arXiv research

Extends optimal regularity and Uhlenbeck compactness to non-Riemannian manifolds.

This research announcement gives a brief report of the main results in our paper "PU(2) monopoles, I: Regularity, Uhlenbeck compactness, and transversality" (Journal of Differential Geometry, to appear). We describe the existence of perturbations for the PU(2) monopole equations, yielding both useful transversality pro…

This paper proves a general Uhlenbeck compactness theorem for sequences of solutions of Yang-Mills flow on Riemannian manifolds of dimension $n \geq 4,$ including rectifiability of the singular set at finite or infinite time.

Karen Uhlenbeck's compactness theorem for sequences of connections with L2 bounds on curvature applies only to connections on principal bundles with compact structure group. This article states and proves an extension of Uhlenbecks theorem that describes sequences of connections on principal PSL(2;C) bundles over compa…

Extends optimal regularity and compactness to vector bundles over non-Riemannian manifolds.

Sacks-Uhlenbeck's result on metric spaces expanded.

Uhlenbeck's compactness theorem can be used to analyze sequences of connections with anti-self dual curvature on principal SU(2) bundles over oriented 4-dimensional manifolds. The theorems in this paper give an extension of Uhlenbeck's theorem for sequences of solutions of certain SL(2,C) analogs of the anti-self dual …

Study of mixed equation combining gauge theory and symplectic geometry.

In this paper, we prove a generalized Donaldson-Uhlenbeck-Yau theorem on Higgs bundles over a class of non-compact Gauduchon manifolds.

In this paper, we use the affine Hermitian-Yang-Mills flow to prove a generalized Donaldson-Uhlenbeck-Yau theorem on flat Higgs bundles over a class of non-compact affine Gauduchon manifolds.

In 1982, Uhlenbeck \cite {U2} established the well-known gauge fixing theorem, which has played a fundamental role for Yang-Mills theory. In this paper, we apply the idea of Uhlenbeck to establish a parabolic type of gauge fixing theorems for the Yang-Mills flow and prove existence of a weak solution of the Yang-Mills …

We generalize the Uhlenbeck-Segal theory for harmonic maps into compact semi-simple Lie groups to general Lie groups equipped with torsion free bi-invariant connection.

We prove an analogue of the Hitchin-Kobayashi correspondence for compact, oriented, taut Riemannian foliated manifolds with transverse Hermitian structure. In particular, our Hitchin-Kobayashi theorem holds on any compact Sasakian manifold. We define the notion of stability for foliated Hermitian vector bundles with tr…

Survey on recent developments in isometric immersions using PDE techniques.

We prove the existence of perturbations for the PU(2) monopole equations, yielding transversality on the complement of the anti-self-dual or reducible solutions, and the existence of an Uhlenbeck compactification for the moduli space of solutions to these perturbed PU(2) monopole equations. In December 1994, V. Pidstri…

We present authors' new theory of the RT-equations, nonlinear elliptic partial differential equations which determine the coordinate transformations which smooth connections $Γ$ to optimal regularity, one derivative smoother than the Riemann curvature tensor ${\rm Riem}(Γ)$. As one application we extend Uhlenbeck compa…

We consider the set of solutions to the rho-vortex equations over a Kahler surface and prove a Uhlenbeck compactness result, namely that a sequence of solutions with the same energy converge to the sum of a solution of smaller energy and deltas of Dirac.

Explains Uhlenbeck's work on maps and fields.

We study the following question: Let $(X,g)$ be a compact Gauduchon surface, $(E,h)$ be a differentiable rank $r$ vector bundle on $X$, ${\mathcal{D}}$ be a fixed holomorphic structure on $D:=\det(E)$ and $a$ be the Chern connection of the pair $(\mathcal{D},\det(h))$. Does the complex space structure on ${\mathcal{M}}…

Let $Y$ be a closed $3$-manifold such that all flat $SU(2)$-connections on $Y$ are $non$-$degenerate$. In this article, we prove a Uhlenbeck-type compactness theorem on $Y$ for stable flat $SL(2,\mathbb{C})$ connections satisfying an $L^{2}$-bound for the real curvature. Combining the compactness theorem and a previous…

We show an Uhlenbeck type estimate for closed simply connected manifolds which provides the existence of certain exact sequences in K-area homology. This leads to the behavior of the K-area homology under surgery. Moreover, we give an index theoretic obstruction to positive scalar curvature on compact spin manifolds wi…

In this paper, we study eigenvalues of the closed eigenvalue problem of the differential operator $L$, which is introduced by Colding and Minicozzi in [4], on an $n$-dimensional compact self-shrinker in ${R}^{n+p}$. Estimates for eigenvalues of the differential operator $L$ are obtained. Our estimates for eigenvalues…

New proofs of Donaldson-Uhlenbeck-Yau theorem using geodesic rays.

Uhlenbeck introduced an invariant, the (minimal) uniton number, of harmonic 2-spheres in a Lie group G and proved that when G=SU(n) the uniton number cannot exceed n-1. In this paper, using new methods inspired by Morse Theory, we explain this result and extend it to an arbitrary compact group G. The same methods also …

Study on stable vector bundles over Gauduchon manifolds.

We introduce a flow of maps from a compact surface of arbitrary genus to an arbitrary Riemannian manifold which has elements in common with both the harmonic map flow and the mean curvature flow, but is more effective at finding minimal surfaces. In the genus 0 case, our flow is just the harmonic map flow, and it tries…

The paper connects curvature positivity to rational connectedness in complex geometry.

Proves a conjecture about Riemann surfaces using PDEs.

Characterizes Lévy-driven Ornstein-Uhlenbeck processes linked to tempered stable distributions.

Motivated by the Atiyah-Floer conjecture, we consider $SO(3)$ Santi-self-dual instantons on the product of the real line and a three-manifold with cylindrical end. We prove a Gromov-Uhlenbeck type compactness theorem, namely, any sequence of such instantons with uniform energy bound has a subsequence converging to a ty…

In 1996, Shi generalized the epsilon-regularity theorem of Schoen and Uhlenbeck to energy-minimizing harmonic maps from a domain equipped with a bounded measurable Riemannian metric. In the present work we prove a compactness result for such energy-minimizing maps. As an application, we combine our result with Shi's th…

Pairs trading strategy improved using Ornstein-Uhlenbeck process.

Entropy-minimal measure calculated for a stochastic volatility model.

In this paper, we develop a loop group description of harmonic maps $\mathcal{F}: M \rightarrow G/K$ ``of finite uniton type", from a Riemann surface $M$ into inner symmetric spaces of compact or non-compact type. This develops work of Uhlenbeck, Segal, and Burstall-Guest to non-compact inner symmetric spaces. To be mo…

A new fast method simulates stochastic volatility models.

We prove generic regularity and Uhlenbeck-type compactification theorems for the moduli spaces of PU(2)-monopoles. Generic regularity is NOT obtained in the usual way (by applying Sard theorem to a smooth parameterized moduli space), since the parameterized moduli space can be a priori singular. We explain why, using t…

Develops European power option pricing under correlated interest rate and asset processes.

We will give a weak energy identity for Sacks-Uhlenbeck approximation of harmonic maps and calculate the length of the necks.

We prove sharp bounds for the growth rate of eigenfunctions of the Ornstein-Uhlenbeck operator and its natural generalizations. The bounds are sharp even up to lower order terms and have important applications to geometric flows.

Paper models non-maturing deposits using a Lévy-driven Ornstein-Uhlenbeck process.

Study optimal strategy for maximizing exponential utility in financial market with linear price impact.

We develop a bubble tree construction and prove compactness results for $W^{2,2}$ branched conformal immersions of closed Riemann surfaces, with varying conformal structures whose limit may degenerate, in a compact Riemannian manifold with uniformly bounded areas and Willmore energies. The compactness property is appli…

The paper proves a Donaldson-Uhlenbeck-Yau theorem for normal varieties and semistable bundles.

Let $X$ be a compact Hermitian surface, and $g$ be any fixed Gauduchon metric on $X$. Let $E$ be an Hermitian holomorphic vector bundle over $X$. On the bundle $E$, Donaldson's heat flow is gauge equivalent to a flow of holomorphic structures. We prove that this flow converges, in the sense of Uhlenbeck, to the double …

Model approximates market prices and returns without prior market dynamics.

We consider the Black--Scholes model of financial market modified to capture the stochastic nature of volatility observed at real financial markets. For volatility driven by the Ornstein--Uhlenbeck process, we establish the existence of equivalent martingale measure in the market model. The option is priced with respec…

When stock prices are observed at high frequencies, more information can be utilized in estimation of parameters of the price process. However, high-frequency data are contaminated by the market microstructure noise which causes significant bias in parameter estimation when not taken into account. We propose an estimat…

Study on gamma-related OU processes with simulation methods.