arXiv research

Paper solves local well-posedness for Schrödinger flow into sphere with natural boundary conditions.

The commuting vector fields approach, devised for strichartz estimates in [13], was developed for proving the local well-posedness in the Sobolev spaces $H^s$ with $s>2+\frac{2-\sqrt{3}}{2}$ for general quasi-linear wave equation in ${\mathbb R}^{1+3}$ by Klainerman and Rodnianski. Via this approach they obtained the l…

This paper establish the local (or global, resp.) well-posedness of the heat flow of biharmonic maps from $R^n$ to a compact Riemannian manifold without boundary with small local BMO (or BMO, resp.) norms.

We establish both local and global well-posedness for the heat flow of polyharmonic maps from $R^n$ to a compact Riemannian manifold without boundary for initial data with small BMO norms.

(Working Paper) Using a purely probabilistic argument, we prove the global well-posedness of multidimensional superquadratic backward stochastic differential equations (BSDEs) without Markovian assumption. The key technique is the interplay between the local well-posedness of fully coupled path-dependent forward backwa…

Proves well-posedness for Einstein equations with specific boundary data.

We study the question of well-posedness of the Cauchy problem for Schrödinger maps from $\rone \times \rtwo$ to the sphere $\stwo$ or to ${\mathbb H^2}$, the hyperbolic space. The idea is to choose an appropriate gauge change so that the derivatives of the map will satisfy a certain nonlinear Schrödinger system of equa…

We consider the Dirac operator on globally hyperbolic manifolds with timelike boundary and show well-posedness of the Cauchy initial-boundary value problem coupled to MIT-boundary conditions. This is achieved by transforming the problem locally into a symmetric positive hyperbolic system, proving existence and uniquene…

This paper includes a proof of well-posedness of an initial-boundary value problem involving a system of degenerate non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model. In a semi-Markov modulated GBM model the locally risk minimizing price function satisfies a…

The paper proves well-posedness of nonlocal PDEs related to stochastic control problems.

In this article we study the class of right-invariant, fractional order Sobolev-type metrics on groups of diffeomorphisms of a compact manifold M. Our main result concerns well-posedness properties for the corresponding Euler-Arnold equations, also called the EPDiff equations, which are of importance in mathematical ph…

We survey recent work on local well-posedness results for parabolic equations and systems with rough initial data.

Introduces conformal Bach flow and proves its well-posedness and backward uniqueness.

Proves well-posedness for Einstein equations with specific boundary conditions.

Local well-posedness proved for Bartnik static extension near Schwarzschild spheres.

Proves existence and uniqueness of calibrated LSV model.

Model strategic interactions between market makers and traders to optimize execution.

Developed a new symmetric hyperbolic formulation for Einstein-Yang-Mills system.

We prove local well-posedness of the Schrödinger flow from $R^n$ into a compact K\{"a}hler manifold $N$ with initial data in $H^{s+1}(R^n, N)$ for $s\geq n/2+4$.

Proof of local well-posedness for a specific boundary condition in general relativity.

We study a geometric flow where the motion of a set is driven by the mean curvature of its boundary and the normal derivative of its capacity potential. We establish local well-posedness and propose two possible weak formulations that exist after singularities.

Combines geometric hydrodynamics with magnetic systems to derive new equations and prove well-posedness.

We analyse the definition of quasi-local energy in GR based on a Hamiltonian analysis of the Einstein-Hilbert action initiated by Brown-York. The role of the constraint equations, in particular the Hamiltonian constraint on the timelike boundary, neglected in previous studies, is emphasized here. We argue that a consis…

Given a compact manifold $M$ and a Riemannian manifold $N$ of bounded geometry, we consider the manifold ${\rm Imm} (M,N)$ of immersions from $M$ to $N$ and its subset ${\rm Imm}_μ(M,N)$ of those immersions with the property that the volume-form of the pull-back metric equals $μ$. We first show that the non-minimal ele…

Extends static vacuum metrics with specific boundary conditions.

Study proves well-posedness and scattering for wave equations on hyperbolic spaces with singular data.

We solve Bartnik's stationary extension problem near Schwarzschild spheres.

Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.

We consider stochastic versions of Euler--Arnold equations using the infinite-dimensional geometric approach as pioneered by Ebin and Marsden. For the Euler equation on a compact manifold (possibly with smooth boundary) we establish local existence and uniqueness of a strong solution (in the stochastic sense) in spaces…

Gradient flow on diffeomorphisms for image registration, with well-posedness proven.

Study on well-posedness of vacuum Einstein equations with specific boundary conditions.

The subject of this article is the introduction of a new concept of well-posedness of Bayesian inverse problems. The conventional concept of (Lipschitz, Hellinger) well-posedness in [Stuart 2010, Acta Numerica 19, pp. 451-559] is difficult to verify in practice and may be inappropriate in some contexts. Our concept sim…

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

In this paper, we study the well-posedness of boundary value problems for a special class of degenerate elliptic equations coming from geometry. Such problems is intimately tied to rigidity problem arising in infinitesimal isometric deformation, The characteristic form of this class of equations is changing its signs i…

Proves well-posedness of gradient solitons on bundle gerbe.

We consider an integro-differential equation derived from a system of coupled parabolic PDE and an ODE which describes an European option pricing with liquidity shocks. We study the well-posedness and prove comparison principle for the corresponding initial value problem.

We prove the local-in-time well-posedness for the solution of the compressible Euler equations in $3$-D, for the Cauchy data of the velocity, density and vorticity $(v,\varrho, \fw) \in H^s\times H^s\times H^{s'}$, $2<s'<s$. The classical local well-posedness result for the compressible Euler equations in $3$-D holds f…

Proves well-posedness for hard phase model in general relativity.

We establish the global well-posedness of the initial value problem for the Schrodinger map flow for maps from the real line into Kahler manifolds and for maps from the circle into Riemann surfaces. This partially resolves a conjecture of W.-Y. Ding.

Many models in mathematical physics are given as non-linear partial differential equation of hydrodynamic type; the incompressible Euler, KdV, and Camassa--Holm equations are well-studied examples.A beautiful approach to well-posedness is to go from the Eulerian to a Lagrangian description.Geometrically it corresponds …

Novikov equation symmetries, solutions, and pseudo-spherical surfaces studied.

Novel framework for portfolio selection considering utility and risk.

In this paper, we consider very rough solutions to Cauchy problem for the Einstein vacuum equations in CMC spacial harmonic gauge, and obtain the local well-posedness result in $H^s, s>2$. The novelty of our approach lies in that, without resorting to the standard paradifferential regularization over the rough, Einstei…

Gradient flow of curve length on Sobolev metrics preserves convexity.

We show for a certain class of operators $A$ and holomorphic functions $f$ that the functional calculus $A\mapsto f(A)$ is holomorphic. Using this result we are able to prove that fractional Laplacians $(1+Δ^g)^p$ depend real analytically on the metric $g$ in suitable Sobolev topologies. As an application we obtain loc…

We investigate the well-posedness of (i) the heat flow of harmonic maps from $R^n$ to a compact Riemannian manifold without boundary for initial data in BMO; and (ii) the hydrodynamic flow $(u,d)$ of nematic liquid crystals on $\mathbb R^n$ for initial data in $BMO^{-1}\times BMO$.

We study the regularity of the solutions of second order boundary value problems on manifolds with boundary and bounded geometry. We first show that the regularity property of a given boundary value problem $(P, C)$ is equivalent to the uniform regularity of the natural family $(P_x, C_x)$ of associated boundary value …

New flow deforms Riemannian metrics smoothly.