u+bu$ with $a,b$ two real constants, the other is $u_t=Δu+λu^α$ with $λ,α$ two real constants. By a suitable scaling for the above two equations, we obtain Hamilton-So…

The paper proves the existence of isotropic complete solutions for generalized Hamilton-Jacobi equations.

The paper pursues two connected goals. Firstly, we establish the Li-Yau-Hamilton estimate for the heat equation on a manifold $M$ with nonempty boundary. Results of this kind are typically used to prove monotonicity formulas related to geometric flows. Secondly, we establish bounds for a solution $\nabla(t)$ of the Yan…

Paper proves inequality for Green function on Kähler manifolds.

Paper solves investment strategy optimization with deep learning.

The concept of subdifferentiability is studied in the context of $C^1$ Finsler manifolds (modeled on a Banach space with a Lipschitz $C^1$ bump function). A class of Hamilton-Jacobi equations defined on $C^1$ Finsler manifolds is studied and several results related to the existence and uniqueness of viscosity solutions…

The aim of this paper is to construct and analyze solutions to a class of Hamilton-Jacobi-Bellman equations with range bounds on the optimal response variable. Using the Riccati transformation we derive and analyze a fully nonlinear parabolic partial differential equation for the optimal response function. We construct…

In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…

Develops Hamilton-Jacobi theory for non-conservative field theories in k-contact geometry.

Paper introduces stochastic HJB on Jacobi structures.

We consider a semilinear parabolic degenerated Hamilton-Jacobi-Bellman (HJB) equation with singularity which is related to a stochastic control problem with fuel constraint. The fuel constraint translates into a singular initial condition for the HJB equation. We first propose a transformation based on a change of vari…

The paper accelerates gradient flows on probability distributions using optimal control theory.

In this paper, we give precisely the geometric constraint conditions of canonical symplectic form and regular reduced symplectic forms for the dynamical vector fields of a regular controlled Hamiltonian (RCH) system and its regular reduced systems, which are called the Type I and Type II of Hamilton-Jacobi equations. A…

Optimizes heat equation estimates on noncompact manifolds.

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear Hamilton-Jacobi-Bellman equation can be transformed into a quasi-linear paraboli…

We establish a one-parameter family of Harnack inequalities connecting the constrained trace Li-Yau differential Harnack inequality for a nonlinear parabolic equation to the constrained trace Chow-Hamilton Harnack inequality for this nonlinear equation with respect to evolving metrics related to Ricci flow on a 2-dimen…

The paper solves a complex financial optimization problem using a novel mathematical technique.